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 |
| Expense Ratio | 2.11% |
| Index Tracked | Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index |
| Asset Class | Alternatives |
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.
BTALReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 7.31% | -7.43% |
| 6M | 22.22% | -19.95% |
| YTD | 22.22% | -19.74% |
| 1Y | 28.43% | -10.99% |
| 5Y | 2.02% | 7.93% |
| 10Y | -0.99% | 8.80% |
BTALMonthly Returns Heatmap
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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.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2020 | 419 | Nov 8, 2021 | — | — | — |
| -29.52% | Oct 4, 2011 | 1280 | Jan 12, 2018 | 500 | Mar 9, 2020 | 1780 |
| -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 |
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.
Portfolios with AGFiQ US Market Neutral Anti-Beta Fund
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