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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) | $61 |
| Currency | USD |
| Expense ratio | 42 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Proprietary |
| Index replication |
| No. of constituents | 64 |
| No of distinct issuers | 51 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 72% /28% |
| Non-standard maturity (callable, etc.) | 17% |
| 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 | 12.6% |
| CATERPILLAR FINANCIAL SERVICES COR... | 3.3% |
| JOHN DEERE CAPITAL CORPORATION | 2.9% |
| MEDTRONIC, INC. | 2.8% |
| MARTIN MARIETTA MATERIALS, INC. | 2.8% |
 |
UNITED STATES | 94.9 % |
 |
SINGAPORE | 2.2 % |
 |
CANADA | 1.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.9% | 2.5% | -- | -- | 1.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.01 | 0% |
| S&P500 | 0.01 | 5% |
| MSCI EAFE | 0.01 | 3% |
| MSCI Emg. Mkts. | 0.00 | 0% |
| Recent close | $100.21 |
| 30d moving avg. | $100.22 |
| Annualized volatility | 0.8% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 53 |
| Avg. volume (thou.) | 1 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.2% |
| Bid/Ask (% of price) | 0.10 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| ARCM | 0.6 yrs | Category Avg.* |
4.7 yrs |
| ARCM | 0.6% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.17% | -2.5% | $97.71 |
| +200 bp | 4.17% | -1.5% | $98.68 |
| +150 bp | 3.67% | -1.1% | $99.11 |
| +100 bp | 3.17% | -0.7% | $99.51 |
| +75 bp | 2.92% | -0.5% | $99.70 |
| +50 bp | 2.67% | -0.3% | $99.88 |
| +25 bp | 2.42% | -0.2% | $100.05 |
| 0 bp | 2.17% | 0% | $100.21 |
| -25 bp | 1.92% | 0.2% | $100.36 |
| -50 bp | 1.67% | 0.3% | $100.50 |
| -75 bp | 1.42% | 0.4% | $100.63 |
| -100 bp | 1.17% | 0.5% | $100.76 |
| -150 bp | 0.67% | 0.8% | $100.98 |
| -200 bp | 0.17% | 1.0% | $101.17 |
| -300 bp | -0.83% | 1.2% | $101.43 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
217 | bp |
| Less: Annual "default factor" |
7 | bp |
| Less: Expense ratio | 42 | bp |
| Equals: ALTAR Score | 1.68 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The Arrow Reserve Capital Management is classified as a Corporate fund. | |