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Adaptive Alpha Opportunities ETF (AGOX)

ETF · Currency in USD · Last updated Dec 2, 2023

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

Summary

ETF Info

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

Expense Ratio

The Adaptive Alpha Opportunities ETF has a high expense ratio of 1.69%, indicating higher-than-average management fees.


1.69%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Adaptive Alpha Opportunities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.01%
9.70%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Adaptive Alpha Opportunities ETF

Popular comparisons: AGOX vs. FSKAX, AGOX vs. SPY, AGOX vs. QQQ, AGOX vs. VTI

Return

Adaptive Alpha Opportunities ETF had a return of 16.86% year-to-date (YTD) and 10.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date16.86%19.67%
1 month7.30%8.42%
6 months5.88%7.29%
1 year10.59%12.71%
5 years (annualized)N/A10.75%
10 years (annualized)N/A9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.34%6.16%2.73%-1.33%-4.54%-2.30%7.81%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGOX
Adaptive Alpha Opportunities ETF
0.77
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Adaptive Alpha Opportunities ETF Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.77
0.91
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

Dividend History

Adaptive Alpha Opportunities ETF granted a 0.17% dividend yield in the last twelve months. The annual payout for that period amounted to $0.04 per share.


PeriodTTM20222021
Dividend$0.04$0.04$0.93

Dividend yield

0.17%0.20%3.65%

Monthly Dividends

The table displays the monthly dividend distributions for Adaptive Alpha Opportunities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2021$0.70$0.23

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-9.56%
-4.21%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Adaptive Alpha Opportunities ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Adaptive Alpha Opportunities ETF was 27.73%, occurring on Oct 14, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.73%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

Volatility Chart

The current Adaptive Alpha Opportunities ETF volatility is 2.23%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.23%
2.79%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)