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Arrow Reserve Capital Management
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The Arrow Reserve Capital Management ETF is an actively managed fund that seeks to preserve capital and maximize income potential by investing in investment-grade, short-term debt securities. |
| Category | Corporate |
| Fund Sponsor | Arrow Investment Advisors |
| Website | www.arrowshares.com |
| Inception date | Mar 31, 2017 |
| Assets (mns) | $56 |
| Currency | USD |
| Expense ratio | 42 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Proprietary |
| Index replication |
| No. of constituents | 60 |
| No of distinct issuers | 50 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 71% /29% |
| Non-standard maturity (callable, etc.) | 20% |
| UNITED STATES TREASUR 0.0% 8/20/19 | 6.5 % |
| UNITED STATES TREASUR 0.0% 7/23/19 | 4.0 % |
| 0.0% 7/18/19 | 2.7 % |
| 0.0% 3/15/20 | 2.7 % |
| 0.0% 12/20/19 | 2.7 % |
| 0.0% 11/01/19 | 2.7 % |
| 0.0% 1/10/20 | 2.5 % |
| 0.0% 5/11/20 | 2.4 % |
| 0.0% 9/18/20 | 2.4 % |
| 0.0% 9/10/19 | 2.4 % |
| TOTAL | 31.1 % |
|---|
| U.S. TREASURY | 11.3% |
| CATERPILLAR FINANCIAL SERVICES COR... | 3.6% |
| MEDTRONIC, INC. | 3.0% |
| MARTIN MARIETTA MATERIALS, INC. | 3.0% |
| UNITED TECHNOLOGIES CORPORATION | 3.0% |
 |
UNITED STATES | 93.4 % |
 |
CANADA | 3.7 % |
 |
SINGAPORE | 2.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.2% | 2.5% | -- | -- | 1.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | -0.00 | 0% |
| S&P500 | 0.01 | 5% |
| MSCI EAFE | 0.01 | 3% |
| MSCI Emg. Mkts. | 0.00 | 0% |
| Recent close | $100.19 |
| 30d moving avg. | $100.15 |
| Annualized volatility | 0.8% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 66 |
| Avg. volume (thou.) | 3 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.16 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| ARCM | 0.5 yrs | Category Avg.* |
4.6 yrs |
| ARCM | 0.5% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.10% | -1.8% | $98.39 |
| +200 bp | 4.10% | -1.1% | $99.05 |
| +150 bp | 3.60% | -0.8% | $99.36 |
| +100 bp | 3.10% | -0.5% | $99.65 |
| +75 bp | 2.85% | -0.4% | $99.79 |
| +50 bp | 2.60% | -0.3% | $99.93 |
| +25 bp | 2.35% | -0.1% | $100.06 |
| 0 bp | 2.10% | 0% | $100.19 |
| -25 bp | 1.85% | 0.1% | $100.31 |
| -50 bp | 1.60% | 0.2% | $100.43 |
| -75 bp | 1.35% | 0.4% | $100.54 |
| -100 bp | 1.10% | 0.5% | $100.65 |
| -150 bp | 0.60% | 0.7% | $100.86 |
| -200 bp | 0.10% | 0.9% | $101.05 |
| -300 bp | -0.90% | 1.2% | $101.38 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
210 | bp |
| Less: Annual "default factor" |
8 | bp |
| Less: Expense ratio | 42 | bp |
| Equals: ALTAR Score | 1.60 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Arrow Reserve Capital Management is classified as a Corporate fund. | |