ARK Innovation ETF (ARKK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ARK Innovation ETF (ARKK): 1Y return -3.7%, Sharpe ratio 0.08, volatility 36.7%, max drawdown -28.8%. A ETF in the Equity asset class. Compare ARKK with other assets and invest through your own broker with pfolio.
ARK Innovation ETF (ARKK) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ARKK Performance
- MTD
- Return: -3.5%, Sharpe: -0.98, Volatility: 37.2%, Max Drawdown: -12.0%
- YTD
- Return: 11.8%, Sharpe: 0.54, Volatility: 36.8%, Max Drawdown: -23.7%
- 1Y
- Return: -3.7%, Sharpe: 0.08, Volatility: 36.7%, Max Drawdown: -28.8%
- 5Y
- Return: -27.9%, Sharpe: 0.09, Volatility: 46.0%, Max Drawdown: -76.1%
- 10Y
- Return: 366.4%, Sharpe: 0.57, Volatility: 40.0%, Max Drawdown: -80.9%
Frequently Asked Questions
- What is ARK Innovation ETF (ARKK)?
- ARK Innovation ETF (ARKK) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ARKK compare to other assets?
- You can compare ARKK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ARKK through pfolio?
- pfolio helps you build diversified portfolios that may include ARKK. You invest through your own broker — pfolio provides the analytics.