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Alternative Market Neutrl
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Close (05-06-2024) |
$19.08 |
---|---|
Change |
-$0.14
(-0.73%)
|
Open | $18.99 |
---|---|
Day Range | $18.99 - $19.08 |
Volume | 3,000 |
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
Inception Return (October 07, 2019): -4.54%
Row Heading | Return | Annualized Return | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
Fund | -0.07% | 6.83% | -2.21% | 6.83% | -5.41% | 2.82% | 3.83% | -6.88% | - | - | - | - | - | - |
Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
Category Average | 1.10% | 4.60% | 4.60% | 3.73% | 7.21% | 3.35% | 0.05% | 1.49% | - | - | - | - | - | - |
Category Rank | 24 / 24 | 6 / 23 | 23 / 23 | 6 / 23 | 23 / 23 | 19 / 23 | 11 / 19 | 12 / 12 | - | - | - | - | - | - |
Quartile Ranking | 4 | 2 | 4 | 2 | 4 | 4 | 3 | 4 | - | - | - | - | - | - |
Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 3.09% | -6.04% | -5.18% | -5.34% | 5.65% | 5.31% | 6.89% | -4.79% | -10.06% | 8.52% | -1.49% | -0.07% |
Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
9.84% (March 2020)
-14.59% (November 2020)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | - | - | - | -12.56% | -8.02% | 20.82% | -15.47% |
Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
Category Average | - | - | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% |
Quartile Ranking | - | - | - | - | - | - | 3 | 4 | 1 | 4 |
Category Rank | - | - | - | - | - | - | 9/ 12 | 19/ 19 | 1/ 23 | 23/ 23 |
20.82% (2022)
-15.47% (2023)
Name | Percent |
---|---|
Cash and Equivalents | 100.31 |
International Equity | 1.42 |
Derivatives | 0.10 |
US Equity | -1.82 |
Other | -0.01 |
Name | Percent |
---|---|
Cash and Cash Equivalent | 100.31 |
Industrial Goods | 2.18 |
Consumer Services | 1.78 |
Telecommunications | 1.40 |
Financial Services | 1.31 |
Other | -6.98 |
Name | Percent |
---|---|
North America | 98.58 |
Latin America | 1.38 |
Europe | 0.37 |
Africa and Middle East | -0.33 |
Name | Percent |
---|---|
Cash and Cash Equivalents | 75.69 |
Dow Jones US Thematic Low Beta TRS | 36.49 |
United States Treasury 0.00% 20-Jun-2024 | 24.50 |
Autozone Inc | 0.46 |
Vistra Corp | 0.46 |
Markel Corp | 0.45 |
Dick's Sporting Goods Inc | 0.43 |
Chipotle Mexican Grill Inc | 0.43 |
Deckers Outdoor Corp | 0.41 |
EMCOR Group Inc | 0.41 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
Standard Deviation | 16.19% | - | - |
---|---|---|---|
Beta | -0.66% | - | - |
Alpha | 0.11% | - | - |
Rsquared | 0.29% | - | - |
Sharpe | 0.15% | - | - |
Sortino | 0.18% | - | - |
Treynor | -0.04% | - | - |
Tax Efficiency | 88.59% | - | - |
Volatility | - | - |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 21.07% | 16.19% | - | - |
Beta | -0.73% | -0.66% | - | - |
Alpha | 0.07% | 0.11% | - | - |
Rsquared | 0.20% | 0.29% | - | - |
Sharpe | -0.39% | 0.15% | - | - |
Sortino | -0.42% | 0.18% | - | - |
Treynor | 0.11% | -0.04% | - | - |
Tax Efficiency | - | 88.59% | - | - |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
Start Date | October 07, 2019 |
---|---|
Instrument Type | Exchange Traded Fund (Alternative) |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | - |
Currency | CAD |
Distribution Frequency | Annual |
Assets ($mil) | - |
52 Week High | $20.40 |
52 Week Low | $16.90 |
Annual Dividend | - |
Annual Yield | - |
Index | Dow Jones U.S. Thematic Market Neutral Anti-Beta Index (CAD-Hedged) |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | 1x performance |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF seeks to provide a consistent negative beta exposure to the U.S. equity market by investing 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.
In seeking to achieve its investment objective, the AGFiQ US Market Neutral Anti-Beta CAD-Hedged ETF 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.
Name | Start Date |
---|---|
Robert Yan | 02-28-2023 |
Grant Wang | 02-28-2023 |
Jeff Kay | 02-28-2023 |
Fund Manager | AGF Investments Inc. |
---|---|
Advisor | AGF Investments Inc. |
Custodian | CIBC Mellon Trust Company |
Registrar | TSX Trust Company |
Distributor | - |
Auditor | PriceWaterhouseCoopers LLP |
MER | 0.55% |
---|---|
Management Fee | 0.55% |
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