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BTAL vs. BHMG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTAL vs. BHMG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and BH Macro Limited (BHMG.L). The values are adjusted to include any dividend payments, if applicable.

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BTAL vs. BHMG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-4.03%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
BHMG.L
BH Macro Limited
4.08%5.69%8.78%-13.95%7.22%5.29%39.00%14.79%11.56%2.64%
Different Trading Currencies

BTAL is traded in USD, while BHMG.L is traded in GBp. To make them comparable, the BHMG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTAL achieves a -4.03% return, which is significantly lower than BHMG.L's 4.08% return. Over the past 10 years, BTAL has underperformed BHMG.L with an annualized return of -3.26%, while BHMG.L has yielded a comparatively higher 7.05% annualized return.


BTAL

1D
-1.07%
1M
-1.50%
YTD
-4.03%
6M
-9.59%
1Y
-31.80%
3Y*
-8.62%
5Y*
-1.72%
10Y*
-3.26%

BHMG.L

1D
0.42%
1M
-3.62%
YTD
4.08%
6M
4.98%
1Y
14.55%
3Y*
2.65%
5Y*
3.91%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BTAL vs. BHMG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTAL
BTAL Risk / Return Rank: 11
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 22
Martin Ratio Rank

BHMG.L
BHMG.L Risk / Return Rank: 6969
Overall Rank
BHMG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BHMG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
BHMG.L Omega Ratio Rank: 6565
Omega Ratio Rank
BHMG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
BHMG.L Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTAL vs. BHMG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and BH Macro Limited (BHMG.L). 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.


BTALBHMG.LDifference

Sharpe ratio

Return per unit of total volatility

-1.42

1.08

-2.50

Sortino ratio

Return per unit of downside risk

-2.16

1.57

-3.74

Omega ratio

Gain probability vs. loss probability

0.77

1.20

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.92

1.78

-2.70

Martin ratio

Return relative to average drawdown

-1.25

4.97

-6.21

BTAL vs. BHMG.L - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.42, which is lower than the BHMG.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BTAL and BHMG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTALBHMG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.42

1.08

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.19

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

0.37

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

Correlation

The correlation between BTAL and BHMG.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BTAL vs. BHMG.L - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 2.59%, while BHMG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
2.59%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
BHMG.L
BH Macro Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BTAL vs. BHMG.L - Drawdown Comparison

The maximum BTAL drawdown since its inception was -41.01%, smaller than the maximum BHMG.L drawdown of -120.16%. Use the drawdown chart below to compare losses from any high point for BTAL and BHMG.L.


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Drawdown Indicators


BTALBHMG.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-127.79%

+86.78%

Max Drawdown (1Y)

Largest decline over 1 year

-34.94%

-6.98%

-27.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.94%

-35.94%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-35.94%

-5.07%

Current Drawdown

Current decline from peak

-40.18%

-122.80%

+82.62%

Average Drawdown

Average peak-to-trough decline

-21.67%

-84.68%

+63.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.73%

3.07%

+22.66%

Volatility

BTAL vs. BHMG.L - Volatility Comparison

AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 6.72% compared to BH Macro Limited (BHMG.L) at 5.11%. This indicates that BTAL's price experiences larger fluctuations and is considered to be riskier than BHMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALBHMG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

5.11%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

8.70%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

13.42%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

20.07%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

19.02%

-1.98%