Data Source: from November 2014 to November 2023 (~9 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
4.55%
1 Day
Dec 01 2023
4.55%
Current Month
December 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 6.33% compound annual return, with a 38.15% standard deviation.
Table of contents
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 | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 25.00 |
ARKG
|
USD | ARK Genomic Revolution ETF | Equity, U.S., Growth |
| 25.00 |
ARKK
|
USD | ARK Innovation ETF | Equity, U.S., Growth |
| 25.00 |
ARKQ
|
USD | ARK Autonomous Technology & Robotics ETF | Equity, Developed Markets, Growth |
| 25.00 |
ARKW
|
USD | ARK Next Generation Internet ETF | Equity, U.S., Large Cap, 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 Nov 30, 2023
The Cathie Wood Ark Tech Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
CATHIE WOOD ARK TECH PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y |
MAX
(~9Y) |
|||
| Cathie Wood Ark Tech Portfolio | 4.55 | 4.55 | 23.67 | 9.76 | 18.84 | 6.33 | 11.88 | |||
| US Inflation Adjusted return | 23.67 | 8.49 | 15.00 | 2.17 | 8.74 | |||||
| Components | ||||||||||
|
ARKG
|
USD | ARK Genomic Revolution ETF | 4.65 | Dec 01 2023 | 4.65 | 20.50 | -12.30 | -14.65 | -0.13 | 4.50 |
|
ARKK
|
USD | ARK Innovation ETF | 5.03 | Dec 01 2023 | 5.03 | 31.44 | 14.83 | 24.05 | 2.12 | 10.65 |
|
ARKQ
|
USD | ARK Autonomous Technology & Robotics ETF | 4.22 | Dec 01 2023 | 4.22 | 12.36 | 6.62 | 15.28 | 10.67 | 12.10 |
|
ARKW
|
USD | ARK Next Generation Internet ETF | 4.31 | Dec 01 2023 | 4.31 | 28.68 | 25.69 | 47.31 | 7.78 | 16.59 |
Returns over 1 year are annualized | Available data source: since Nov 2014
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
Live update: World Markets and Indexes
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2018,
now would be worth 1.36$, with a total return of 35.91% (6.33% annualized).
The Inflation Adjusted Capital now would be 1.11$, with a net total return of 11.33% (2.17% annualized).
The Inflation Adjusted Capital now would be 1.11$, with a net total return of 11.33% (2.17% annualized).
An investment of 1$, since November 2014,
now would be worth 2.77$, with a total return of 177.31% (11.88% annualized).
The Inflation Adjusted Capital now would be 2.14$, with a net total return of 114.00% (8.74% annualized).
The Inflation Adjusted Capital now would be 2.14$, with a net total return of 114.00% (8.74% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Cathie Wood Ark Tech Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
CATHIE WOOD ARK TECH PORTFOLIO
Advanced Metrics
Data Source: 1 November 2014 - 30 November 2023 (~9 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | |||||||
|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y |
MAX
(~9Y) |
|
| Investment Return (%) | 23.67 | 1.40 | 9.76 | 18.84 | -19.60 | 6.33 | 11.88 |
| Infl. Adjusted Return (%) details | 23.67 | 1.18 | 8.49 | 15.00 | -23.96 | 2.17 | 8.74 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.89 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | |||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | MAX | |||
| Deepest Drawdown Depth (%) | -27.76 | -69.47 | -69.47 | -69.47 | |||
| Start to Recovery (# months) details | 4* | 34* | 34* | 34* | |||
| Start (yyyy mm) | 2023 08 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 3 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | |||
| End (yyyy mm) | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | |||||||
| Start (yyyy mm) | 2023 08 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 3 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | |||
| End (yyyy mm) | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 54 | 62 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 05 | 2018 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -4.25 | -19.60 | -0.04 | -0.43 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||
| Deepest Drawdown Depth (%) | -28.23 | -73.10 | -73.10 | -73.10 | |||
| Start to Recovery (# months) details | 4* | 34* | 34* | 34* | |||
| Start (yyyy mm) | 2023 08 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 3 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | |||
| End (yyyy mm) | - | - | - | - | |||
| Longest Drawdown Depth (%) | -9.60 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 5 | ||||||
| Start (yyyy mm) | 2023 02 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 3 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 04 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 2 | 11 | 11 | 11 | |||
| End (yyyy mm) | 2023 06 | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 59 | 69 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2018 02 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -7.62 | -23.96 | -2.11 | -1.50 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | MAX | |||
| Standard Deviation (%) | 44.61 | 37.57 | 38.15 | 31.30 | |||
| Sharpe Ratio | 0.31 | -0.57 | 0.12 | 0.25 | |||
| Sortino Ratio | 0.48 | -0.89 | 0.18 | 0.36 | |||
| Ulcer Index | 11.31 | 47.46 | 37.11 | 28.11 | |||
| Ratio: Return / Standard Deviation | 0.42 | -0.52 | 0.17 | 0.38 | |||
| Ratio: Return / Deepest Drawdown | 0.68 | -0.28 | 0.09 | 0.17 | |||
| % Positive Months details | 50% | 38% | 53% | 59% | |||
| Positive Months | 6 | 14 | 32 | 65 | |||
| Negative Months | 6 | 22 | 28 | 44 | |||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | MAX | |||
| Over the latest 5Y | |||||||
| Best Rolling Return (%) - Annualized | 177.21 | 40.34 | 6.33 | ||||
| Worst Rolling Return (%) - Annualized | -61.23 | -19.82 | |||||
| % Positive Periods | 57% | 56% | 100% | ||||
| Best Rolling Return (%) - Annualized | 170.13 | 35.56 | 2.17 | ||||
| Worst Rolling Return (%) - Annualized | -64.45 | -24.16 | |||||
| % Positive Periods | 57% | 36% | 100% | ||||
| Over all the available data source (Nov 2014 - Nov 2023) | |||||||
| Best Rolling Return (%) - Annualized | 177.21 | 49.94 | 50.48 | ||||
| Worst Rolling Return (%) - Annualized | -61.23 | -19.82 | 2.49 | ||||
| % Positive Periods | 67% | 85% | 100% | ||||
| Best Rolling Return (%) - Annualized | 170.13 | 47.22 | 47.53 | ||||
| Worst Rolling Return (%) - Annualized | -64.45 | -24.16 | -1.49 | ||||
| % Positive Periods | 65% | 78% | 92% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | MAX | |||
| Safe WR (%) | 19.75 | 24.83 | 17.77 | ||||
| Perpetual WR (%) | 0.00 | 2.12 | 8.03 | ||||
- 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
- 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 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
ARKG
|
ARKK
|
ARKQ
|
ARKW
|
|---|---|---|---|---|
|
ARKG
|
-
|
0.95
|
0.90
|
0.93
|
|
ARKK
|
0.95
|
-
|
0.93
|
0.99
|
|
ARKQ
|
0.90
|
0.93
|
-
|
0.92
|
|
ARKW
|
0.93
|
0.99
|
0.92
|
-
|
| Asset |
ARKG
|
ARKK
|
ARKQ
|
ARKW
|
|---|---|---|---|---|
|
ARKG
|
-
|
0.94
|
0.86
|
0.87
|
|
ARKK
|
0.94
|
-
|
0.92
|
0.97
|
|
ARKQ
|
0.86
|
0.92
|
-
|
0.91
|
|
ARKW
|
0.87
|
0.97
|
0.91
|
-
|
| Asset |
ARKG
|
ARKK
|
ARKQ
|
ARKW
|
|---|---|---|---|---|
|
ARKG
|
-
|
0.91
|
0.82
|
0.83
|
|
ARKK
|
0.91
|
-
|
0.91
|
0.96
|
|
ARKQ
|
0.82
|
0.91
|
-
|
0.90
|
|
ARKW
|
0.83
|
0.96
|
0.90
|
-
|
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 December 2018 - 30 November 2023 (5 Years)
Data Source: 1 November 2014 - 30 November 2023 (~9 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -69.47% | Feb 2021 | Dec 2022 | 23 | in progress | 11 | 34 | 48.79 |
| -13.20% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 7.62 |
| -13.05% | Dec 2018 | Dec 2018 | 1 | Jan 2019 | 1 | 2 | 7.54 |
| -12.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 7.29 |
| -9.73% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 | 6.08 |
| -2.23% | Sep 2020 | Sep 2020 | 1 | Nov 2020 | 2 | 3 | 1.24 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -73.10% | Feb 2021 | Dec 2022 | 23 | in progress | 11 | 34 | 53.00 |
| -13.01% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 7.51 |
| -12.81% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 7.39 |
| -12.78% | Dec 2018 | Dec 2018 | 1 | Jan 2019 | 1 | 2 | 7.38 |
| -9.86% | Jul 2019 | Sep 2019 | 3 | Nov 2019 | 2 | 5 | 5.67 |
| -2.37% | Sep 2020 | Sep 2020 | 1 | Nov 2020 | 2 | 3 | 1.34 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -69.47% | Feb 2021 | Dec 2022 | 23 | in progress | 11 | 34 | 48.79 |
| -22.61% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 | 9.50 |
| -21.33% | Jun 2015 | Jan 2016 | 8 | Sep 2016 | 8 | 16 | 10.01 |
| -13.20% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 7.62 |
| -8.95% | Oct 2016 | Oct 2016 | 1 | Jan 2017 | 3 | 4 | 5.68 |
| -6.27% | Feb 2018 | Apr 2018 | 3 | May 2018 | 1 | 4 | 3.83 |
| -2.23% | Sep 2020 | Sep 2020 | 1 | Nov 2020 | 2 | 3 | 1.24 |
| -2.00% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 | 1.39 |
| -0.57% | Dec 2014 | Dec 2014 | 1 | Feb 2015 | 2 | 3 | 0.29 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -73.10% | Feb 2021 | Dec 2022 | 23 | in progress | 11 | 34 | 53.00 |
| -22.33% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 | 10.00 |
| -21.17% | Mar 2015 | Jan 2016 | 11 | Sep 2016 | 8 | 19 | 9.53 |
| -13.01% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 7.51 |
| -9.06% | Oct 2016 | Oct 2016 | 1 | Jan 2017 | 3 | 4 | 5.71 |
| -7.27% | Feb 2018 | Apr 2018 | 3 | May 2018 | 1 | 4 | 4.38 |
| -2.37% | Sep 2020 | Sep 2020 | 1 | Nov 2020 | 2 | 3 | 1.34 |
| -0.00% | Dec 2014 | Dec 2014 | 1 | Jan 2015 | 1 | 2 | 0.00 |
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 December 2018 - 30 November 2023 (5 Years)
Data Source: 1 November 2014 - 30 November 2023 (~9 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -61.23 |
07/2021 06/2022 |
0.38$ | -52.96 | 0.47$ | 13.71 | 1.13$ | 109.26 | 2.09$ | 177.21 |
04/2020 03/2021 |
2.77$ | 18.84 | 42.86% |
| 2Y | -41.88 |
01/2021 12/2022 |
0.33$ | -35.38 | 0.41$ | -6.86 | 0.86$ | 67.19 | 2.79$ | 83.68 |
01/2019 12/2020 |
3.37$ | -27.82 | 51.35% |
| 3Y | -19.82 |
11/2020 10/2023 |
0.51$ | -14.64 | 0.62$ | 2.72 | 1.08$ | 19.19 | 1.69$ | 40.34 |
01/2019 12/2021 |
2.76$ | -19.60 | 44.00% |
| 5Y | 6.33 |
12/2018 11/2023 |
1.35$ | 6.33 | 1.35$ | 6.33 | 1.35$ | 6.33 | 1.35$ | 6.33 |
12/2018 11/2023 |
1.35$ | 6.33 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -64.45 |
07/2021 06/2022 |
0.35$ | -56.66 | 0.43$ | 10.44 | 1.10$ | 106.55 | 2.06$ | 170.13 |
04/2020 03/2021 |
2.70$ | 15.00 | 42.86% |
| 2Y | -45.56 |
01/2021 12/2022 |
0.29$ | -39.46 | 0.36$ | -12.77 | 0.76$ | 61.34 | 2.60$ | 80.39 |
01/2019 12/2020 |
3.25$ | -31.40 | 54.05% |
| 3Y | -24.16 |
11/2020 10/2023 |
0.43$ | -19.25 | 0.52$ | -2.14 | 0.93$ | 14.40 | 1.49$ | 35.56 |
01/2019 12/2021 |
2.49$ | -23.96 | 64.00% |
| 5Y | 2.17 |
12/2018 11/2023 |
1.11$ | 2.17 | 1.11$ | 2.17 | 1.11$ | 2.17 | 1.11$ | 2.17 |
12/2018 11/2023 |
1.11$ | 2.17 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -61.23 |
07/2021 06/2022 |
0.38$ | -33.11 | 0.66$ | 13.71 | 1.13$ | 66.72 | 1.66$ | 177.21 |
04/2020 03/2021 |
2.77$ | 18.84 | 32.65% |
| 2Y | -41.88 |
01/2021 12/2022 |
0.33$ | -27.44 | 0.52$ | 24.22 | 1.54$ | 50.24 | 2.25$ | 83.68 |
01/2019 12/2020 |
3.37$ | -27.82 | 22.09% |
| 3Y | -19.82 |
11/2020 10/2023 |
0.51$ | -0.35 | 0.98$ | 24.83 | 1.94$ | 39.00 | 2.68$ | 49.94 |
01/2018 12/2020 |
3.37$ | -19.60 | 14.86% |
| 5Y | 2.49 |
10/2018 09/2023 |
1.13$ | 4.88 | 1.26$ | 18.86 | 2.37$ | 41.73 | 5.71$ | 50.48 |
02/2016 01/2021 |
7.71$ | 6.33 | 0.00% |
| 7Y | 9.81 |
01/2016 12/2022 |
1.92$ | 12.01 | 2.21$ | 14.57 | 2.59$ | 19.98 | 3.57$ | 28.96 |
11/2014 10/2021 |
5.93$ | 14.67 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -64.45 |
07/2021 06/2022 |
0.35$ | -36.29 | 0.63$ | 11.20 | 1.11$ | 63.13 | 1.63$ | 170.13 |
04/2020 03/2021 |
2.70$ | 15.00 | 34.69% |
| 2Y | -45.56 |
01/2021 12/2022 |
0.29$ | -31.40 | 0.47$ | 21.53 | 1.47$ | 46.72 | 2.15$ | 80.39 |
01/2019 12/2020 |
3.25$ | -31.40 | 23.26% |
| 3Y | -24.16 |
11/2020 10/2023 |
0.43$ | -5.09 | 0.85$ | 22.25 | 1.82$ | 35.56 | 2.49$ | 47.22 |
01/2018 12/2020 |
3.19$ | -23.96 | 21.62% |
| 5Y | -1.49 |
10/2018 09/2023 |
0.92$ | 1.01 | 1.05$ | 16.73 | 2.16$ | 38.17 | 5.03$ | 47.53 |
02/2016 01/2021 |
6.98$ | 2.17 | 8.00% |
| 7Y | 6.30 |
01/2016 12/2022 |
1.53$ | 8.40 | 1.75$ | 10.92 | 2.06$ | 16.77 | 2.96$ | 26.18 |
11/2014 10/2021 |
5.09$ | 10.76 | 0.00% |
| Annualized rolling and percentiles/median 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| 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% |
7.98
80% |
5.77
80% |
-1.42
40% |
-6.67
0% |
1.21
80% |
8.81
60% |
-4.08
40% |
| 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 |
23.7 2023 |
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 |
-11.9 2023 |
-10.6 2022 |
-10.4 2023 |
-10.2 2021 |
-13.4 2022 |
Monthly Seasonality over the period Dec 2014 - Nov 2023
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| 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% |
4.65
67% |
4.52
89% |
0.86
56% |
-3.82
22% |
-0.40
67% |
6.06
80% |
-2.49
33% |
| 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 |
23.7 2023 |
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 |
-11.9 2023 |
-10.6 2022 |
-11.3 2018 |
-10.2 2021 |
-13.4 2022 |
Monthly Seasonality over the period Dec 2014 - Nov 2023
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 December 2018 - 30 November 2023 (5 Years)
Data Source: 1 November 2014 - 30 November 2023 (~9 years)
32 Positive Months (53%) - 28 Negative Months (47%)
65 Positive Months (60%) - 44 Negative Months (40%)
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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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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +18.87 | 22.30 | -32.58 | 100 | 0 | 0 | ||
| Cape US Sector Value | +13.49 | 19.60 | -21.00 | 100 | 0 | 0 | ||
| US Stocks ESG | +12.59 | 19.66 | -27.79 | 100 | 0 | 0 | ||
| US Stocks | +11.71 | 19.38 | -24.81 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +11.47 | 17.13 | -23.08 | 90 | 10 | 0 | ||
| Dedalo Three | +10.92 | 19.00 | -25.03 | 100 | 0 | 0 | ||
| US Stocks Value | +10.48 | 19.42 | -26.06 | 100 | 0 | 0 | ||
| Gold | +10.31 | 14.50 | -18.08 | 0 | 0 | 100 | ||
| US Stocks Equal Weight | +9.86 | 20.93 | -26.65 | 100 | 0 | 0 | ||
| Stocks/Bonds 60/40 2x Leveraged | +9.79 | 23.99 | -39.53 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +9.65 | 16.06 | -22.75 | 80 | 20 | 0 | ||
| Stocks/Bonds 60/40 with Bitcoin | +9.22 | 13.53 | -21.45 | 59 | 39 | 2 | ||
| Simple Path to Wealth | +9.13 | 15.25 | -22.24 | 75 | 25 | 0 | ||
| All Country World Stocks | +9.07 | 18.30 | -25.52 | 100 | 0 | 0 | ||
| Dedalo Four | +8.96 | 15.70 | -22.61 | 80 | 20 | 0 | ||
| Second Grader's Starter | +8.80 | 16.82 | -24.21 | 90 | 10 | 0 | ||
| Edge Select Aggressive | +8.67 | 15.87 | -23.81 | 84 | 16 | 0 | ||
| Stocks/Bonds 60/40 ESG | +8.15 | 12.89 | -22.44 | 60 | 40 | 0 | ||
| US Stocks Minimum Volatility | +8.15 | 15.13 | -19.06 | 100 | 0 | 0 | ||
| Aim Bold Strategy | +8.11 | 11.80 | -20.16 | 45 | 40 | 15 | ||
| US Stocks Momentum | +8.09 | 18.85 | -30.16 | 100 | 0 | 0 | ||
| Four Funds | +7.89 | 15.26 | -23.20 | 80 | 20 | 0 | ||
| Perfect Portfolio | +7.81 | 14.56 | -18.62 | 80 | 20 | 0 | ||
| Robo Advisor 100 | +7.75 | 18.43 | -24.17 | 100 | 0 | 0 | ||
| Three Funds | +7.75 | 15.21 | -23.18 | 80 | 20 | 0 | ||
| Dedalo Eleven | +7.69 | 15.42 | -23.40 | 80 | 20 | 0 | ||
| Sheltered Sam 100/0 | +7.63 | 18.63 | -25.40 | 97 | 0 | 3 | ||
| LifeStrategy Growth Fund | +7.61 | 15.14 | -23.11 | 80 | 20 | 0 | ||
| Edge Select Moderately Aggressive | +7.58 | 13.83 | -22.31 | 69 | 31 | 0 | ||
| Core Four | +7.56 | 15.31 | -23.46 | 80 | 20 | 0 | ||
| Stocks/Bonds 60/40 | +7.53 | 12.88 | -20.69 | 60 | 40 | 0 | ||
| All Country World 80/20 | +7.49 | 15.41 | -23.52 | 80 | 20 | 0 | ||
| Seven Value | +7.42 | 14.99 | -20.44 | 71.5 | 28.5 | 0 | ||
| Permanent Portfolio with Bitcoin | +7.42 | 9.21 | -16.88 | 25 | 50 | 25 | ||
| Golden Butterfly with Bitcoin | +7.34 | 10.93 | -18.74 | 40 | 40 | 20 | ||
| Six Ways from Sunday | +7.22 | 14.60 | -19.67 | 66.7 | 33.3 | 0 | ||
| Couch Potato | +7.16 | 11.73 | -19.77 | 50 | 50 | 0 | ||
| European Stocks | +7.14 | 20.49 | -30.98 | 100 | 0 | 0 | ||
| Robo Advisor 90 | +7.11 | 17.10 | -23.36 | 90.1 | 9.9 | 0 | ||
| Sheltered Sam 90/10 | +7.08 | 16.80 | -22.65 | 87.3 | 10 | 2.7 | ||
| Stocks/Bonds 40/60 with Bitcoin | +7.06 | 10.64 | -19.39 | 39 | 59 | 2 | ||
| Five Asset | +6.97 | 13.89 | -19.30 | 60 | 20 | 20 | ||
| Mid-Twenties | +6.97 | 16.18 | -24.50 | 87 | 13 | 0 | ||
| Late Thirties to Early Forties | +6.94 | 15.93 | -24.26 | 85 | 15 | 0 | ||
| Developed World ex-US Stocks Momentum | +6.93 | 16.23 | -28.57 | 100 | 0 | 0 | ||
| Simplified Permanent Portfolio 2x Leveraged | +6.91 | 16.89 | -31.96 | 25 | 50 | 25 | ||
| Desert Portfolio with Bitcoin | +6.88 | 8.14 | -15.73 | 30 | 60 | 10 | ||
| Jane Bryant Quinn Portfolio | +6.87 | 14.12 | -22.74 | 70 | 30 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +6.71 | 15.62 | -27.23 | 80 | 20 | 0 | ||
| Margaritaville | +6.63 | 13.29 | -21.96 | 67 | 33 | 0 | ||
| Mid-Fifties | +6.59 | 15.47 | -24.05 | 80 | 20 | 0 | ||
| Sheltered Sam 80/20 | +6.52 | 15.02 | -19.89 | 77.6 | 20 | 2.4 | ||
| Andrew Tobias Portfolio | +6.50 | 12.06 | -18.85 | 66.7 | 33.3 | 0 | ||
| Long Term Portfolio | +6.49 | 14.81 | -20.52 | 80 | 20 | 0 | ||
| Ivy Portfolio | +6.47 | 14.56 | -21.77 | 60 | 20 | 20 | ||
| Robo Advisor 80 | +6.39 | 15.64 | -22.63 | 80 | 20 | 0 | ||
| No Brainer Portfolio | +6.37 | 14.37 | -19.76 | 75 | 25 | 0 | ||
| Marc Faber Portfolio | +6.36 | 11.87 | -19.93 | 50 | 25 | 25 | ||
| Ark Tech Portfolio | +6.33 | 38.15 | -69.47 | 100 | 0 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +18.87 | 22.30 | -32.58 | 100 | 0 | 0 | ||
| Ark Tech Portfolio | +6.33 | 38.15 | -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.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +18.87 | 22.30 | -32.58 | 100 | 0 | 0 | ||
| US Stocks | +11.71 | 19.38 | -24.81 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +11.47 | 17.13 | -23.08 | 90 | 10 | 0 | ||
| Dedalo Three | +10.92 | 19.00 | -25.03 | 100 | 0 | 0 | ||
| US Stocks Value | +10.48 | 19.42 | -26.06 | 100 | 0 | 0 | ||
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