ARK Fintech Innovation ETF (ARKF)
27.04
-0.50
(-1.80%)
USD |
NYSEARCA |
May 10, 16:00
27.04
0.00 (0.00%)
After-Hours: 20:00
ARKF Max Drawdown (5Y): 78.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.63% |
| March 31, 2024 | 78.63% |
| February 29, 2024 | 78.63% |
| January 31, 2024 | 78.63% |
| December 31, 2023 | 78.63% |
| November 30, 2023 | 78.63% |
| October 31, 2023 | 78.63% |
| September 30, 2023 | 78.63% |
| August 31, 2023 | 78.63% |
| July 31, 2023 | 78.63% |
| June 30, 2023 | 78.63% |
| May 31, 2023 | 78.63% |
| April 30, 2023 | 78.63% |
| March 31, 2023 | 78.63% |
| February 28, 2023 | 78.63% |
| January 31, 2023 | 78.63% |
| December 31, 2022 | 78.63% |
| November 30, 2022 | 77.78% |
| October 31, 2022 | 77.28% |
| September 30, 2022 | 76.62% |
| August 31, 2022 | 76.62% |
| July 31, 2022 | 76.62% |
| June 30, 2022 | 76.62% |
| May 31, 2022 | 75.41% |
| April 30, 2022 | 66.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.87% |
| February 28, 2022 | 57.55% |
| January 31, 2022 | 54.81% |
| December 31, 2021 | 38.32% |
| November 30, 2021 | 35.23% |
| October 31, 2021 | 35.23% |
| September 30, 2021 | 35.23% |
| August 31, 2021 | 35.23% |
| July 31, 2021 | 35.23% |
| June 30, 2021 | 35.23% |
| May 31, 2021 | 35.23% |
| April 30, 2021 | 35.23% |
| March 31, 2021 | 35.23% |
| February 28, 2021 | 35.23% |
| January 31, 2021 | 35.23% |
| December 31, 2020 | 35.23% |
| November 30, 2020 | 35.23% |
| October 31, 2020 | 35.23% |
| September 30, 2020 | 35.23% |
| August 31, 2020 | 35.23% |
| July 31, 2020 | 35.23% |
| June 30, 2020 | 35.23% |
| May 31, 2020 | 35.23% |
| April 30, 2020 | 35.23% |
| March 31, 2020 | 35.23% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
7.77%
Minimum
May 2019
78.63%
Maximum
Dec 2022
49.96%
Average
35.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.79 |
| Beta (5Y) | 1.692 |
| Alpha (vs YCharts Benchmark) (5Y) | -26.20 |
| Beta (vs YCharts Benchmark) (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.31% |
| Historical Sharpe Ratio (5Y) | 0.0339 |
| Historical Sortino (5Y) | 0.0525 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.11% |