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% |
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UNITED STATES | 83.2 % |
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SINGAPORE | 1.1 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.7% | 4.4% | 2.4% | -- | 2.1% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.06 | 20% |
S&P500 | 0.02 | 9% |
MSCI EAFE | 0.02 | 11% |
MSCI Emg. Mkts. | 0.02 | 10% |
Recent close | $100.28 |
30d moving avg. | $99.98 |
Annualized volatility | 0.9% |
Short interest (ETF) | 0.3% |
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 | 7.61% | -4.4% | $95.92 |
+200 bp | 6.61% | -2.3% | $97.94 |
+150 bp | 6.11% | -1.5% | $98.74 |
+100 bp | 5.61% | -0.9% | $99.40 |
+75 bp | 5.36% | -0.6% | $99.67 |
+50 bp | 5.11% | -0.4% | $99.91 |
+25 bp | 4.86% | -0.2% | $100.11 |
0 bp | 4.61% | 0% | $100.28 |
-25 bp | 4.36% | 0.1% | $100.41 |
-50 bp | 4.11% | 0.2% | $100.51 |
-75 bp | 3.86% | 0.3% | $100.57 |
-100 bp | 3.61% | 0.3% | $100.59 |
-150 bp | 3.11% | 0.3% | $100.53 |
-200 bp | 2.61% | 0.1% | $100.33 |
-300 bp | 1.61% | -0.8% | $99.51 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
461 | bp |
Less: Annual "default factor" ![]() |
8 | bp |
Less: Expense ratio | 50 | bp |
Equals: ALTAR Score | 4.03 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.3% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The Arrow Reserve Capital Management ETF is classified as a Corporate fund. |