See what your fund actually adds
Arrow Reserve Capital Management ETF ARCM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ARCM | Replication |
|---|---|---|
| Annualized growth | 3.4% | 3.6% |
| Annualized volatility | 0.4% | 0.3% |
| Sharpe ratio | 8.14 | 11.05 |
| Maximum drawdown | 0.9% | 0.3% |
| Replication fit (R²) | 0.70 · Tracking error 0.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model ARCM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 44.7% |
| BIL | FI · Ultra-Short | 44.2% |
| VGSH | FI · Short Gov | 11.1% |