Consolidated Returns as of 31 October 2024
Live Update: Nov 20 2024
November 2014
October 2024
November 2014
October 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.
The portfolio asset allocation is: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.
As of October 2024, over the analyzed timeframe, the Cathie Wood Ark Tech Portfolio obtained a 11.53% compound annual return, with a 30.81% standard deviation. It suffered a maximum drawdown of -69.47% that required 45 months to be recovered.
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Asset Allocation and ETFs
To effectively implement the asset allocation of the Cathie Wood Ark Tech Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
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| 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.
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Portfolio and ETF Returns as of Oct 31, 2024
The Cathie Wood Ark Tech Portfolio guaranteed the following returns.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y |
MAX
(~10Y) |
|||
| Investment Return | -0.37 | 14.37 | -5.40 | -2.10 | 9.98 | 32.80 | 7.01 | 11.53 | 11.53 | |||
| Components | ||||||||||||
|
ARKG
|
USD | ARK Genomic Revolution ETF | 0.43 | Nov 20 2024 | 0.95 | -29.47 | -9.61 | -0.64 | 0.52 | -4.18 | 2.21 | 2.21 |
|
ARKK
|
USD | ARK Innovation ETF | -1.14 | Nov 20 2024 | 20.46 | -12.37 | -3.45 | 5.59 | 30.82 | 1.48 | 9.58 | 9.58 |
|
ARKQ
|
USD | ARK Autonomous Technology & Robotics ETF | -0.30 | Nov 20 2024 | 14.35 | 5.68 | 0.10 | 14.39 | 29.74 | 13.19 | 12.54 | 12.54 |
|
ARKW
|
USD | ARK Next Generation Internet ETF | -0.47 | Nov 20 2024 | 21.73 | 14.57 | 2.15 | 17.28 | 67.94 | 11.97 | 18.06 | 18.06 |
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
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 Oct 31, 2024
The Inflation Adjusted Capital would be 2.24$, with a net total return of 124.13% (8.41% annualized).
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The Inflation Adjusted Capital would be 2.24$, with a net total return of 124.13% (8.41% annualized).
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Portfolio Metrics as of Oct 31, 2024
Metrics of Cathie Wood Ark Tech Portfolio, updated as of 31 October 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.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Metrics as of Oct 31, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
|
YTD
(10M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~10Y) |
|
| Investment Return (%) | -5.40 | -2.10 | 2.40 | 9.98 | 32.80 | -20.52 | 7.01 | 11.53 | 11.53 |
| Growth of 1$ | 0.95 | 0.98 | 1.02 | 1.10 | 1.33 | 0.50 | 1.40 | 2.98 | 2.98 |
| US Inflation (%) | 2.17 | 0.24 | 0.61 | 0.72 | 2.58 | 4.50 | 4.17 | 2.88 | 2.88 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -55.03 | -13.99 | -65.91 | -69.47 | -69.47 | -69.47 | |||
| Start to Recovery (# months) | 45* | 10* | 36* | 45* | 45* | 45* | |||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2021 02 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 4 | 14 | 23 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 6 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2021 02 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 4 | 14 | 23 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 6 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | - | - | - | - | - | ||||
| Longest negative period (# months) | 10* | 36* | 53* | 62 | 62 | ||||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2020 06 | 2018 09 | 2018 09 | ||||
| End (yyyy mm) | 2024 10 | 2024 10 | 2024 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -6.44 | -20.52 | -0.82 | -0.43 | -0.43 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
| Deepest Drawdown Depth (%) | -62.58 | -15.21 | -68.47 | -73.18 | -73.18 | -73.18 | |||
| Start to Recovery (# months) | 45* | 10* | 36* | 45* | 45* | 45* | |||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2021 02 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 4 | 14 | 23 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 6 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2021 02 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 4 | 14 | 23 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 6 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | - | - | - | - | - | ||||
| Longest negative period (# months) | 10* | 36* | 57* | 70 | 70 | ||||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2020 02 | 2018 09 | 2018 09 | ||||
| End (yyyy mm) | 2024 10 | 2024 10 | 2024 10 | 2024 06 | 2024 06 | ||||
| Annualized Return (%) | -8.83 | -23.94 | -0.36 | -0.41 | -0.41 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Standard Deviation (%) | 32.62 | 37.13 | 37.25 | 30.81 | 30.81 | ||||
| Sharpe Ratio | 0.84 | -0.65 | 0.13 | 0.32 | 0.32 | ||||
| Sortino Ratio | 1.30 | -0.99 | 0.19 | 0.46 | 0.46 | ||||
| Ulcer Index | 7.80 | 51.44 | 43.96 | 31.66 | 31.66 | ||||
| Ratio: Return / Standard Deviation | 1.01 | -0.55 | 0.19 | 0.37 | 0.37 | ||||
| Ratio: Return / Deepest Drawdown | 2.35 | -0.31 | 0.10 | 0.17 | 0.17 | ||||
| Positive Months (%) | 58.33 | 38.88 | 51.66 | 59.16 | 59.16 | ||||
| Positive Months | 7 | 14 | 31 | 71 | 71 | ||||
| Negative Months | 5 | 22 | 29 | 49 | 49 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 11.53 | 11.53 | |||||||
| Worst 10 Years Return (%) - Annualized | |||||||||
| Best 10 Years Return (%) - Annualized | 8.41 | 8.41 | |||||||
| Worst 10 Years Return (%) - Annualized | |||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX | |
| ··· As of Oct 2024 - Over the previous 10Y | |||||||||
| Best Rolling Return (%) - Annualized | 177.21 | 49.94 | 50.48 | 11.53 | |||||
| Worst Rolling Return (%) - Annualized | -61.23 | -24.93 | 2.49 | ||||||
| Positive Periods (%) | 68.8 | 74.1 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 170.14 | 47.18 | 47.52 | 8.41 | |||||
| Worst Rolling Return (%) - Annualized | -64.43 | -28.96 | -1.48 | ||||||
| Positive Periods (%) | 66.9 | 68.2 | 91.8 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 13.32 | 21.42 | 28.00 | ||||||
| 95% CVaR - Conditional Value at Risk (%) | 17.01 | 27.81 | 37.04 | ||||||
| 99% VaR - Value at Risk (%) - Cumulative | 19.38 | 31.92 | 42.84 | ||||||
| 99% CVaR - Conditional Value at Risk (%) | 23.24 | 38.60 | 52.29 | ||||||
| Short term VaRs: analytical | |||||||||
| Safe Withdrawal Rate (%) | 53.24 | 14.35 | 23.42 | 17.28 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 9.57 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
| ··· All available data (Nov 2014 - Oct 2024) | |||||||||
| Best Rolling Return (%) - Annualized | 177.21 | 49.94 | 50.48 | 11.53 | |||||
| Worst Rolling Return (%) - Annualized | -61.23 | -24.93 | 2.49 | ||||||
| Positive Periods (%) | 68.8 | 74.1 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 170.14 | 47.18 | 47.52 | 8.41 | |||||
| Worst Rolling Return (%) - Annualized | -64.43 | -28.96 | -1.48 | ||||||
| Positive Periods (%) | 66.9 | 68.2 | 91.8 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 13.32 | 21.42 | 28.00 | ||||||
| 95% CVaR - Conditional Value at Risk (%) | 17.01 | 27.81 | 37.04 | ||||||
| 99% VaR - Value at Risk (%) - Cumulative | 19.38 | 31.92 | 42.84 | ||||||
| 99% CVaR - Conditional Value at Risk (%) | 23.24 | 38.60 | 52.29 | ||||||
| Short term VaRs: analytical | |||||||||
| Safe Withdrawal Rate (%) | 53.24 | 14.35 | 23.42 | 17.28 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 9.57 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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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.
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- 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.
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.
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Rolling Returns
Cathie Wood Ark Tech Portfolio: Rolling Returns
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.
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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. They are retrieved considering the time period from November 2014 to October 2024.
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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.
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Portfolio efficiency
The following portfolios granted a higher return over 10 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 10 Years.
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The following portfolios share asset allocation strategy and/or similar asset weights.
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