ARK Innovation ETF (ARKK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ARK Innovation ETF (ARKK): 1Y return 22.8%, Sharpe ratio 0.73, volatility 35.7%, 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: -4.2%, Sharpe: -1.48, Volatility: 48.8%, Max Drawdown: -10.9%
- YTD
- Return: 2.0%, Sharpe: 0.30, Volatility: 38.0%, Max Drawdown: -23.7%
- 1Y
- Return: 22.8%, Sharpe: 0.73, Volatility: 35.7%, Max Drawdown: -31.4%
- 5Y
- Return: -32.7%, Sharpe: 0.06, Volatility: 45.5%, Max Drawdown: -77.2%
- 10Y
- Return: 334.7%, Sharpe: 0.56, Volatility: 39.6%, 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.