NYSEArca - Delayed Quote • USD
AGF U.S. Market Neutral Anti-Beta Fund (BTAL)
At close: April 24 at 3:59 PM EDT
ETF Summary
The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. It will construct a dollar neutral portfolio of long and short positions of U.S. equities by investing primarily in the constituent securities of the Dow Jones U.S. Thematic Market Neutral Low Beta Index in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 11.68% |
| 5y Average Return | -0.63% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.59 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| BTAL | Category Average | BTAL | Category Average | BTAL | Category Average | |
| Alpha | 5.55 | 4.12 | 3.58 | 2.18 | 4.68 | 1.51 |
| BETA | -0.59 | -0.02 | -0.62 | 0.01 | -0.61 | 0.02 |
| Mean Annual Return | 0.45 | 0.58 | -0.03 | 0.37 | 0.11 | 0.26 |
| R-squared | 36.79 | 11.08 | 42.28 | 11.56 | 40.61 | 10.9 |
| Standard Deviation | 15.98 | 7.22 | 17.01 | 7.79 | 14.18 | 7.03 |
| Sharpe Ratio | 0.16 | 0.44 | -0.15 | 0.32 | -0.01 | 0.26 |
| Treynor Ratio | -2.18 | 4.97 | 6.41 | -9.47 | 1.98 | -22.93 |
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