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Funds (13F)

ARK Investment Management LLC

Backtest from 17 Feb 2017 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+16.0%
S&P 500 +14.6%
Last 12 months
−1.8%
S&P 500 +12.1%
Sharpe ratio
0.51
S&P 500 0.72
Biggest drop
−75.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 20172019202120232025 $42.3k$37.5k
StrategyS&P 500 $10,000 in ARK Investment Management LLC from 17 Feb 2017 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies ARK Investment Management LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

ARK Investment Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+16.0%+14.6%
Total return+323%+275%
Last 12 months−1.8%+12.1%
Last 3 months+11.7%—
Last month−11.5%—
This year so far+8.7%—
Volatility a year37.0%17.2%
Sharpe ratio0.510.72
Biggest drop−75.2%−31.8%
Beta to the S&P 5001.611.00
Alpha a year (t-statistic)−1.1% (−0.14)—
Share of weeks up53%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
TSLA7.8%——
AMD5.5%——
SPCX5.1%——
TEM3.9%——
HOOD3.5%——
CRSP3.5%——
SHOP3.2%——
TWST3.1%——
TXG2.6%——
AMZN2.5%——
PLTR2.5%——
COIN2.5%——
RBLX2.4%——
BEAM2.4%——
TER2.1%——
NTLA1.9%——
CRCL1.9%——
NVDA1.9%——
CRWV1.8%——
DE1.7%——
XYZ1.6%——
KTOS1.6%——
TSM1.6%——
NTRA1.3%——
ILMN1.2%——
CBRS1.1%——
RKLB1.1%——
BLSH1.1%——
AVGO1.0%——
RXRX1.0%——
ACHR1.0%——
ABSI1.0%——
VCYT0.9%——
META0.9%——
LHX0.8%——
BMNR0.8%——
PSNL0.7%——
WGS0.7%——
BWXT0.7%——
AVAV0.7%——
XE0.7%——
LLY0.6%——
ROKU0.6%——
GH0.5%——
DASH0.5%——
SNOW0.5%——
TRMB0.5%——
SOFI0.5%——
IRDM0.5%——
JOBY0.4%——
CAT0.4%——
LUNR0.4%——
CDNA0.4%——
FIG0.4%——
DDOG0.4%——
CERS0.3%——
TOST0.3%——
GOOGL0.3%——
PACB0.3%——
CMPS0.3%——
ESLT0.3%——
ADPT0.3%——
NRIX0.3%——
NET0.3%——
BFLY0.3%——
AUR0.3%——
MELI0.3%——
ALMR0.3%——
CCJ0.3%——
TDY0.3%——
SNPS0.2%——
SYM0.2%——
SDGR0.2%——
BIDU0.2%——
SPOT0.2%——
P0.2%——
DKNG0.2%——
PRME0.2%——
RBRK0.2%——
ISRG0.2%——
KDK0.2%——
IONS0.2%——
GTLB0.2%——
WRD0.1%——
GENB0.1%——
ABNB0.1%——
ARCT0.1%——
OKLO0.1%——
GENI0.1%——
CRWD0.1%——
HEI0.1%——
MASS0.1%——
NFLX0.1%——
PONY0.1%——
SE0.1%——
GRMN0.1%——
KLAR0.1%——
SRTA0.1%——
NU0.1%——
ETOR0.1%——
BNTX0.1%——
BABA0.1%——
CNTN0.1%——
LMT0.1%——
QSI0.0%——
HON0.0%——
HONA0.0%——
SMWB0.0%——
Z0.0%——
FROG0.0%——
XMTR0.0%——
SSYS0.0%——
URGN0.0%——
PAYP0.0%——
DRTS0.0%——
VELO0.0%——
VLN0.0%——
DDD0.0%——
MTLS0.0%——
TBLA0.0%——
PRLB0.0%——
MBLY0.0%——
PGY0.0%——
RDWR0.0%——
TSEM0.0%——
ALLT0.0%——
TATT0.0%——
XRAY0.0%——
HPQ0.0%——
CLBT0.0%——
RSKD0.0%——
RDCM0.0%——
ITRN0.0%——
MNDY0.0%——
PTC0.0%——
AUDC0.0%——
ADSK0.0%——
TEVA0.0%——
MSFT0.0%——
NVMI0.0%——
PLTK0.0%——
INMD0.0%——
ODD0.0%——
BWAY0.0%——
NYAX0.0%——
CHKP0.0%——
FVRR0.0%——
PERI0.0%——
CAMT0.0%——
CGNT0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest17 Feb 2017 to 2 Nov 2026+16.0%+14.6%0.510.72−75.2%1.61−1.1% (−0.14)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.6%+13.9%0.430.66−75.2%1.61−2.7% (−0.32)
Last three years3 Nov 2023 to 2 Nov 2026+28.8%+21.8%0.771.16−35.5%1.93−4.5% (−0.35)
Last year7 Nov 2025 to 2 Nov 2026+8.0%+14.2%0.270.84−20.8%1.94−10.3% (−0.43)
DateCompanyAction
21 Aug 2026XEBought
21 Aug 2026SPCXBought
21 Aug 2026SNOWBought
21 Aug 2026OCTVBought
21 Aug 2026HONABought
21 Aug 2026HONBought
21 Aug 2026GOOGLBought
21 Aug 2026CBRSBought
21 Aug 2026ALMRBought
15 May 2026VELOBought
15 May 2026PAYPBought
15 May 2026PANWBought
15 May 2026LLYBought
15 May 2026KMDABought
15 May 2026GENBBought
15 May 2026DRTSBought
15 May 2026DCHBought
15 May 2026CGENBought
15 May 2026BNTXBought
15 May 2026AVGOBought
13 Feb 2026WRDBought
13 Feb 2026QBought
13 Feb 2026NFLXBought
13 Feb 2026CNTNBought
13 Feb 2026BWAYBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026PINSSold
21 Aug 2026PANWSold
21 Aug 2026ICESold
21 Aug 2026CRMSold
15 May 2026VRTXSold
15 May 2026VEEVSold
15 May 2026UPSSold
15 May 2026USold
15 May 2026TTDSold
15 May 2026REGNSold
15 May 2026QCOMSold
15 May 2026QSold
15 May 2026PYPLSold
15 May 2026PDSold
15 May 2026LABSold
15 May 2026KODKSold
15 May 2026INTUSold
15 May 2026INCYSold
15 May 2026HXLSold
15 May 2026GLBESold
15 May 2026FUTUSold
15 May 2026EMNSold
15 May 2026CAISold
15 May 2026AMGNSold
13 Feb 2026RDDTSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest