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ActivePassive Core Bond ETF (APCB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

May 2, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

APCB features an expense ratio of 0.36%, falling within the medium range.


Expense ratio chart for APCB: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ActivePassive Core Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
1.17%
7.25%
APCB (ActivePassive Core Bond ETF)
Benchmark (^GSPC)

Returns By Period

ActivePassive Core Bond ETF had a return of 1.27% year-to-date (YTD) and 0.83% in the last 12 months.


APCB

YTD

1.27%

1M

-1.35%

6M

1.81%

1Y

0.83%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.18%

1M

-0.47%

6M

9.35%

1Y

24.83%

5Y*

13.03%

10Y*

11.14%

*Annualized

Monthly Returns

The table below presents the monthly returns of APCB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.29%-1.21%0.84%-2.21%1.46%0.94%2.17%1.34%1.13%-2.27%1.22%1.27%
2023-1.49%-0.31%-0.09%-0.41%-2.40%-1.22%4.04%3.63%1.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APCB is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of APCB is 1717
Overall Rank
The Sharpe Ratio Rank of APCB is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of APCB is 1515
Sortino Ratio Rank
The Omega Ratio Rank of APCB is 1515
Omega Ratio Rank
The Calmar Ratio Rank of APCB is 2323
Calmar Ratio Rank
The Martin Ratio Rank of APCB is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ActivePassive Core Bond ETF (APCB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for APCB, currently valued at 0.17, compared to the broader market0.002.004.000.171.98
The chart of Sortino ratio for APCB, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.0010.000.262.65
The chart of Omega ratio for APCB, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.37
The chart of Calmar ratio for APCB, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.222.93
The chart of Martin ratio for APCB, currently valued at 0.45, compared to the broader market0.0020.0040.0060.0080.00100.000.4512.73
APCB
^GSPC

The current ActivePassive Core Bond ETF Sharpe ratio is 0.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ActivePassive Core Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
0.17
1.98
APCB (ActivePassive Core Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ActivePassive Core Bond ETF provided a 4.75% dividend yield over the last twelve months, with an annual payout of $1.37 per share.


2.21%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$1.37$0.66

Dividend yield

4.75%2.21%

Monthly Dividends

The table displays the monthly dividend distributions for ActivePassive Core Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.14$0.09$0.10$0.05$0.10$0.09$0.11$0.10$0.10$0.10$0.39$1.37
2023$0.14$0.09$0.09$0.08$0.10$0.16$0.66

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-3.44%
-1.96%
APCB (ActivePassive Core Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ActivePassive Core Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ActivePassive Core Bond ETF was 6.42%, occurring on Oct 19, 2023. Recovery took 38 trading sessions.

The current ActivePassive Core Bond ETF drawdown is 3.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.42%May 4, 2023117Oct 19, 202338Dec 13, 2023155
-3.68%Sep 17, 202469Dec 23, 2024
-3.5%Dec 28, 202382Apr 25, 202452Jul 11, 2024134
-1.06%Aug 5, 20244Aug 8, 20248Aug 20, 202412
-0.7%Jul 18, 20245Jul 24, 20243Jul 29, 20248

Volatility

Volatility Chart

The current ActivePassive Core Bond ETF volatility is 1.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
1.29%
4.07%
APCB (ActivePassive Core Bond ETF)
Benchmark (^GSPC)