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Accelerate Arbitrage Fund (ARB.TO)

ETF · Currency in CAD · Last updated Mar 18, 2023

Share Price Chart


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Performance

The chart shows the growth of CA$10,000 invested in Accelerate Arbitrage Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly CA$14,152 for a total return of roughly 41.52%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
1.30%
7.71%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

S&P 500

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Accelerate Arbitrage Fund

Return

Accelerate Arbitrage Fund had a return of -1.04% year-to-date (YTD) and 1.20% in the last 12 months. Over the past 10 years, Accelerate Arbitrage Fund had an annualized return of 12.57%, outperforming the S&P 500 benchmark which had an annualized return of 9.92%.


PeriodReturnBenchmark
1 month-1.31%-5.31%
Year-To-Date-1.04%2.01%
6 months0.40%1.56%
1 year1.20%-11.42%
5 years (annualized)12.57%9.92%
10 years (annualized)12.57%9.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.62%-0.51%
2022-0.62%0.16%-0.16%2.37%

Sharpe 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 0.17. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.17
-0.49
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

Dividend History

Accelerate Arbitrage Fund granted a 3.13% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.80 per share.


PeriodTTM202220212020
DividendCA$0.80CA$0.80CA$1.62CA$0.22

Dividend yield

3.13%3.09%6.20%0.92%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023CA$0.00CA$0.00
2022CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20
2021CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$1.11
2020CA$0.15CA$0.00CA$0.00CA$0.07

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-7.99%
-19.97%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)

Worst 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 11.80%, recorded on Aug 31, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.8%Feb 23, 2021132Aug 31, 2021
-4.22%Jan 26, 20212Jan 27, 20215Feb 3, 20217
-2.46%May 5, 20202May 6, 20207May 15, 20209
-2.15%Sep 21, 20205Sep 25, 202038Nov 19, 202043
-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

Volatility Chart

Current Accelerate Arbitrage Fund volatility is 5.01%. 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%NovemberDecember2023FebruaryMarch
5.01%
21.17%
ARB.TO (Accelerate Arbitrage Fund)
Benchmark (^GSPC)