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Accelerate Arbitrage Fund (ARB.TO)

ETF · Currency in CAD · Last updated Nov 30, 2022

ETF Info

ISINCA00437K1084
CUSIP00437K108

ARB.TOShare Price Chart


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ARB.TOPerformance

The chart shows the growth of CA$10,000 invested in Accelerate Arbitrage Fund in Apr 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly CA$12,760 for a total return of roughly 27.60%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-1.43%
-3.52%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

ARB.TOCompare to other instruments

Search for stocks, ETFs, and funds to compare with ARB.TO

ARB.TOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.04%1.45%
6M-1.85%-4.84%
YTD-5.38%-19.01%
1Y-5.69%-17.04%
5Y9.68%11.36%
10Y9.68%11.36%

ARB.TOMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.82%0.46%-0.08%0.27%-1.44%-0.12%-1.00%0.43%-1.39%0.16%0.08%
20219.77%0.99%-4.01%0.47%-1.37%0.26%-0.84%-2.17%1.54%1.08%-0.70%-0.33%
20203.55%1.45%3.00%0.88%0.50%3.14%-1.50%6.46%9.10%

ARB.TOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Accelerate Arbitrage Fund Sharpe ratio is -0.89. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovember
-0.89
-0.71
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

ARB.TODividend History


Accelerate Arbitrage Fund doesn't pay dividends

ARB.TODrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-16.27%
-19.46%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

ARB.TOWorst Drawdowns

The table below shows the maximum drawdowns of the Accelerate Arbitrage Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Accelerate Arbitrage Fund is 17.03%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.03%Feb 23, 2021431Nov 9, 2022
-4.22%Jan 26, 20212Jan 27, 20215Feb 3, 20217
-2.63%Sep 21, 202023Oct 22, 202021Nov 20, 202044
-2.46%May 5, 20202May 6, 20207May 15, 20209
-1.8%Jul 23, 20209Aug 5, 202020Sep 2, 202029
-1.63%Feb 11, 20213Feb 16, 20211Feb 17, 20214
-1.56%Jun 9, 20203Jun 11, 20208Jun 23, 202011
-1.49%Dec 31, 20202Jan 4, 20214Jan 8, 20216
-0.97%Dec 1, 20202Dec 2, 20202Dec 4, 20204
-0.8%Sep 10, 20201Sep 10, 20201Sep 11, 20202

ARB.TOVolatility Chart

Current Accelerate Arbitrage Fund volatility is 3.89%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovember
3.89%
12.66%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)