Cathie Wood Ark Tech Portfolio: ETF allocation and returns

Simulation Settings

Period: November 2014 - November 2024 (~10 years)
Consolidated Returns as of 30 November 2024
Live Update available for December 2024

Rebalancing: at every Jan 1^st

Currency: USD

(Change Settings)

1.00$
Initial Capital
December 2014
3.60$
Final Capital
November 2024
13.67%
Yearly Return
31.56
Std Deviation
-69.47%
Max Drawdown
46months
Recovery Period

1.00$
Initial Capital
November 2014
3.66$
Final Capital
November 2024
13.74%
Yearly Return
31.43
Std Deviation
-69.47%
Max Drawdown
46months
Recovery Period

Live returns:

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1 Day: ---

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Month: ---

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 November 2024, over the analyzed timeframe, the Cathie Wood Ark Tech Portfolio obtained a 13.74% compound annual return, with a 31.43% standard deviation. It suffered a maximum drawdown of -69.47% that required 46 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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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.

          100% Stocks
        
          0% Fixed Income
        
          0% Commodities

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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 Nov 30, 2024

The Cathie Wood Ark Tech Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual US Inflation rates.

CATHIE WOOD ARK TECH PORTFOLIO

1 November 2014 - 30 November 2024 (~10 years)

Live Update: December 2024

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			Chg (%)		Return (%)	Return (%) as of Nov 30, 2024
			1 Day	Time ET^(*)	---	YTD (11M)	1M	6M	1Y	5Y	10Y	MAX (~10Y)
Investment Return			---		---	16.39	23.03	33.58	32.12	9.21	13.67	13.74
US Inflation Adjusted Return						13.56	22.65	32.22	28.61	4.83	10.43	10.55
*Components*
ARKG	USD	ARK Genomic Revolution ETF	---	---	---	-20.82	12.27	6.04	-6.34	-4.89	3.20	3.37
ARKK	USD	ARK Innovation ETF	---	---	---	10.71	26.35	36.58	25.74	3.59	12.06	12.07
ARKQ	USD	ARK Autonomous Technology & Robotics ETF	---	---	---	33.03	25.88	40.71	45.35	17.53	14.95	15.03
ARKW	USD	ARK Next Generation Internet ETF	---	---	---	42.65	24.51	45.15	62.49	14.95	20.45	20.49
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to Nov 2024. Inflation (annualized) is 1Y: 2.73% , 5Y: 4.18% , 10Y: 2.93%

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.

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Capital Growth as of Nov 30, 2024

An investment of 1$, from December 2014 to November 2024, would be worth 3.60$, with a total return of 260.26% (13.67% annualized).

The Inflation Adjusted Capital would be 2.70$, with a net total return of 169.80% (10.43% annualized).

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An investment of 1$, from November 2014 to November 2024, would be worth 3.66$, with a total return of 266.38% (13.74% annualized).

The Inflation Adjusted Capital would be 2.75$, with a net total return of 174.90% (10.55% annualized).

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Portfolio Metrics as of Nov 30, 2024

Metrics of Cathie Wood Ark Tech Portfolio, updated as of 30 November 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.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual US Inflation rates.

CATHIE WOOD ARK TECH PORTFOLIO

Advanced Metrics

1 November 2014 - 30 November 2024 (~10 years)

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	Metrics as of Nov 30, 2024
	YTD (11M)	1M	3M	6M	1Y	3Y	5Y	10Y	MAX (~10Y)
Investment Return (%)	16.39	23.03	26.58	33.58	32.12	-11.71	9.21	13.67	13.74
Growth of 1$	1.16	1.23	1.27	1.34	1.32	0.69	1.55	3.60	3.66
Infl. Adjusted Return (%)	13.56	22.65	25.66	32.22	28.61	-15.36	4.83	10.43	10.55
US Inflation (%)	2.49	0.31	0.74	1.03	2.73	4.31	4.18	2.93	2.89
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	MAX
Deepest Drawdown Depth (%)				-44.67	-13.99	-62.02	-69.47	-69.47	-69.47
Start to Recovery (# months)				46*	11	36*	46*	46*	46*
Start (yyyy mm)					2024 01	2021 12	2021 02	2021 02	2021 02
Start to Bottom (# months)					4	13	23	23	23
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12
Bottom to End (# months)					7	23	23	23	23
End (yyyy mm)					2024 11	-	-	-	-
Longest Drawdown Depth (%)					same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same
Start (yyyy mm)					2024 01	2021 12	2021 02	2021 02	2021 02
Start to Bottom (# months)					4	13	23	23	23
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12
Bottom to End (# months)					7	23	23	23	23
End (yyyy mm)					2024 11	-	-	-	-
Longest negative period (# months)					10	36*	53	62	62
Start (yyyy mm)					2024 01	2021 12	2020 06	2018 09	2018 09
End (yyyy mm)					2024 10	2024 11	2024 10	2023 10	2023 10
Annualized Return (%)					-6.44	-11.71	-0.82	-0.43	-0.43
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-54.10	-15.21	-64.57	-73.18	-73.18	-73.18
Start to Recovery (# months)				46*	11	36*	46*	46*	46*
Start (yyyy mm)					2024 01	2021 12	2021 02	2021 02	2021 02
Start to Bottom (# months)					4	13	23	23	23
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12
Bottom to End (# months)					7	23	23	23	23
End (yyyy mm)					2024 11	-	-	-	-
Longest Drawdown Depth (%)					same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same
Start (yyyy mm)					2024 01	2021 12	2021 02	2021 02	2021 02
Start to Bottom (# months)					4	13	23	23	23
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2022 12
Bottom to End (# months)					7	23	23	23	23
End (yyyy mm)					2024 11	-	-	-	-
Longest negative period (# months)					10	36*	57	70	70
Start (yyyy mm)					2024 01	2021 12	2020 02	2018 09	2018 09
End (yyyy mm)					2024 10	2024 11	2024 10	2024 06	2024 06
Annualized Return (%)					-8.83	-15.36	-0.36	-0.41	-0.41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	MAX
Standard Deviation (%)					32.22	39.24	38.25	31.56	31.43
Sharpe Ratio					0.83	-0.39	0.18	0.38	0.39
Sortino Ratio					1.28	-0.60	0.27	0.55	0.56
Ulcer Index					7.80	46.67	44.33	31.92	31.79
Ratio: Return / Standard Deviation					1.00	-0.30	0.24	0.43	0.44
Ratio: Return / Deepest Drawdown					2.30	-0.19	0.13	0.20	0.20
Positive Months (%)					58.33	41.66	51.66	59.16	59.50
Positive Months					7	15	31	71	72
Negative Months					5	21	29	49	49
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	MAX
Best 10 Years Return (%) - Annualized								13.67	13.67
Worst 10 Years Return (%) - Annualized								13.67	11.53
Best 10 Years Return (%) - Annualized								10.43	10.43
Worst 10 Years Return (%) - Annualized								10.43	8.41
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	MAX
··· As of Nov 2024 - Over the previous 10Y
Best Rolling Return (%) - Annualized					177.21	49.94	50.48	13.67
Worst Rolling Return (%) - Annualized					-61.23	-24.93	2.49	13.67
Positive Periods (%)					68.8	72.9	100.0	100.0
Best Rolling Return (%) - Annualized					170.14	47.18	47.52	10.43
Worst Rolling Return (%) - Annualized					-64.43	-28.96	-1.48	10.43
Positive Periods (%)					66.9	67.0	91.8	100.0
95% VaR - Value at Risk (%) - Cumulative		13.50	21.50	27.80
95% CVaR - Conditional Value at Risk (%)		17.28	28.05	37.07
99% VaR - Value at Risk (%) - Cumulative		19.71	32.26	43.01
99% CVaR - Conditional Value at Risk (%)		23.66	39.10	52.69
Short term VaRs: analytical
Safe Withdrawal Rate (%)					53.24	14.35	23.42	17.07
Perpetual Withdrawal Rate (%)					---	---	---	10.74
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Nov 2014 - Nov 2024)
Best Rolling Return (%) - Annualized					177.21	49.94	50.48	13.67
Worst Rolling Return (%) - Annualized					-61.23	-24.93	2.49	11.53
Positive Periods (%)					69.0	73.2	100.0	100.0
Best Rolling Return (%) - Annualized					170.14	47.18	47.52	10.43
Worst Rolling Return (%) - Annualized					-64.43	-28.96	-1.48	8.41
Positive Periods (%)					67.2	67.4	91.9	100.0
95% VaR - Value at Risk (%) - Cumulative		13.44	21.39	27.64
95% CVaR - Conditional Value at Risk (%)		17.20	27.91	36.87
99% VaR - Value at Risk (%) - Cumulative		19.62	32.10	42.78
99% CVaR - Conditional Value at Risk (%)		23.55	38.91	52.42
Short term VaRs: analytical
Safe Withdrawal Rate (%)					53.24	14.35	23.42	17.07
Perpetual Withdrawal Rate (%)					---	---	---	9.57
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

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.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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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.

COMPONENTS MONTHLY CORRELATIONS

Monthly correlations as of 30 November 2024

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Terms and Definitions

Correlation values range between -1 and +1

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.

Learn about historical correlations here: see how the main asset classes relate 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

1 December 2014 - 30 November 2024 (10 Years)

1 November 2014 - 30 November 2024 (~10 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
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.

CATHIE WOOD ARK TECH PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 December 2014 - 30 November 2024 (10 Years)

1 November 2014 - 30 November 2024 (~10 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

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 November 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

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

1 December 2014 - 30 November 2024 (10 Years)

1 November 2014 - 30 November 2024 (~10 years)

71 Positive Months (59%) - 49 Negative Months (41%)

72 Positive Months (60%) - 49 Negative Months (40%)

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Portfolio efficiency

Compare Cathie Wood Ark Tech Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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Table of contents

Asset Allocation and ETFs

Portfolio and ETF Returns as of Nov 30, 2024

Capital Growth as of Nov 30, 2024

Portfolio Metrics as of Nov 30, 2024

Portfolio Components Correlation

Drawdowns

Rolling Returns

Seasonality

Monthly Returns

Portfolio efficiency