Accelerate Arbitrage Fund (ARB.TO)
ETF Info
| ISIN | CA00437K1084 |
|---|---|
| CUSIP | 00437K108 |
| Category | Long-Short |
| Leveraged | 1x |
| Index Tracked | S&P Merger Arbitrage TR USD |
| Asset Class | Alternatives |
Expense Ratio
ARB.TO has a high expense ratio of 1.38%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Accelerate Arbitrage Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Accelerate Arbitrage Fund had a return of 4.83% year-to-date (YTD) and 5.58% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.83% | 22.85% |
| 1 month | 0.66% | 4.16% |
| 6 months | 2.68% | 15.77% |
| 1 year | 5.58% | 35.40% |
| 5 years (annualized) | N/A | 14.46% |
| 10 years (annualized) | N/A | 12.04% |
Monthly Returns
The table below presents the monthly returns of ARB.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.12% | 1.47% | 1.65% | -0.91% | -0.34% | 1.12% | 0.38% | -0.04% | 0.46% | 4.83% | |||
| 2023 | -0.62% | -0.51% | 0.67% | 0.04% | 0.43% | 0.94% | 0.23% | 0.35% | 0.63% | -0.19% | 0.47% | 1.03% | 3.50% |
| 2022 | -2.82% | 0.46% | 0.68% | 0.27% | -1.44% | 0.66% | -1.00% | 0.43% | -0.62% | 0.79% | -0.19% | 1.77% | -1.10% |
| 2021 | 9.77% | 0.99% | -3.41% | 0.47% | -1.37% | 0.89% | -0.84% | -2.17% | 2.19% | 1.08% | -0.70% | 3.30% | 10.02% |
| 2020 | 3.55% | 1.45% | 3.00% | 0.88% | 0.50% | 3.83% | -1.50% | 6.46% | 9.82% | 31.16% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ARB.TO is 44, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Accelerate Arbitrage Fund (ARB.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Accelerate Arbitrage Fund granted a 3.96% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.04 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | CA$1.04 | CA$0.92 | CA$0.80 | CA$1.46 | CA$0.32 |
Dividend yield | 3.96% | 3.56% | 3.09% | 5.43% | 1.24% |
Monthly Dividends
The table displays the monthly dividend distributions for Accelerate Arbitrage Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.00 | CA$0.78 | ||
| 2023 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.00 | CA$0.00 | CA$0.26 | CA$0.92 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.80 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.95 | CA$1.46 |
| 2020 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.32 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Accelerate Arbitrage Fund. 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 Accelerate Arbitrage Fund was 11.80%, occurring on Aug 31, 2021. Recovery took 594 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.8% | Feb 23, 2021 | 124 | Aug 31, 2021 | 594 | Oct 7, 2024 | 718 |
| -4.22% | Jan 26, 2021 | 2 | Jan 27, 2021 | 5 | Feb 3, 2021 | 7 |
| -2.46% | May 5, 2020 | 2 | May 6, 2020 | 2 | May 15, 2020 | 4 |
| -2.15% | Sep 21, 2020 | 3 | Sep 25, 2020 | 32 | Nov 19, 2020 | 35 |
| -1.8% | Jul 23, 2020 | 9 | Aug 5, 2020 | 19 | Sep 2, 2020 | 28 |
Volatility
Volatility Chart
The current Accelerate Arbitrage Fund volatility is 1.48%, 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.