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AGFiQ US Market Neutral Anti-Beta Fund (BTAL)

ETF · Currency in USD · Last updated Jul 2, 2022

BTAL is a passive ETF by AGF tracking the investment results of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. BTAL launched on Sep 13, 2011 and has a 2.11% expense ratio.

ETF Info

ISINUS00110G4082
CUSIP00110G408
IssuerAGF
Inception DateSep 13, 2011
RegionNorth America (U.S.)
CategoryLong-Short
Expense Ratio2.11%
Index TrackedDow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index
Asset ClassAlternatives

Trading Data

Previous Close$21.73
Year Range$16.20 - $21.78
EMA (50)$20.52
EMA (200)$18.83
Average Volume$245.50K

BTALShare Price Chart


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BTALPerformance

The chart shows the growth of $10,000 invested in AGFiQ US Market Neutral Anti-Beta Fund on Sep 14, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,050 for a total return of roughly -9.50%. All prices are adjusted for splits and dividends.


BTAL (AGFiQ US Market Neutral Anti-Beta Fund)
Benchmark (^GSPC)

BTALReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.31%-7.43%
6M22.22%-19.95%
YTD22.22%-19.74%
1Y28.43%-10.99%
5Y2.02%7.93%
10Y-0.99%8.80%

BTALMonthly Returns Heatmap


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BTALSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AGFiQ US Market Neutral Anti-Beta Fund Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


BTAL (AGFiQ US Market Neutral Anti-Beta Fund)
Benchmark (^GSPC)

BTALDividend History

AGFiQ US Market Neutral Anti-Beta Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$0.00$0.00$0.00$0.20$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.43

Dividend yield

0.00%0.00%0.00%0.88%0.39%0.00%0.00%0.00%0.00%0.00%0.01%1.82%

BTALDrawdowns Chart

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


BTAL (AGFiQ US Market Neutral Anti-Beta Fund)
Benchmark (^GSPC)

BTALWorst Drawdowns

The table below shows the maximum drawdowns of the AGFiQ US Market Neutral Anti-Beta Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AGFiQ US Market Neutral Anti-Beta Fund is 38.36%, recorded on Nov 8, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.36%Mar 13, 2020419Nov 8, 2021
-29.52%Oct 4, 20111280Jan 12, 2018500Mar 9, 20201780
-2.13%Sep 27, 20111Sep 27, 20112Sep 29, 20113
-1.62%Sep 14, 20112Sep 15, 20114Sep 21, 20116
-1.45%Mar 10, 20201Mar 10, 20202Mar 12, 20203

BTALVolatility Chart

Current AGFiQ US Market Neutral Anti-Beta Fund volatility is 20.91%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


BTAL (AGFiQ US Market Neutral Anti-Beta Fund)
Benchmark (^GSPC)

Portfolios with AGFiQ US Market Neutral Anti-Beta Fund


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