AGFiQ US Market Neutral Anti-Beta Fund (BTAL)
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
| ISIN | US00110G4082 |
|---|---|
| CUSIP | 00110G408 |
| Issuer | AGF |
| Inception Date | Sep 13, 2011 |
| Region | North America (U.S.) |
| Category | Long-Short |
| Index Tracked | Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index |
| Asset Class | Alternatives |
Expense Ratio
The AGFiQ US Market Neutral Anti-Beta Fund has a high expense ratio of 2.11%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AGFiQ US Market Neutral Anti-Beta Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AGFiQ US Market Neutral Anti-Beta Fund had a return of 12.92% year-to-date (YTD) and -1.87% in the last 12 months. Over the past 10 years, AGFiQ US Market Neutral Anti-Beta Fund had an annualized return of 0.65%, while the S&P 500 had an annualized return of 10.42%, indicating that AGFiQ US Market Neutral Anti-Beta Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.92% | 5.05% |
| 1 month | 5.69% | -4.27% |
| 6 months | -1.68% | 18.82% |
| 1 year | -1.87% | 21.22% |
| 5 years (annualized) | -0.41% | 11.38% |
| 10 years (annualized) | 0.65% | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.26% | -1.09% | -0.72% | |||||||||
| 2023 | 5.64% | 6.19% | -4.84% | -10.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
AGFiQ US Market Neutral Anti-Beta Fund(BTAL)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
AGFiQ US Market Neutral Anti-Beta Fund granted a 5.44% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.04 | $1.04 | $0.21 | $0.00 | $0.00 | $0.20 | $0.09 |
Dividend yield | 5.44% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for AGFiQ US Market Neutral Anti-Beta Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $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 | $1.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
| 2018 | $0.09 |
Drawdowns
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 AGFiQ US Market Neutral Anti-Beta Fund. 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 AGFiQ US Market Neutral Anti-Beta Fund was 38.36%, occurring on Nov 8, 2021. The portfolio has not yet recovered.
The current AGFiQ US Market Neutral Anti-Beta Fund drawdown is 21.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.36% | Mar 13, 2020 | 419 | Nov 8, 2021 | — | — | — |
| -29.53% | Oct 4, 2011 | 1281 | Jan 12, 2018 | 500 | Mar 9, 2020 | 1781 |
| -2.13% | Sep 27, 2011 | 1 | Sep 27, 2011 | 2 | Sep 29, 2011 | 3 |
| -1.62% | Sep 14, 2011 | 2 | Sep 15, 2011 | 4 | Sep 21, 2011 | 6 |
| -1.45% | Mar 10, 2020 | 1 | Mar 10, 2020 | 2 | Mar 12, 2020 | 3 |
Volatility
Volatility Chart
The current AGFiQ US Market Neutral Anti-Beta Fund volatility is 4.18%, 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.