The Arbitrage Credit Fund Net Income
| ARCFX Fund | USD 9.88 0.01 0.10% |
As of the 18th of February 2026, The Arbitrage has the Standard Deviation of 0.0916, risk adjusted performance of 0.0574, and Downside Deviation of 0.1079. The Arbitrage technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
The Arbitrage's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing The Arbitrage's valuation are provided below:The Arbitrage Credit does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. The |
The Arbitrage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to The Arbitrage's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of The Arbitrage.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in The Arbitrage on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding The Arbitrage Credit or generate 0.0% return on investment in The Arbitrage over 90 days. The Arbitrage is related to or competes with American Beacon, Amg Gwk, Sp 500, Walden Asset, William Blair, NexPoint Strategic, and Third Avenue. The fund invests primarily in a portfolio of debt securities including corporate bonds and debentures , bank loans, conv... More
The Arbitrage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure The Arbitrage's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Arbitrage Credit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1079 | |||
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 0.5106 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1024 |
The Arbitrage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Arbitrage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Arbitrage's standard deviation. In reality, there are many statistical measures that can use The Arbitrage historical prices to predict the future The Arbitrage's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0049 | |||
| Total Risk Alpha | 5.0E-4 | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.4263 |
The Arbitrage February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0574 | |||
| Market Risk Adjusted Performance | 0.4363 | |||
| Mean Deviation | 0.053 | |||
| Downside Deviation | 0.1079 | |||
| Coefficient Of Variation | 592.6 | |||
| Standard Deviation | 0.0916 | |||
| Variance | 0.0084 | |||
| Information Ratio | (0.41) | |||
| Jensen Alpha | 0.0049 | |||
| Total Risk Alpha | 5.0E-4 | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.4263 | |||
| Maximum Drawdown | 0.5106 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1024 | |||
| Downside Variance | 0.0116 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.16) | |||
| Skewness | 2.46 | |||
| Kurtosis | 9.11 |
Arbitrage Credit Backtested Returns
At this stage we consider The Mutual Fund to be very steady. Arbitrage Credit owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Arbitrage Credit, which you can use to evaluate the volatility of the fund. Please validate The Arbitrage's Downside Deviation of 0.1079, risk adjusted performance of 0.0574, and Standard Deviation of 0.0916 to confirm if the risk estimate we provide is consistent with the expected return of 0.019%. The entity has a beta of 0.0128, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Arbitrage's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Arbitrage is expected to be smaller as well.
Auto-correlation | 0.15 |
Insignificant predictability
The Arbitrage Credit has insignificant predictability. Overlapping area represents the amount of predictability between The Arbitrage time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arbitrage Credit price movement. The serial correlation of 0.15 indicates that less than 15.0% of current The Arbitrage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, The Arbitrage Credit reported net income of 0.0. This indicator is about the same for the Arbitrage Fund average (which is currently at 0.0) family and about the same as Nontraditional Bond (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
The Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining The Arbitrage's current stock value. Our valuation model uses many indicators to compare The Arbitrage value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across The Arbitrage competition to find correlations between indicators driving The Arbitrage's intrinsic value. More Info.The Arbitrage Credit is the top fund in price to earning among similar funds. It also is the top fund in price to book among similar funds fabricating about 0.05 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for The Arbitrage Credit is roughly 22.07 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the The Arbitrage's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for The Arbitrage
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in bonds and cash equivalents.Asset allocation divides The Arbitrage's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
The Fundamentals
| Price To Earning | 85.43 X | ||||
| Price To Book | 3.87 X | ||||
| Price To Sales | 5.29 X | ||||
| Total Asset | 3.49 M | ||||
| Annual Yield | 0.04 % | ||||
| Year To Date Return | 0.49 % | ||||
| One Year Return | 4.27 % | ||||
| Three Year Return | 5.04 % | ||||
| Five Year Return | 3.26 % | ||||
| Net Asset | 157.5 M | ||||
| Last Dividend Paid | 0.02 | ||||
| Cash Position Weight | 11.57 % | ||||
| Equity Positions Weight | (5.94) % | ||||
| Bond Positions Weight | 6.62 % |
About The Arbitrage Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze The Arbitrage Credit's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of The Arbitrage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of The Arbitrage Credit based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in The Mutual Fund
The Arbitrage financial ratios help investors to determine whether The Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in The with respect to the benefits of owning The Arbitrage security.
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