- ISIN
- US85521B7423
- CUSIP
- 85521B742
- Issuer
- Adaptive
- Inception Date
- Sep 20, 2012
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $319M
Highlights
- Avg. Volume (1M)
- 74K
- Avg. Volume Value (1M)
- $2.48M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
AGOX Performance Chart
Adaptive Alpha Opportunities ETF (AGOX) is up 16.8% since the beginning of the year. AGOX is currently trading at $33 per share. Investors who bought $1,000 worth of AGOX shares 5 years ago would now be looking at an investment worth $1,461.
Loading charts...
Compare this symbol against anything
Returns By Period
Adaptive Alpha Opportunities ETF (AGOX) has returned 16.81% so far this year and 16.30% over the past 12 months.
Adaptive Alpha Opportunities ETF
- 1D
- 0.91%
- 1M
- -2.77%
- 6M
- 12.41%
- YTD
- 16.81%
- 1Y
- 16.30%
- 3Y*
- 14.16%
- 5Y*
- 7.88%
- 10Y*
- —
- ALL TIME*
- 8.63%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
AGOX Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2021, AGOX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +20.3%, while the worst month was Mar 2025 at -10.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AGOX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Apr 10, 2025 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.91% | -1.37% | -9.05% | 20.25% | 7.06% | 1.14% | -3.75% | 16.81% | |||||
| 2025 | 2.88% | -2.15% | -10.51% | 5.54% | 7.44% | 6.64% | 0.83% | -1.27% | 4.24% | 1.80% | -3.39% | -2.33% | 8.58% |
| 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% |
| 2023 | 7.53% | -1.83% | 0.73% | -0.06% | 1.33% | 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% |
| 2021 | 3.93% | 1.61% | -0.16% | 2.14% | -3.74% | 5.52% | -3.02% | 2.66% | 8.91% |
Benchmark Metrics
Adaptive Alpha Opportunities ETF has an annualized alpha of -1.44%, beta of 0.94, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since May 10, 2021.
- This ETF participated in 103.78% of S&P 500 Index downside but only 91.83% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.44%
- Beta
- 0.94
- R²
- 0.65
- Upside Capture
- 91.83%
- Downside Capture
- 103.78%
Expense Ratio
AGOX has a high expense ratio of 1.33%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AGOX ranks 33 for risk / return — above 33% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Adaptive Alpha Opportunities ETF (AGOX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.00 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.43 | 8.49 | -5.06 |
Dividends
Dividend History
Adaptive Alpha Opportunities ETF provided a 2.76% dividend yield over the last twelve months, with an annual payout of $0.92 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.92 | $1.07 | $0.07 | $0.04 | $1.62 |
Dividend yield | 2.76% | 3.23% | 3.94% | 0.27% | 0.20% | 6.36% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.92 |
| 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 | $1.39 | $0.23 | $1.62 |
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.
Loading charts...
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 26.93%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current Adaptive Alpha Opportunities ETF drawdown is 5.98%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-26.93%Oct 2022 | 11mo 1d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 | Bear market2022 |
-21.15%Apr 2025 | 2mo 13d | 2mo 24d | 5mo 7dJan 2025 - Jun 2025 | 2025 selloff2025 |
-15.32%Mar 2026 | 5mo 2d | 16d | 5mo 18dOct 2025 - Apr 2026 | — |
-8.86%Sep 2024 | 17d | 1mo 8d | 1mo 25dAug 2024 - Oct 2024 | — |
-8.25%Apr 2024 | 1mo 11d | 1mo 6d | 2mo 17dMar 2024 - May 2024 | — |
Drawdown Indicators
| AGOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -56.78% | +29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -9.10% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -18.90% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | -25.43% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.98% | -1.58% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -10.70% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 2.14% | +2.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with AGOX
Add Adaptive Alpha Opportunities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with AGOX