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Arrow Reserve Capital Management ETF
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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) | $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. |
| 3.5% | 4.3% | 2.7% | -- | 2.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.04 | 11% |
| S&P500 | 0.00 | 0% |
| MSCI EAFE | 0.01 | 3% |
| MSCI Emg. Mkts. | 0.01 | 4% |
| Recent close | $100.24 |
| 30d moving avg. | $99.99 |
| Annualized volatility | 0.8% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 87 |
| Avg. volume (thou.) | 1 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.2% |
| Bid/Ask (% of price) | 0.13 |
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 | 7.32% | -4.4% | $95.88 |
| +200 bp | 6.32% | -2.3% | $97.90 |
| +150 bp | 5.82% | -1.5% | $98.70 |
| +100 bp | 5.32% | -0.9% | $99.36 |
| +75 bp | 5.07% | -0.6% | $99.63 |
| +50 bp | 4.82% | -0.4% | $99.87 |
| +25 bp | 4.57% | -0.2% | $100.07 |
| 0 bp | 4.32% | 0% | $100.24 |
| -25 bp | 4.07% | 0.1% | $100.37 |
| -50 bp | 3.82% | 0.2% | $100.47 |
| -75 bp | 3.57% | 0.3% | $100.53 |
| -100 bp | 3.32% | 0.3% | $100.55 |
| -150 bp | 2.82% | 0.3% | $100.49 |
| -200 bp | 2.32% | 0.1% | $100.29 |
| -300 bp | 1.32% | -0.8% | $99.47 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
432 | bp |
| Less: Annual "default factor" |
8 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 3.74 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.9% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The Arrow Reserve Capital Management ETF is classified as a Corporate fund. | |