ARK Innovation ETF (ARKK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ARK Innovation ETF (ARKK): 1Y return -5.4%, Sharpe ratio 0.03, volatility 36.2%, 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: -11.9%, Sharpe: -3.86, Volatility: 34.3%, Max Drawdown: -15.6%
- YTD
- Return: -7.4%, Sharpe: -0.16, Volatility: 37.0%, Max Drawdown: -23.7%
- 1Y
- Return: -5.4%, Sharpe: 0.03, Volatility: 36.2%, Max Drawdown: -31.4%
- 5Y
- Return: -39.6%, Sharpe: 0.01, Volatility: 45.7%, Max Drawdown: -76.2%
- 10Y
- Return: 275.0%, Sharpe: 0.52, Volatility: 39.7%, 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.