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AGF U.S. Market Neutral Anti-Beta Fund ETF , BTAL

20.47 +0.11 +0.54%
03/17/2023 09:15 PM NYA


NAV

20.38
Nav
03/15/2023
Last Update

Ratings

Morningstar Rating
Sustainability Rating

Key Data

AGFiQ
Issuer
392.35 M
Net Asset
USD
Currency
09/13/2011
Inception
Yes
Distributing
Equity Market Neutral
Type
United States
Applied In
JPMorgan Chase Bank NA
Custodian
US00110G4082
ISIN
BTAL
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year -3.61
Performance since Inception -14.00
High 1 Year 21.73
Maximum Loss 1 Year -9.30
Name %
Alpha 1 Year -0.23
Alpha 10 Years 2.80
Alpha 3 Years -3.62
Alpha 5 Years 3.43
Average Gain 1 Year 4.12
Average Gain 10 Years 2.68
Average Gain 3 Years 3.54
Average Gain 5 Years 3.36
Average Loss 1 Year -3.49
Average Loss 10 Years -2.71
Average Loss 3 Years -3.56
Average Loss 5 Years -3.01
Batting Average 1 Year 75.00
Batting Average 10 Years 47.50
Batting Average 3 Years 50.00
Batting Average 5 Years 51.67
Beta 1 Year -0.89
Beta 10 Years -0.99
Beta 3 Years -0.98
Beta 5 Years -1.02
Capture Ratio Down 1 Year -93.53
Capture Ratio Down 10 Years -104.18
Capture Ratio Down 3 Years -76.92
Capture Ratio Down 5 Years -125.28
Capture Ratio Up 1 Year -70.19
Capture Ratio Up 10 Years -69.80
Capture Ratio Up 3 Years -97.85
Capture Ratio Up 5 Years -80.84
Correlation 1 Year -72.05
Correlation 10 Years -54.45
Correlation 3 Years -63.63
Correlation 5 Years -62.29
High 1 Year 21.73
Information Ratio 1 Year 0.68
Information Ratio 10 Years -0.28
Information Ratio 3 Years -0.30
Information Ratio 5 Years -0.08
Low 1 Year 17.93
Maximum Loss 1 Year -9.30
Maximum Loss 10 Years -35.12
Maximum Loss 3 Years -35.12
Maximum Loss 5 Years -35.12
Performance Current Year -3.61
Performance since Inception -14.00
Risk adjusted Return 10 Years -3.22
Risk adjusted Return 3 Years -9.12
Risk adjusted Return 5 Years -2.22
Risk adjusted Return Since Inception -4.10
R-Squared (R²) 1 Year 51.92
R-Squared (R²) 10 Years 29.64
R-Squared (R²) 3 Years 40.48
R-Squared (R²) 5 Years 38.80
Sortino Ratio 1 Year 0.82
Sortino Ratio 10 Years -0.08
Sortino Ratio 3 Years -0.39
Sortino Ratio 5 Years 0.11
Tracking Error 1 Year 28.35
Tracking Error 10 Years 17.79
Tracking Error 3 Years 25.06
Tracking Error 5 Years 21.73
Trailing Performance 1 Month 7.30
Trailing Performance 1 Week 4.78
Trailing Performance 1 Year 7.58
Trailing Performance 10 Years -0.52
Trailing Performance 2 Years 24.31
Trailing Performance 3 Months -0.80
Trailing Performance 3 Years -20.29
Trailing Performance 4 Years -1.86
Trailing Performance 5 Years 11.46
Trailing Performance 6 Months 6.35
Trailing Return 1 Month -0.39
Trailing Return 1 Year 11.13
Trailing Return 10 Years -0.66
Trailing Return 2 Months -6.99
Trailing Return 2 Years 7.42
Trailing Return 3 Months -3.33
Trailing Return 3 Years -5.45
Trailing Return 4 Years -1.10
Trailing Return 5 Years 1.52
Trailing Return 6 Months 1.02
Trailing Return 6 Years 0.71
Trailing Return 7 Years -1.63
Trailing Return 8 Years 0.12
Trailing Return 9 Months -1.76
Trailing Return 9 Years 0.79
Trailing Return Since Inception -1.61
Trailing Return YTD - Year to Date -6.99
Treynor Ratio 1 Year -9.21
Treynor Ratio 10 Years 1.57
Treynor Ratio 3 Years 6.64
Treynor Ratio 5 Years -0.06

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Sustainability Rating

Morningstar Sustainability Rating
Above Average
Rating vs. Category
Alternative
Category

Carbon Risk Score

0
9.7
100
0
Low High

Fossil-Fuel Involvement

0
6.83
100
0
Low High

Investment Policy

The investment seeks to provide a consistent negative beta exposure to the U.S. equity market. The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. It will construct a dollar neutral portfolio of long and short positions of U.S. equities by investing primarily in the constituent securities of the Dow Jones U.S. Thematic Market Neutral Low Beta Index in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.

Terms

Initial minimum savings amount
Savings Plan No
Distribution Distributing

Investment Trust

Name AGFiQ
Address 53 State Street
Zip Code 02109
Website http://www.agfiq.com