YPS

Arrow Reverse Cap 500 ETF
*Unless otherwise stated, data provided by FactSet.

YPS Fund Description

YPS hold the components of the S&P 500 Index, weighted inversely by market-cap.

YPS Factset Analytics Insight

RVRS effectively flips the S&P 500 on its head. By weighting its holdings inversely to their market-cap, it allocates more weight to the smallest members of the large-cap index. In contrast to some competitor funds, which equal-weight S&P 500 or Russell 1000 constituents, RVRS gives greater weight to the S&P 500’s smallest constituents than to its mega-caps. This approach produces a dramatic tilt toward smaller firms, and may well increase market risk. Indeed, RVRS’ weighted average market-cap is only slightly higher than that of many US midcap ETFs. Inverse weighting is likely to create significant sector tilts relative to the parent index and the large-cap opportunity set. The fund’s top holdings list can change often, as market movements and corporate actions push firms in and out of the S&P 500. Note: Arrow Investments Trust aims to acquire the fund, upon approval from shareholders. This change is expected to occur on May 2021.

YPS MSCI ESG Analytics Insight

Arrow Reverse Cap 500 ETF has an MSCI ESG Fund Rating of A based on a score of 6.85 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Arrow Reverse Cap 500 ETF ranks in the 71st percentile within its peer group and in the 97th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

YPS MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
YPS 0.14% 1.99% 22.40% 55.47% 13.50% -- --
YPS (NAV) -0.44% 2.01% 21.73% 52.95% 13.29% -- --
Reverse Cap Weighted U.S. Large Cap Index -0.44% 1.89% 21.76% 53.29% 13.46% -- --
MSCI USA Large Cap Index 3.39% 6.65% 16.98% 35.78% 19.29% 18.05% 15.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

YPS Summary Data

Arrow Funds
ArrowShares
10/31/17
Open-Ended Fund
0.29%
$21.77M
$467.22K
0.24%

YPS Portfolio Data

$25.23B
52.85
2.97
1.54%
N/A
497

YPS Index Data

Reverse Cap Weighted U.S. Large Cap Index
Inverse Market Cap
Committee
MSCI USA Large Cap Index

YPS Portfolio Management

0.29%
-0.03%
0.17%
-0.89%

YPS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

YPS Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

YPS Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of YPS. YPS is rated a 5 out of 5.

YPS Tradability

20,406
$467.22K
2,378
$54.79K
0.24%
$0.05
0.00%
0.29% / -0.29%
None
97.00%
50,000
0.05
0.04%
0.00%
0
$22.80
5

YPS Sector/Industry Breakdown


YPS
Segment Benchmark
20.17%
12.96%
18.30%
14.48%
14.99%
8.91%
11.97%
35.75%
9.93%
13.20%
6.12%
2.16%
6.08%
2.07%
6.07%
6.22%
4.51%
2.52%
0.10%
1.64%

YPS Top 10 Holdings[View All]

Unum Group 0.71%
Gap, Inc. 0.65%
6.91%

YPS Countries


YPS
Segment Benchmark
100.00%
99.90%
--
0.10%

YPS Regions


YPS
Segment Benchmark
100.00%
100.00%

YPS Economic Development


YPS
Segment Benchmark
100.00%
100.00%

YPS Performance Statistics

0.42
0.82
0.76
0.76
0.85%
MSCI USA Large Cap Index

YPS MSCI ESG Ratings

6.85 / 10
96.77
71.01
8.34%
5.59%
292.75

YPS Benchmark Comparison Holdings

497
291
262
18.44%

YPS Benchmark Comparison Summary


YPS
Segment Benchmark
497
291
$25.23B
$529.51B
52.85
32.61
2.97
4.89
1.51%
1.35%
Low
Low

YPS Benchmark Comparison Market Cap Size


YPS
Segment Benchmark
70.24%
100.00%
29.76%
0.00%
0.00%
0.00%
0.00%
0.00%