{"schemaVersion":1,"ticker":"ARKK","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/arkk/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, ARKK against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/arkk/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ARKK","b":"VOO","window":{"from":"2014-11-07","to":"2026-10-23","firstReturn":"2014-11-14","weeklyReturns":624,"years":11.96,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02125936,"perWeek":0.0004088339,"days":2990,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":3.50566993,"b":3.59302241,"edge":"VOO (slight)","lead":"VOO"},"annualised":{"a":0.13365249,"b":0.13546795,"edge":"Tie"},"price":{"a":3.0750497,"b":2.74573727,"edge":"ARKK","lead":"ARKK"},"volatility":{"a":0.37388941,"b":0.16484097,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.24780351,"b":0.11494546,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.80110326,"b":-0.31777419,"edge":"VOO","lead":"VOO","aPeak":"2021-02-12","aTrough":"2022-12-23","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.17381002,"b":0.11962329,"edge":"ARKK","lead":"ARKK"},"sharpe":{"a":0.46487014,"b":0.72568906,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.70140259,"b":1.04069605,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.16683554,"b":0.42630256,"edge":"VOO","lead":"VOO"}},"relative":{"ARKK":{"on":"VOO","beta":1.68054461,"r2":0.54896429,"alpha":-0.02722225,"alphaT":-0.37335818,"alphaLow":-0.17040556,"alphaHigh":0.11596105,"upsideCapture":2.36017443,"downsideCapture":1.39937693,"treynor":0.10342482,"trackingError":0.27502088,"informationRatio":0.1970277,"upWeeks":365,"downWeeks":258,"treynorReference":0.11962329,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ARKK","lead":"ARKK"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"ARKK","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ARKK":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":624,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.50566993}},"VOO":{"kept":"2026-10-26","distributions":48,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":624,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.59302241}}}}