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BTAL vs. CLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTAL vs. CLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ProShares Long Online/Short Stores ETF (CLIX). The values are adjusted to include any dividend payments, if applicable.

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BTAL vs. CLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-2.99%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.68%
CLIX
ProShares Long Online/Short Stores ETF
-11.46%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.09%

Returns By Period

In the year-to-date period, BTAL achieves a -2.99% return, which is significantly higher than CLIX's -11.46% return.


BTAL

1D
-2.72%
1M
-0.85%
YTD
-2.99%
6M
-10.10%
1Y
-31.33%
3Y*
-8.29%
5Y*
-1.50%
10Y*
-3.16%

CLIX

1D
3.23%
1M
-1.05%
YTD
-11.46%
6M
-10.75%
1Y
16.49%
3Y*
17.93%
5Y*
-8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTAL vs. CLIX - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than CLIX's 0.65% expense ratio.


Return for Risk

BTAL vs. CLIX — 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: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 33
Martin Ratio Rank

CLIX
CLIX Risk / Return Rank: 3636
Overall Rank
CLIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CLIX Omega Ratio Rank: 3737
Omega Ratio Rank
CLIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CLIX Martin Ratio Rank: 2828
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. CLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ProShares Long Online/Short Stores ETF (CLIX). 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.


BTALCLIXDifference

Sharpe ratio

Return per unit of total volatility

-1.40

0.72

-2.12

Sortino ratio

Return per unit of downside risk

-2.13

1.10

-3.23

Omega ratio

Gain probability vs. loss probability

0.77

1.14

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.88

0.77

-1.65

Martin ratio

Return relative to average drawdown

-1.20

2.25

-3.44

BTAL vs. CLIX - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.40, which is lower than the CLIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BTAL and CLIX, 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


BTALCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.40

0.72

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.32

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.15

-0.32

Correlation

The correlation between BTAL and CLIX is -0.42. 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. CLIX - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 2.56%, more than CLIX's 0.60% yield.


TTM20252024202320222021202020192018
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
2.56%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CLIX
ProShares Long Online/Short Stores ETF
0.60%0.46%0.46%0.00%0.00%0.00%1.33%0.00%0.00%

Drawdowns

BTAL vs. CLIX - Drawdown Comparison

The maximum BTAL drawdown since its inception was -41.01%, smaller than the maximum CLIX drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for BTAL and CLIX.


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Drawdown Indicators


BTALCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-73.21%

+32.20%

Max Drawdown (1Y)

Largest decline over 1 year

-34.94%

-19.57%

-15.37%

Max Drawdown (5Y)

Largest decline over 5 years

-34.94%

-68.22%

+33.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-39.53%

-47.70%

+8.17%

Average Drawdown

Average peak-to-trough decline

-21.67%

-34.53%

+12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.64%

6.70%

+18.94%

Volatility

BTAL vs. CLIX - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 6.87%, while ProShares Long Online/Short Stores ETF (CLIX) has a volatility of 7.78%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than CLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

7.78%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

16.32%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

22.94%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

27.03%

-8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

26.04%

-9.00%