ARK Innovation ETF (ARKK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ARK Innovation ETF (ARKK): 1Y return 4.7%, Sharpe ratio 0.30, volatility 37.1%, max drawdown -31.4%. 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: -2.4%, Sharpe: -1.63, Volatility: 31.8%, Max Drawdown: -4.7%
- YTD
- Return: 8.5%, Sharpe: 0.49, Volatility: 37.2%, Max Drawdown: -23.7%
- 1Y
- Return: 4.7%, Sharpe: 0.30, Volatility: 37.1%, Max Drawdown: -31.4%
- 5Y
- Return: -28.0%, Sharpe: 0.09, Volatility: 45.9%, Max Drawdown: -76.1%
- 10Y
- Return: 326.9%, Sharpe: 0.55, Volatility: 39.9%, 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.