YPS Performance — Arrow Reverse Cap 500 ETF
Data updated: 2024-03-28
YPS returned +0.12% over one year to Jan 2024. Over one year the fund trailed its US Mid-Cap Blend category average: $100 grew to $100, against $106 for the category. Volatility over the past 12 months was 20.77% a year. In the 12 months to Jan 2024 the fund took in a net $16.7M, and assets reached $8.86M.
YPS Growth of $100
What $100 invested in Arrow Reverse Cap 500 ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | YPS | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $100 | $106 |
| Since data start (May 2021 – Jan 2024) | $103 | $105 |
YPS Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.12% |
| 3 years (annualised) | +0.90% |
YPS Annual Returns
Calendar-year total returns of Arrow Reverse Cap 500 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −1.86% |
| 2023 | +11.83% |
| 2022 | −13.36% |
| 2021 (May–Dec) | +7.79% |
YPS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.9% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +9.6% | −4.2% | −3.2% | −0.1% | −4.7% | +9.0% | +4.4% | −3.9% | −6.0% | −5.3% | +9.6% | +8.4% |
| 2022 | −3.1% | +0.4% | +1.3% | −6.4% | −0.3% | −10.6% | +8.8% | −3.8% | −9.8% | +9.5% | +7.1% | −4.9% |
| 2021 | — | — | — | — | +2.2% | −0.7% | +0.3% | +2.2% | −3.1% | +4.1% | −3.1% | +6.0% |
YPS Risk
Risk measures from monthly returns over Feb 2023 – Jan 2024.
- 1-year volatility (annualised): 20.77%
- Best month: +9.55% (Nov 2023)
- Worst month: −6.04% (Sep 2023)
YPS Fund Flows
Monthly money in and out of Arrow Reverse Cap 500 ETF, from SEC Form N-PORT.
- 12-month net flow: $16.7M
- 12-month gross sales (incl. reinvestments): $2K
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | −$3.0M | $3.0M |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | −$2.2M | $2.2M |
| Jul 2023 | $0 | $0 | $0 |
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $500 | −$7.2M | $7.2M |
| Apr 2023 | $500 | −$1.0M | $1.0M |
| Mar 2023 | $500 | −$1000K | $1.0M |
| Feb 2023 | $500 | −$2.3M | $2.3M |
YPS Assets Under Management
Net assets of Arrow Reverse Cap 500 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $8.86M |
| 2023-10-31 | $10.77M |
| 2023-07-31 | $14.88M |
| 2023-04-30 | $21.10M |
| 2023-01-31 | $27.35M |
| 2022-10-31 | $16.49M |
| 2022-07-31 | $17.35M |
| 2022-04-30 | $19.01M |
| 2022-01-31 | $24.69M |
| 2021-10-31 | $22.67M |
| 2021-07-31 | $21.98M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.