ARK Fintech Innovation ETF

10-Year Study

ARKF.US · · US · ETF

Executive Summary: ARK Fintech Innovation ETF has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 74.2% and an annualized volatility of 73.3%.

1Y CAGR
+4.4%
3Y CAGR
+31.0%
5Y CAGR
-3.1%
10Y CAGR
+10.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
74.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +108.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.1-9.9-2.612.4————————-10.3%
202512.6-8.7-12.68.514.022.26.9-0.36.1-0.3-12.4-3.828.7%
2024-7.412.35.8-11.7-0.44.5-2.34.05.43.527.2-5.734.3%
202329.2-2.44.6-6.310.37.515.7-12.9-8.1-6.730.217.393.3%
2022-20.4-6.7-4.2-27.0-11.4-17.515.4-2.2-12.08.3-2.6-12.1-65.1%
20214.96.0-7.62.3-4.68.6-6.36.3-8.38.2-13.0-12.1-17.8%
20205.2-2.3-17.318.816.911.514.811.3-1.83.114.16.9108.0%
2019——1.75.1-7.17.71.0-5.4-0.73.57.51.614.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 73.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-02-0110000
2019-03-0110165.016185109698
2019-04-0110683.659033689006
2019-05-019919.865723534349
2019-06-0110678.911401510612
2019-07-0110781.249250689367
2019-08-0110198.009830955521
2019-09-0110131.54298045798
2019-10-0110481.381129360989
2019-11-0111268.720776885266
2019-12-0111449.082843783717
2020-01-0112048.147704112218
2020-02-0111771.29840546697
2020-03-019733.029612756265
2020-04-0111561.251648483394
2020-05-0113518.331135355473
2020-06-0115074.499460496345
2020-07-0117308.47620189426
2020-08-0119270.35127682532
2020-09-0118926.651480637815
2020-10-0119518.57091475842
2020-11-0122277.616592734685
2020-12-0123818.05538904208
2021-01-0124977.58062582424
2021-02-0126486.84809974823
2021-03-0124484.06665867402
2021-04-0125035.079726651482
2021-05-0123875.55448986932
2021-06-0125926.2438556528
2021-07-0124282.79582783839
2021-08-0125801.702433760936
2021-09-0123650.35367461935
2021-10-0125581.297206569958
2021-11-0122256.036446469247
2021-12-0119572.856971586145
2022-01-0115572.041721616115
2022-02-0114522.719098429447
2022-03-0113919.002517683732
2022-04-0110157.77484714063
2022-05-018998.24961035847
2022-06-017421.89185948927
2022-07-018567.030332094473
2022-08-018380.146265435798
2022-09-017373.9839347800025
2022-10-017987.243735763099
2022-11-017776.429684690086
2022-12-016837.309675098909
2023-01-018835.343483994726
2023-02-018619.733844862725
2023-03-019012.636374535428
2023-04-018447.23654238101
2023-05-019319.266275026976
2023-06-0110018.798705191226
2023-07-0111595.204411941013
2023-08-0110095.480158254406
2023-09-019276.153938376694
2023-10-018653.255005395038
2023-11-0111264.596571154538
2023-12-0113214.674499460498
2024-01-0112237.237741278026
2024-02-0113741.709627143031
2024-03-0114532.310274547417
2024-04-0112836.158733964754
2024-05-0112778.659633137515
2024-06-0113348.855053350917
2024-07-0113042.17719697878
2024-08-0113559.66910442393
2024-09-0114287.927107061505
2024-10-0114791.032250329696
2024-11-0118815.825440594654
2024-12-0117752.116053231028
2025-01-0119980.1462654358
2025-02-0118240.834432322266
2025-03-0115936.1707229349
2025-04-0117287.37561443472
2025-05-0119702.241937417577
2025-06-0124071.981776765377
2025-07-0125725.02098069776
2025-08-0125653.135115693563
2025-09-0127215.154058266395
2025-10-0127124.08584102626
2025-11-0123755.76070015586
2025-12-0122841.385924949045
2026-01-0120760.100707349236
2026-02-0118707.589018103346
2026-03-0118228.030212204772
2026-04-0120491.547776046034
Annual Return Matrix
YearAnnual Return
20201.0803461477243217
2021-0.17823446742881532
2022-0.6506739059594309
20230.9327301420305103
20240.34336385311312645
20250.2866852524204704
2026-0.10287633844215838
Total Factor Risk
0.7329405961045822
VTI.US Exposure
0.4255607038324882
VEA.US Exposure
0.003710024156660467
VWO.US Exposure
-0.009689348826711417
QQQ.US Exposure
-0.0228481535542525
VTV.US Exposure
-0.04066344510970664
IJR.US Exposure
0.0055012395552050414
QUAL.US Exposure
-0.0689603516534429
SHV.US Exposure
0.6182890910104083
TLT.US Exposure
0.009747015965642078
LQD.US Exposure
0.007663975091748729
HYG.US Exposure
-0.0048380841968338
GLD.US Exposure
0.00008868221769571641
USO.US Exposure
-0.0010837559650978014
VNQ.US Exposure
0.007802007980406421
BTC-USD.CC Exposure
0.025827313436465108
CPER.US Exposure
0.0011888584921666947
VIX.INDX Exposure
-0.0013197430365228322
UUP.US Exposure
0.0033603432743104585
TIP.US Exposure
0.003951157522269851
Idiosyncratic Exposure
0.036712469807100884
Value Score
37.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
73.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →31.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.11%
Market Cap$61.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
27.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Fintech Innovation ETF a high-risk investment?

ARK Fintech Innovation ETF (ARKF.US) has an annualized volatility of 73.3% and experienced a maximum drawdown of 74.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARKF.US?

Over the past 10 years, ARKF.US has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 57% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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