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Adaptive Alpha Opportunities ETF (AGOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US85521B7423

CUSIP

85521B742

Inception Date

Sep 20, 2012

Leveraged

1x

Expense Ratio

AGOX has a high expense ratio of 1.69%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Adaptive Alpha Opportunities ETF (AGOX) returned 5.49% year-to-date (YTD) and 13.86% over the past 12 months.


AGOX

YTD

5.49%

1M

18.05%

6M

2.53%

1Y

13.86%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of AGOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.88%-2.15%-10.51%5.54%10.96%5.49%
2024-0.85%3.79%2.34%-3.82%7.10%5.59%0.90%0.19%2.39%-3.20%5.80%-4.49%15.97%
20237.53%-1.83%0.73%-0.06%1.33%6.16%2.73%-1.33%-4.54%-2.30%7.81%2.19%19.08%
2022-5.63%-1.33%0.80%-8.34%1.65%-9.40%7.80%-2.67%-9.22%7.39%5.26%-5.29%-19.21%
20214.80%1.61%-0.16%2.14%-3.74%5.52%-5.52%2.66%6.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGOX is 68, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGOX is 6868
Overall Rank
The Sharpe Ratio Rank of AGOX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of AGOX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AGOX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AGOX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AGOX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Adaptive Alpha Opportunities ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.53
  • All Time: 0.30

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Adaptive Alpha Opportunities ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Adaptive Alpha Opportunities ETF provided a 3.74% dividend yield over the last twelve months, with an annual payout of $1.07 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$1.07$1.07$0.07$0.04$0.93

Dividend yield

3.74%3.94%0.27%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
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$0.04
2021$0.70$0.23$0.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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. Recovery took 404 trading sessions.

The current Adaptive Alpha Opportunities ETF drawdown is 2.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.73%Nov 4, 2021238Oct 14, 2022404May 24, 2024642
-21.15%Jan 24, 202551Apr 7, 2025
-8.86%Aug 20, 202413Sep 6, 202426Oct 14, 202439
-8.15%Jul 11, 202418Aug 5, 20248Aug 15, 202426
-6.71%Dec 5, 202424Jan 10, 20257Jan 22, 202531

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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