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Accelerate Arbitrage Fund (ARB.TO)

ETF · Currency in CAD · Last updated Jun 28, 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 on Apr 8, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly CA$13,000 for a total return of roughly 30.00%. All prices are adjusted for splits and dividends.


ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

ARB.TOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.39%-6.21%
YTD-3.60%-20.17%
6M-3.53%-20.51%
1Y-4.76%-11.93%
5Y13.50%18.53%
10Y13.50%18.53%

ARB.TOMonthly Returns Heatmap


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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 -0.65. 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.


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.


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 16.34%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.34%Feb 23, 2021331Jun 16, 2022
-4.22%Jan 26, 20212Jan 27, 20215Feb 3, 20217
-2.63%Sep 21, 202020Oct 22, 202016Nov 20, 202036
-2.46%May 5, 20202May 6, 20202May 15, 20204
-1.8%Jul 23, 20209Aug 5, 202019Sep 2, 202028
-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, 20201Dec 4, 20203
-0.8%Sep 10, 20201Sep 10, 20201Sep 11, 20202

ARB.TOVolatility Chart

Current Accelerate Arbitrage Fund volatility is 6.87%. 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.


ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

Portfolios with Accelerate Arbitrage Fund


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