Technically it's a Myth/Legend like Big Foot, Loch Ness Monster, Hercules, Robin Hood, King Aurthur....shall I go on? All those have historical records but very few if any have any substantial evidence that they do/did exist. Atlantis has been speculated to be many places (most recent is South America) as well as some evidence that there were men similar to Authur/Robin. But they are not concrete historical figures/places/events.