ARK Innovation ETF (ARKK)
44.16
-0.27
(-0.61%)
USD |
NYSEARCA |
May 09, 16:00
44.15
-0.01
(-0.02%)
After-Hours: 20:00
ARKK Max Drawdown (5Y): 80.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.91% |
| March 31, 2024 | 80.91% |
| February 29, 2024 | 80.91% |
| January 31, 2024 | 80.91% |
| December 31, 2023 | 80.91% |
| November 30, 2023 | 80.91% |
| October 31, 2023 | 80.91% |
| September 30, 2023 | 80.91% |
| August 31, 2023 | 80.91% |
| July 31, 2023 | 80.91% |
| June 30, 2023 | 80.91% |
| May 31, 2023 | 80.91% |
| April 30, 2023 | 80.91% |
| March 31, 2023 | 80.91% |
| February 28, 2023 | 80.91% |
| January 31, 2023 | 80.91% |
| December 31, 2022 | 80.91% |
| November 30, 2022 | 79.03% |
| October 31, 2022 | 78.11% |
| September 30, 2022 | 76.44% |
| August 31, 2022 | 76.44% |
| July 31, 2022 | 76.44% |
| June 30, 2022 | 76.44% |
| May 31, 2022 | 76.22% |
| April 30, 2022 | 69.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.33% |
| February 28, 2022 | 60.79% |
| January 31, 2022 | 57.28% |
| December 31, 2021 | 42.54% |
| November 30, 2021 | 42.54% |
| October 31, 2021 | 42.54% |
| September 30, 2021 | 42.54% |
| August 31, 2021 | 42.54% |
| July 31, 2021 | 42.54% |
| June 30, 2021 | 42.54% |
| May 31, 2021 | 42.54% |
| April 30, 2021 | 42.54% |
| March 31, 2021 | 42.54% |
| February 28, 2021 | 42.54% |
| January 31, 2021 | 42.54% |
| December 31, 2020 | 42.54% |
| November 30, 2020 | 42.54% |
| October 31, 2020 | 42.54% |
| September 30, 2020 | 42.54% |
| August 31, 2020 | 42.54% |
| July 31, 2020 | 42.54% |
| June 30, 2020 | 42.54% |
| May 31, 2020 | 42.54% |
| April 30, 2020 | 42.54% |
| March 31, 2020 | 42.54% |
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
32.03%
Minimum
May 2019
80.91%
Maximum
Dec 2022
57.08%
Average
42.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.91 |
| Beta (5Y) | 1.781 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.99 |
| Beta (vs YCharts Benchmark) (5Y) | 1.559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.41% |
| Historical Sharpe Ratio (5Y) | -0.066 |
| Historical Sortino (5Y) | -0.1138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |