Adaptive Alpha Opportunities ETF (AGOX)
AGOX is an actively managed ETF by Adaptive Funds. AGOX launched on Sep 20, 2012 and has a 1.69% expense ratio.
ETF Info
| ISIN | US85521B7423 |
|---|---|
| CUSIP | 85521B742 |
| Issuer | Adaptive Funds |
| Inception Date | Sep 20, 2012 |
| Category | Tactical Allocation, Actively Managed |
| ETF Home Page | www.adaptiveetfs.com |
Expense Ratio
The Adaptive Alpha Opportunities ETF has a high expense ratio of 1.69%, indicating higher-than-average management fees.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.86% | 19.67% |
| 1 month | 7.30% | 8.42% |
| 6 months | 5.88% | 7.29% |
| 1 year | 10.59% | 12.71% |
| 5 years (annualized) | N/A | 10.75% |
| 10 years (annualized) | N/A | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.34% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AGOX Adaptive Alpha Opportunities ETF | 0.77 | ||||
^GSPC S&P 500 | 0.91 |
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.
| Period | TTM | 2022 | 2021 |
|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2021 | 238 | Oct 14, 2022 | — | — | — |
| -4.83% | Jul 6, 2021 | 10 | Jul 19, 2021 | 8 | Jul 29, 2021 | 18 |
| -4.61% | Sep 7, 2021 | 20 | Oct 4, 2021 | 11 | Oct 19, 2021 | 31 |
| -3.44% | Aug 12, 2021 | 6 | Aug 19, 2021 | 4 | Aug 25, 2021 | 10 |
| -2.76% | May 12, 2021 | 1 | May 12, 2021 | 8 | May 24, 2021 | 9 |
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.