|
Arrow Reserve Capital Management ETF
|
|||||||||||||||||
- 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) | $46 |
| Currency | USD |
| Expense ratio | 50 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Proprietary |
| Index replication |
| No. of constituents | 86 |
| No of distinct issuers | 68 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 22% /78% |
| Non-standard maturity (callable, etc.) | 47% |
| 0.0% // | 6.4 % |
| 0.0% // | 5.3 % |
| 0.0% // | 4.4 % |
| 0.0% // | 4.3 % |
| 0.0% // | 4.0 % |
| 0.0% // | 3.7 % |
| 0.0% // | 3.5 % |
| 0.0% // | 3.0 % |
| 0.0% // | 2.3 % |
| 0.0% // | 2.2 % |
| TOTAL | 39.1 % |
|---|
| U.S. TREASURY | 26.8% |
| CITIGROUP INC | 2.8% |
| BANK OF AMERICA CORP | 2.3% |
| CATERPILLAR FINANCIAL SERVICES COR... | 2.2% |
| GOLDMAN SACHS GROUP, INC. | 2.2% |
 |
UNITED STATES | 83.2 % |
 |
SINGAPORE | 1.1 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.8% | 4.9% | 2.6% | -- | 2.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.06 | 21% |
| S&P500 | 0.02 | 12% |
| MSCI EAFE | 0.02 | 12% |
| MSCI Emg. Mkts. | 0.02 | 10% |
| Recent close | $100.48 |
| 30d moving avg. | $100.02 |
| Annualized volatility | 0.9% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 89 |
| Avg. volume (thou.) | 1 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.2% |
| Bid/Ask (% of price) | 0.59 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| ARCM | 0.6 yrs | Category Avg.* |
4.7 yrs |
| ARCM | 0.6% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.39% | -4.4% | $96.10 |
| +200 bp | 6.39% | -2.3% | $98.13 |
| +150 bp | 5.89% | -1.5% | $98.93 |
| +100 bp | 5.39% | -0.9% | $99.59 |
| +75 bp | 5.14% | -0.6% | $99.86 |
| +50 bp | 4.89% | -0.4% | $100.10 |
| +25 bp | 4.64% | -0.2% | $100.31 |
| 0 bp | 4.39% | 0% | $100.48 |
| -25 bp | 4.14% | 0.1% | $100.61 |
| -50 bp | 3.89% | 0.2% | $100.70 |
| -75 bp | 3.64% | 0.3% | $100.76 |
| -100 bp | 3.39% | 0.3% | $100.79 |
| -150 bp | 2.89% | 0.3% | $100.73 |
| -200 bp | 2.39% | 0.1% | $100.53 |
| -300 bp | 1.39% | -0.8% | $99.70 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
439 | bp |
| Less: Annual "default factor" |
8 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 3.81 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The Arrow Reserve Capital Management ETF is classified as a Corporate fund. | |