Cathie Wood Ark Tech Portfolio: ETF allocation and returns

Data Source: from November 2014 to May 2023 (~9 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.69%
1 Day
Jun 02 2023
3.61%
Current Month
June 2023

The Cathie Wood Ark Tech Portfolio is a Very High Risk portfolio and can be implemented with 4 ETFs.

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

In the last 5 Years, the Cathie Wood Ark Tech Portfolio obtained a 4.54% compound annual return, with a 35.95% standard deviation.

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

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, 2023

The Cathie Wood Ark Tech Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 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 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y MAX
(~9Y)
Cathie Wood Ark Tech Portfolio 1.69 3.61 10.23 8.28 -5.69 4.54 11.40
US Inflation Adjusted return 10.23 6.26 -9.13 0.70 8.27
Components
ARKK
ARK Innovation ETF 1.24 Jun 02 2023 2.79 12.72 8.03 -8.17 -0.23 9.53
ARKQ
ARK Autonomous Technology & Robotics ETF 2.74 Jun 02 2023 4.48 7.53 8.12 -9.17 8.80 12.05
ARKW
ARK Next Generation Internet ETF 0.67 Jun 02 2023 2.06 11.20 17.20 -7.65 3.14 14.61
ARKG
ARK Genomic Revolution ETF 2.12 Jun 02 2023 5.12 9.22 -2.68 -1.95 2.92 6.39
Returns over 1 year are annualized | Available data source: since Nov 2014
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81%

Portfolio Metrics as of May 31, 2023

Metrics of Cathie Wood Ark Tech Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
CATHIE WOOD ARK TECH PORTFOLIO
Portfolio Metrics
Data Source: 1 November 2014 - 31 May 2023 (~9 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y MAX
(~9Y)
Portfolio Return (%) 10.23 3.06 8.28 -5.69 -6.47 4.54 11.40
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.90
Infl. Adjusted Return (%) 10.23 2.20 6.26 -9.13 -11.57 0.70 8.27
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 36.65 37.29 35.95 30.17
Sharpe Ratio -0.24 -0.20 0.09 0.25
Sortino Ratio -0.40 -0.30 0.13 0.35
MAXIMUM DRAWDOWN
Drawdown Depth (%) -27.12 -69.47 -69.47 -69.47
Start (yyyy mm) 2022 08 2021 02 2021 02 2021 02
Bottom (yyyy mm) 2022 12 2022 12 2022 12 2022 12
Start to Bottom (# months) 5 23 23 23
Start to Recovery (# months) in progress
> 10
> 28
> 28
> 28
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 177.21 49.94 50.48
Worst Return (%) -61.23 -6.47 2.63
% Positive Periods 66% 93% 100%
MONTHS
Positive 1 2 3 5 16 33 62
Negative 0 1 3 7 20 27 41
% Positive 100% 67% 50% 42% 44% 55% 60%
WITHDRAWAL RATES (WR)
Safe WR (%) 34.12 25.03 17.77
Perpetual WR (%) 0.00 0.69 7.64
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
ARKK
ARKQ
ARKW
ARKG
ARKK
-
0.97
0.97
0.91
ARKQ
0.97
-
0.96
0.87
ARKW
0.97
0.96
-
0.85
ARKG
0.91
0.87
0.85
-
Asset
ARKK
ARKQ
ARKW
ARKG
ARKK
-
0.94
0.97
0.94
ARKQ
0.94
-
0.93
0.86
ARKW
0.97
0.93
-
0.86
ARKG
0.94
0.86
0.86
-
Asset
ARKK
ARKQ
ARKW
ARKG
ARKK
-
0.92
0.96
0.91
ARKQ
0.92
-
0.91
0.82
ARKW
0.96
0.91
-
0.82
ARKG
0.91
0.82
0.82
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Capital Growth as of May 31, 2023

An investment of 1000$, since June 2018, now would be worth 1248.49$, with a total return of 24.85% (4.54% annualized).

The Inflation Adjusted Capital now would be 1035.41$, with a net total return of 3.54% (0.70% annualized).
An investment of 1000$, since November 2014, now would be worth 2526.62$, with a total return of 152.66% (11.40% annualized).

The Inflation Adjusted Capital now would be 1977.51$, with a net total return of 97.75% (8.27% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-69.47% Feb 2021 Dec 2022 23 in progress 5 28
-22.61% Sep 2018 Dec 2018 4 Nov 2019 11 15
-13.20% Mar 2020 Mar 2020 1 Apr 2020 1 2
-2.23% Sep 2020 Sep 2020 1 Nov 2020 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-69.47% Feb 2021 Dec 2022 23 in progress 5 28
-22.61% Sep 2018 Dec 2018 4 Nov 2019 11 15
-21.33% Jun 2015 Jan 2016 8 Sep 2016 8 16
-13.20% Mar 2020 Mar 2020 1 Apr 2020 1 2
-8.95% Oct 2016 Oct 2016 1 Jan 2017 3 4
-6.27% Feb 2018 Apr 2018 3 May 2018 1 4
-2.23% Sep 2020 Sep 2020 1 Nov 2020 2 3
-2.00% Mar 2015 Mar 2015 1 May 2015 2 3
-0.57% Dec 2014 Dec 2014 1 Feb 2015 2 3

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
Data Source: from November 2014 to May 2023
Swipe left to see all data
Rolling
Period
Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
22.90 -5.69 177.21
Apr 2020 - Mar 2021
-61.23
Jul 2021 - Jun 2022
33.70%
2 Years
23.79 -33.20 83.68
Jan 2019 - Dec 2020
-41.88
Jan 2021 - Dec 2022
16.25%
3 Years
25.60 -6.47 49.94
Jan 2018 - Dec 2020
-6.47
Jun 2020 - May 2023
7.35%
5 Years
24.83 4.54 50.48
Feb 2016 - Jan 2021
2.63
Jan 2018 - Dec 2022
0.00%
7 Years
16.82 14.34 28.96
Nov 2014 - Oct 2021
9.81
Jan 2016 - Dec 2022
0.00%
Annualized rolling and average returns over full calendar month periods

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.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
7.07
80%
-0.25
40%
-3.66
40%
-1.28
60%
-0.18
40%
6.34
80%
3.52
80%
3.13
60%
-5.67
0%
1.02
80%
4.87
60%
-4.08
40%
 Capital Growth on monthly avg returns
100
107.07
106.81
102.89
101.58
101.40
107.82
111.62
115.11
108.58
109.69
115.04
110.35
Best 23.7
2023
7.1
2019
2.5
2023
24.9
2020
13.9
2020
15.2
2019
13.2
2022
15.4
2020
-2.2
2020
8.3
2021
22.6
2020
12.2
2020
Worst -18.4
2022
-3.6
2022
-13.2
2020
-24.0
2022
-12.6
2019
-8.5
2022
-6.7
2021
-7.1
2019
-10.6
2022
-11.3
2018
-10.2
2021
-13.4
2022
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
4.12
78%
1.10
56%
-1.28
44%
-0.37
56%
2.70
67%
3.94
63%
3.66
88%
2.45
63%
-3.24
25%
0.85
75%
4.10
78%
-2.49
33%
 Capital Growth on monthly avg returns
100
104.12
105.26
103.91
103.52
106.32
110.51
114.55
117.36
113.56
114.52
119.21
116.24
Best 23.7
2023
7.1
2019
9.9
2016
24.9
2020
13.9
2020
15.2
2019
13.2
2022
15.4
2020
7.1
2016
8.3
2021
22.6
2020
12.2
2020
Worst -18.4
2022
-3.6
2022
-13.2
2020
-24.0
2022
-12.6
2019
-8.5
2022
-6.7
2021
-7.1
2019
-10.6
2022
-11.3
2018
-10.2
2021
-13.4
2022
Monthly Seasonality over the period Nov 2014 - May 2023

Monthly/Yearly Returns

Cathie Wood Ark Tech Portfolio data source starts from November 2014: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Nov 2014 - May 2023
62 Positive Months (60%) - 41 Negative Months (40%)
MONTHLY RETURNS TABLE
Nov 2014 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
+24.98 +22.28 23.7 -2.0 2.5 -8.8 10.2
2022
-58.78 -61.28 -18.4 -3.6 -2.6 -24.0 -6.2 -8.5 13.2 -5.8 -10.6 3.1 -3.2 -13.4
2021
-18.06 -23.45 10.6 -3.4 -5.9 0.3 -6.2 11.6 -6.7 2.4 -9.3 8.3 -10.2 -7.9
2020
+149.52 +146.16 3.7 0.6 -13.2 24.9 13.9 11.2 11.0 15.4 -2.2 1.2 22.6 12.2
2019
+35.21 +32.19 15.7 7.1 0.9 1.2 -12.6 15.2 0.1 -7.1 -2.8 3.9 11.1 1.7
2018
-0.07 -1.95 11.0 -1.2 -4.5 -0.6 9.6 2.1 0.1 10.8 -3.5 -11.3 4.0 -13.1
2017
+68.38 +64.90 8.5 4.5 3.5 4.0 8.9 2.4 3.1 10.7 1.9 3.5 2.7 0.1
2016
+0.39 -1.65 -18.3 1.7 9.9 -0.4 3.6 -1.4 8.3 0.0 7.1 -8.9 3.3 -0.9
2015
+3.87 +3.12 0.6 6.1 -2.0 0.1 3.1 -1.2 0.3 -6.8 -6.6 7.1 4.8 -0.7
2014
- - 1.7 -0.6

Portfolio efficiency

Compared to the Cathie Wood Ark Tech Portfolio, the following portfolios granted a higher return over 5 Years and a less severe drawdown at the same time.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +16.19 22.07 -32.58 100 0 0
Cape US Sector Value Robert Shiller +11.44 19.20 -21.00 100 0 0
US Stocks +9.99 18.95 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +9.94 16.72 -23.08 90 10 0
US Stocks ESG +9.37 19.16 -27.79 100 0 0
Dedalo Three Dedalo Invest +9.02 18.57 -25.03 100 0 0
US Stocks Value +9.02 18.80 -26.06 100 0 0
Stocks/Bonds 60/40 2x Leveraged +8.76 22.95 -39.53 60 40 0
US Stocks Equal Weight +8.61 20.33 -26.65 100 0 0
Stocks/Bonds 80/20 +8.29 15.61 -22.75 80 20 0
US Stocks Minimum Volatility +8.29 14.99 -19.06 100 0 0
Gold +8.17 14.15 -18.08 0 0 100
Stocks/Bonds 60/40 with Bitcoin +7.87 13.12 -21.45 59 39 2
Simple Path to Wealth JL Collins +7.85 14.80 -22.24 75 25 0
Dedalo Four Dedalo Invest +7.41 15.28 -22.61 80 20 0
Second Grader's Starter Paul Farrell +6.96 16.40 -24.21 90 10 0
Edge Select Aggressive Merrill Lynch +6.74 15.46 -23.81 84 16 0
All Country World Stocks +6.70 17.90 -25.52 100 0 0
Stocks/Bonds 60/40 +6.52 12.42 -20.69 60 40 0
Permanent Portfolio with Bitcoin Harry Browne +6.36 8.74 -16.88 25 50 25
Stocks/Bonds 60/40 ESG +6.25 12.33 -22.44 60 40 0
Couch Potato Scott Burns +6.25 11.42 -19.77 50 50 0
Simplified Permanent Portfolio 2x Leveraged +6.22 15.96 -31.96 25 50 25
Four Funds Bogleheads +6.21 14.86 -23.20 80 20 0
Core Four Rick Ferri +6.12 14.81 -23.46 80 20 0
Three Funds Bogleheads +6.09 14.78 -23.18 80 20 0
Sheltered Sam 100/0 Bill Bernstein +6.07 18.14 -25.40 97 0 3
Stocks/Bonds 40/60 with Bitcoin +6.07 10.22 -19.39 39 59 2
Seven Value Scott Burns +6.04 14.74 -20.44 71.5 28.5 0
Perfect Portfolio Ben Stein +6.00 14.25 -18.62 80 20 0
Golden Butterfly with Bitcoin +5.99 10.45 -18.74 40 40 20
Edge Select Moderately Aggressive Merrill Lynch +5.97 13.39 -22.31 69 31 0
Desert Portfolio with Bitcoin Gyroscopic Investing +5.95 7.84 -15.73 30 60 10
LifeStrategy Growth Fund Vanguard +5.92 14.72 -23.11 80 20 0
All Weather Portfolio 2x Leveraged Ray Dalio +5.88 20.04 -36.33 37.5 55 7.5
Stocks/Bonds 40/60 2x Leveraged +5.78 17.41 -36.46 40 60 0
Robo Advisor 100 Betterment +5.70 18.02 -24.17 100 0 0
Six Ways from Sunday Scott Burns +5.68 14.37 -19.67 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +5.68 13.62 -22.74 70 30 0
Sheltered Sam 90/10 Bill Bernstein +5.67 16.35 -22.65 87.3 10 2.7
US Stocks Momentum +5.61 18.81 -30.16 100 0 0
All Country World 80/20 +5.56 14.99 -23.52 80 20 0
Late Thirties to Early Forties Burton Malkiel +5.42 15.46 -24.26 85 15 0
Marc Faber Portfolio Marc Faber +5.41 11.30 -19.93 50 25 25
Talmud Portfolio 2x Leveraged Roger Gibson +5.39 25.25 -42.70 66.7 33.3 0
Mid-Twenties Burton Malkiel +5.36 15.71 -24.50 87 13 0
Talmud Portfolio Roger Gibson +5.36 13.39 -22.88 66.7 33.3 0
Desert Portfolio 2x Leveraged Gyroscopic Investing +5.35 15.58 -34.04 30 60 10
All Weather Portfolio with Bitcoin Ray Dalio +5.31 10.10 -21.57 30 55 15
Sheltered Sam 80/20 Bill Bernstein +5.26 14.60 -19.89 77.6 20 2.4
Mid-Fifties Burton Malkiel +5.25 14.96 -24.05 80 20 0
Robo Advisor 90 Betterment +5.17 16.68 -23.36 90.1 9.9 0
Simplified Permanent Portfolio +5.16 8.17 -16.43 25 50 25
Five Asset Roger Gibson +5.13 13.51 -19.30 60 20 20
Margaritaville Scott Burns +5.12 12.96 -21.96 67 33 0
Late Sixties and Beyond Burton Malkiel +5.10 13.66 -22.44 71 29 0
Dimensional 2030 Retirement Income DFA +5.04 11.35 -20.34 55.9 44.1 0
Permanent Portfolio Harry Browne +5.03 8.03 -15.92 25 50 25
Andrew Tobias Portfolio Andrew Tobias +5.03 11.77 -18.85 66.7 33.3 0
Lazy Portfolio David Swensen +4.95 12.99 -22.43 70 30 0
Long Term Portfolio Ben Stein +4.92 14.37 -20.52 80 20 0
Edge Select Moderate Merrill Lynch +4.87 11.22 -20.56 53 47 0
Sheltered Sam 70/30 Bill Bernstein +4.83 12.88 -17.80 67.9 30 2.1
Stocks/Bonds 80/20 Momentum +4.77 15.53 -27.23 80 20 0
No Brainer Portfolio Bill Bernstein +4.76 14.06 -19.76 75 25 0
Yale Endowment David Swensen +4.71 13.51 -25.53 70 30 0
LifeStrategy Moderate Growth Vanguard +4.70 11.75 -20.84 60 40 0
Stocks/Bonds 40/60 +4.69 9.47 -18.63 40 60 0
Golden Butterfly Tyler +4.68 9.60 -17.79 40 40 20
Golden Butterfly 2x Leveraged +4.66 18.31 -34.50 40 40 20
Robo Advisor 80 Betterment +4.65 15.21 -22.63 80 20 0
Zefiro Portfolio Zefiro SCF +4.63 8.70 -15.09 20 50 30
Desert Portfolio Gyroscopic Investing +4.60 6.96 -14.72 30 60 10
Ivy Portfolio Mebane Faber +4.59 14.21 -21.77 60 20 20
One-Decision Portfolio Marvin Appel +4.58 10.63 -16.74 50 50 0
Ark Tech Portfolio Cathie Wood +4.54 35.95 -69.47 100 0 0

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

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +16.19 22.07 -32.58 100 0 0
Ark Tech Portfolio Cathie Wood +4.54 35.95 -69.47 100 0 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 5 Years and Very High Risk categorization.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +16.19 22.07 -32.58 100 0 0
US Stocks +9.99 18.95 -24.81 100 0 0
Warren Buffett Portfolio Warren Buffett +9.94 16.72 -23.08 90 10 0
US Stocks Value +9.02 18.80 -26.06 100 0 0
Stocks/Bonds 80/20 +8.29 15.61 -22.75 80 20 0