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

ETF Info

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

Expense Ratio

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


Expense ratio chart for AGOX: current value at 1.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.69%

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.


Adaptive Alpha Opportunities ETF

Popular comparisons: AGOX vs. SPY, AGOX vs. FSKAX, AGOX vs. QQQ, AGOX vs. VTI, AGOX vs. NTSX, AGOX vs. QAI, AGOX vs. CLSE, AGOX vs. ONEV, AGOX vs. AOA

Performance

Performance Chart

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.


0.00%10.00%20.00%30.00%40.00%FebruaryMarchAprilMayJuneJuly
16.15%
29.57%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Adaptive Alpha Opportunities ETF had a return of 12.86% year-to-date (YTD) and 14.70% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date12.86%13.78%
1 month-3.38%-0.38%
6 months13.08%11.47%
1 year14.70%18.82%
5 years (annualized)N/A12.44%
10 years (annualized)N/A10.64%

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
2024-0.85%3.79%2.34%-3.82%7.10%5.59%12.86%
20237.53%-1.83%0.73%-0.06%1.34%6.16%2.73%-1.33%-4.54%-2.30%7.81%2.19%19.07%
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 56, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGOX is 5656
AGOX (Adaptive Alpha Opportunities ETF)
The Sharpe Ratio Rank of AGOX is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of AGOX is 5757Sortino Ratio Rank
The Omega Ratio Rank of AGOX is 5656Omega Ratio Rank
The Calmar Ratio Rank of AGOX is 5757Calmar Ratio Rank
The Martin Ratio Rank of AGOX is 5959Martin 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.


AGOX
Sharpe ratio
The chart of Sharpe ratio for AGOX, currently valued at 1.06, compared to the broader market0.002.004.006.001.06
Sortino ratio
The chart of Sortino ratio for AGOX, currently valued at 1.69, compared to the broader market0.005.0010.001.69
Omega ratio
The chart of Omega ratio for AGOX, currently valued at 1.20, compared to the broader market1.002.003.001.20
Calmar ratio
The chart of Calmar ratio for AGOX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.87
Martin ratio
The chart of Martin ratio for AGOX, currently valued at 4.22, compared to the broader market0.0050.00100.00150.004.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market0.005.0010.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.005.0010.0015.0020.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0050.00100.00150.006.32

Sharpe Ratio

The current Adaptive Alpha Opportunities ETF Sharpe ratio is 1.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Adaptive Alpha Opportunities ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.06
1.66
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Adaptive Alpha Opportunities ETF granted a 0.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.07 per share.


PeriodTTM202320222021
Dividend$0.07$0.07$0.04$0.93

Dividend yield

0.24%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.16%
-4.24%
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. Recovery took 404 trading sessions.

The current Adaptive Alpha Opportunities ETF drawdown is 5.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.73%Nov 4, 2021238Oct 14, 2022404May 24, 2024642
-5.16%Jul 11, 202410Jul 24, 2024
-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

Volatility

Volatility Chart

The current Adaptive Alpha Opportunities ETF volatility is 4.07%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.07%
3.80%
AGOX (Adaptive Alpha Opportunities ETF)
Benchmark (^GSPC)