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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% |
| 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 | 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. |
| 4.5% | 5.8% | 2.3% | -- | 2.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.07 | 27% |
| S&P500 | 0.03 | 20% |
| MSCI EAFE | 0.03 | 17% |
| MSCI Emg. Mkts. | 0.03 | 16% |
| Recent close | $100.52 |
| 30d moving avg. | $100.52 |
| Annualized volatility | 1.1% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 54 |
| Avg. volume (thou.) | 0 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.0% |
| Bid/Ask (% of price) | 0.59 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| ARCM | 0.6 yrs | Category Avg.* |
4.6 yrs |
| ARCM | 0.6% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.16% | -4.4% | $96.15 |
| +200 bp | 6.16% | -2.3% | $98.18 |
| +150 bp | 5.66% | -1.5% | $98.98 |
| +100 bp | 5.16% | -0.9% | $99.63 |
| +75 bp | 4.91% | -0.6% | $99.91 |
| +50 bp | 4.66% | -0.4% | $100.15 |
| +25 bp | 4.41% | -0.2% | $100.35 |
| 0 bp | 4.16% | 0% | $100.52 |
| -25 bp | 3.91% | 0.1% | $100.65 |
| -50 bp | 3.66% | 0.2% | $100.75 |
| -75 bp | 3.41% | 0.3% | $100.81 |
| -100 bp | 3.16% | 0.3% | $100.83 |
| -150 bp | 2.66% | 0.3% | $100.78 |
| -200 bp | 2.16% | 0.1% | $100.57 |
| -300 bp | 1.16% | -0.8% | $99.74 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
416 | bp |
| Less: Annual "default factor" |
8 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 3.58 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The Arrow Reserve Capital Management ETF is classified as a Corporate fund. | |