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Adaptive Alpha Opportunities ETF (AGOX)

ETF · Currency in USD · Last updated Dec 7, 2022

AGOX is an actively managed ETF by Adaptive Funds. AGOX launched on Sep 20, 2012 and has a 1.69% expense ratio.

ETF Info

ISINUS85521B7423
CUSIP85521B742
IssuerAdaptive Funds
Inception DateSep 20, 2012
CategoryTactical Allocation, Actively Managed
Expense Ratio1.69%
ETF Home Pagewww.adaptiveetfs.com

Trading Data

Previous Close$21.27
Year Range$19.18 - $25.52
EMA (50)$20.84
EMA (200)$21.85
Average Volume$60.79K

AGOXShare Price Chart


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AGOXPerformance

The chart shows the growth of $10,000 invested in Adaptive Alpha Opportunities ETF in May 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,817 for a total return of roughly -11.83%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-4.46%
-1.91%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

AGOXCompare to other instruments

Search for stocks, ETFs, and funds to compare with AGOX

AGOXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.97%4.53%
6M-6.52%-4.37%
YTD-17.59%-17.31%
1Y-14.54%-13.16%
5Y-7.66%-3.78%
10Y-7.66%-3.78%

AGOXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.63%-1.33%0.80%-8.34%1.65%-9.40%7.80%-2.67%-9.22%7.39%5.26%-3.39%
20214.80%1.61%-0.16%2.14%-3.74%5.52%-5.52%2.66%

AGOXSharpe 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 Adaptive Alpha Opportunities ETF Sharpe ratio is -0.67. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.67
-0.59
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

AGOXDividend History

Adaptive Alpha Opportunities ETF granted a 1.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.


PeriodTTM2021
Dividend$0.23$0.93

Dividend yield

1.09%3.65%

AGOXDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-21.05%
-17.83%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

AGOXWorst Drawdowns

The table below shows the maximum drawdowns of the Adaptive Alpha Opportunities ETF. 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 Adaptive Alpha Opportunities ETF is 27.72%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.72%Nov 4, 2021238Oct 14, 2022
-4.83%Jul 6, 202110Jul 19, 20218Jul 29, 202118
-4.61%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-3.44%Aug 12, 20216Aug 19, 20214Aug 25, 202110
-2.76%May 12, 20211May 12, 20218May 24, 20219
-2.58%Jun 14, 20215Jun 18, 20215Jun 25, 202110
-1.29%Oct 27, 20211Oct 27, 20213Nov 1, 20214
-0.77%Jul 30, 20212Aug 2, 20214Aug 6, 20216
-0.72%Jun 3, 20211Jun 3, 20211Jun 4, 20212
-0.71%Aug 26, 20211Aug 26, 20211Aug 27, 20212

AGOXVolatility Chart

Current Adaptive Alpha Opportunities ETF volatility is 22.57%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.57%
23.28%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)