Cathie Wood Ark Tech Portfolio: ETF allocation and returns

Data Source: from November 2014 to May 2024 (~10 years)
Consolidated Returns as of 31 May 2024
Live Update: Jun 13 2024, 04:00PM Eastern Time Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.23%
1 Day
Jun 13 2024, 04:00PM Eastern Time
3.41%
Current Month
June 2024

The Cathie Wood Ark Tech Portfolio can be implemented with 4 ETFs. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

It's exposed for 100% on the Stock Market.

In the last 5 Years, the Cathie Wood Ark Tech Portfolio obtained a 6.92% compound annual return, with a 37.92% standard deviation.

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Asset Allocation and ETFs

The Cathie Wood Ark Tech Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Cathie Wood Ark Tech Portfolio can be implemented with the following ETFs:

Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
25.00
ARKG
USD ARK Genomic Revolution ETF Equity, U.S., Growth (USD)
25.00
ARKK
USD ARK Innovation ETF Equity, U.S., Growth (USD)
25.00
ARKQ
USD ARK Autonomous Technology & Robotics ETF Equity, Developed Markets, Growth (USD)
25.00
ARKW
USD ARK Next Generation Internet ETF Equity, U.S., Large Cap, Growth (USD)

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of May 31, 2024

The Cathie Wood Ark Tech Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: June 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
CATHIE WOOD ARK TECH PORTFOLIO
Consolidated returns as of 31 May 2024
Live Update: Jun 13 2024, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of May 31, 2024
  1 Day Time ET(*) Jun 2024 1M 6M 1Y 5Y MAX
(~10Y)
Cathie Wood Ark Tech Portfolio -1.23 3.41 1.30 -1.09 8.56 6.92 11.10
US Inflation Adjusted return 1.30 -2.73 5.14 2.63 7.94
Components
ARKG
USD ARK Genomic Revolution ETF -1.41 04:00PM, Jun 13 2024 5.22 5.20 -11.68 -22.54 -2.53 2.92
ARKK
USD ARK Innovation ETF -1.55 04:00PM, Jun 13 2024 4.55 -2.32 -7.94 5.71 1.57 9.13
ARKQ
USD ARK Autonomous Technology & Robotics ETF -0.62 04:00PM, Jun 13 2024 0.22 2.33 3.29 10.14 13.59 11.82
ARKW
USD ARK Next Generation Internet ETF -1.35 04:00PM, Jun 13 2024 3.63 0.59 11.95 40.71 10.30 17.03
Returns over 1 year are annualized | Available data source: since Nov 2014
(*) Eastern Time (ET - America/New York)
US Inflation is updated to May 2024. Current inflation (annualized) is 1Y: 3.25% , 5Y: 4.17%

In 2023, the Cathie Wood Ark Tech Portfolio granted a 0.29% dividend yield. If you are interested in getting periodic income, please refer to the Cathie Wood Ark Tech Portfolio: Dividend Yield page.

Capital Growth as of May 31, 2024

An investment of 1$, since June 2019, now would be worth 1.40$, with a total return of 39.72% (6.92% annualized).

The Inflation Adjusted Capital now would be 1.14$, with a net total return of 13.88% (2.63% annualized).
An investment of 1$, since November 2014, now would be worth 2.74$, with a total return of 174.29% (11.10% annualized).

The Inflation Adjusted Capital now would be 2.08$, with a net total return of 107.91% (7.94% annualized).

Portfolio Metrics as of May 31, 2024

Metrics of Cathie Wood Ark Tech Portfolio, updated as of 31 May 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
CATHIE WOOD ARK TECH PORTFOLIO
Advanced Metrics
Data Source: 1 November 2014 - 31 May 2024 (~10 years)
Swipe left to see all data
Metrics as of May 31, 2024
1M 3M 6M 1Y 3Y 5Y MAX
(~10Y)
Investment Return (%) 1.30 -11.42 -1.09 8.56 -21.46 6.92 11.10
Infl. Adjusted Return (%) details 1.30 -12.03 -2.73 5.14 -25.40 2.63 7.94
US Inflation (%) 0.01 0.70 1.69 3.25 5.28 4.17 2.93
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y MAX
Deepest Drawdown Depth (%) -27.76 -68.02 -69.47 -69.47
Start to Recovery (# months) details 5 35* 40* 40*
Start (yyyy mm) 2023 08 2021 07 2021 02 2021 02
Start to Bottom (# months) 3 18 23 23
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12
Bottom to End (# months) 2 17 17 17
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%) -13.99
same

same

same
Start to Recovery (# months) details 5*
Start (yyyy mm) 2024 01 2021 07 2021 02 2021 02
Start to Bottom (# months) 4 18 23 23
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12
Bottom to End (# months) 1 17 17 17
End (yyyy mm) - - - -
Longest negative period (# months) details 11* 36* 52 62
Period Start (yyyy mm) 2023 07 2021 06 2019 07 2018 09
Period End (yyyy mm) 2024 05 2024 05 2023 10 2023 10
Annualized Return (%) -1.74 -21.46 -0.19 -0.43
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -28.45 -71.04 -73.18 -73.18
Start to Recovery (# months) details 5 35* 40* 40*
Start (yyyy mm) 2023 08 2021 07 2021 02 2021 02
Start to Bottom (# months) 3 18 23 23
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12
Bottom to End (# months) 2 17 17 17
End (yyyy mm) 2023 12 - - -
Longest Drawdown Depth (%) -15.21
same

same

same
Start to Recovery (# months) details 5*
Start (yyyy mm) 2024 01 2021 07 2021 02 2021 02
Start to Bottom (# months) 4 18 23 23
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12
Bottom to End (# months) 1 17 17 17
End (yyyy mm) - - - -
Longest negative period (# months) details 11* 36* 59* 69
Period Start (yyyy mm) 2023 07 2021 06 2019 07 2018 02
Period End (yyyy mm) 2024 05 2024 05 2024 05 2023 10
Annualized Return (%) -4.89 -25.40 -0.24 -1.42
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y MAX
Standard Deviation (%) 40.52 38.38 37.92 31.41
Sharpe Ratio 0.08 -0.63 0.13 0.23
Sortino Ratio 0.12 -0.98 0.19 0.32
Ulcer Index 12.08 50.56 40.98 30.18
Ratio: Return / Standard Deviation 0.21 -0.56 0.18 0.35
Ratio: Return / Deepest Drawdown 0.31 -0.32 0.10 0.16
Positive Months (%) details 50.00 38.88 51.66 59.13
Positive Months 6 14 31 68
Negative Months 6 22 29 47
95% VaR - Value at Risk (%) 13.62 21.96 28.79
95% CVaR - Conditional Value at Risk (%) 17.39 28.48 38.01
99% VaR - Value at Risk (%) 19.80 32.66 43.93
99% CVaR - Conditional Value at Risk (%) 23.73 39.47 53.56
VaRs calculated from all the available data | Short term VaRs: analytical
TIME FRAME ANALYSIS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y MAX
Over the latest 5Y
Best Rolling Return (%) - Annualized 177.21 10.92 6.92
Worst Rolling Return (%) - Annualized -61.23 -24.93
Positive Periods (%) 59.1 31.9 100.0
Safe Withdrawal Rate (%) - 100% Success - Annualized 53.24 14.61 28.05
Perpetual Withdrawal Rate (%) - 100% Success - Annualized --- --- 3.42
Withdrawal Rates based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 170.14 6.14 2.63
Worst Rolling Return (%) - Annualized -64.43 -28.96
Positive Periods (%) 59.1 12.0 100.0
Safe Withdrawal Rate (%) - 100% Success - Annualized 53.24 14.61 28.05
Perpetual Withdrawal Rate (%) - 100% Success - Annualized --- --- 3.42
Withdrawal Rates based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
From all available data (Nov 2014 - May 2024)
Best Rolling Return (%) - Annualized 177.21 49.94 50.48
Worst Rolling Return (%) - Annualized -61.23 -24.93 2.49
Positive Periods (%) 69.2 78.7 100.0
Safe Withdrawal Rate (%) - 100% Success - Annualized 53.24 14.61 23.42
Perpetual Withdrawal Rate (%) - 100% Success - Annualized --- --- ---
Withdrawal Rates based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 170.14 47.18 47.52
Worst Rolling Return (%) - Annualized -64.43 -28.96 -1.48
Positive Periods (%) 67.3 72.5 91.0
Safe Withdrawal Rate (%) - 100% Success - Annualized 53.24 14.61 23.42
Perpetual Withdrawal Rate (%) - 100% Success - Annualized --- --- ---
Withdrawal Rates based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Value at Risk (VaR): it represents a worst-case return, associated with a probability (95%-99%) and a time horizon. It's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed. It's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

CATHIE WOOD ARK TECH PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 June 2019 - 31 May 2024 (5 Years)
Data Source: 1 November 2014 - 31 May 2024 (~10 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CATHIE WOOD ARK TECH PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 2019 - 31 May 2024 (5 Years)
Data Source: 1 November 2014 - 31 May 2024 (~10 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Cathie Wood Ark Tech Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Cathie Wood Ark Tech Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Cathie Wood Ark Tech Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CATHIE WOOD ARK TECH PORTFOLIO
Monthly Returns Distribution
Data Source: 1 June 2019 - 31 May 2024 (5 Years)
Data Source: 1 November 2014 - 31 May 2024 (~10 years)
31 Positive Months (52%) - 29 Negative Months (48%)
68 Positive Months (59%) - 47 Negative Months (41%)
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(Scroll down to see all data)

Portfolio efficiency

The following portfolios granted a higher return over 5 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 5 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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