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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
Click for more information on Fundata’s FundGrade.
|
Close (05-20-2025) |
$19.96 |
|---|---|
| Change |
$0.18
(0.91%)
|
| Open | $19.95 |
|---|---|
| Day Range | $19.92 - $20.03 |
| Volume | 9,231 |
As at April 30, 2025
As at April 30, 2025
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Inception Return (October 07, 2019): -1.36%
| 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 | -3.04% | 10.48% | 4.77% | 8.38% | 8.78% | 2.32% | 3.68% | 6.65% | -2.35% | - | - | - | - | - |
| Benchmark | -0.10% | -2.00% | 4.34% | 1.41% | 17.85% | 13.20% | 9.57% | 10.07% | 14.37% | 10.31% | 10.21% | 9.29% | 9.91% | 8.27% |
| Category Average | 0.79% | 2.23% | 2.23% | 1.02% | 6.54% | 6.61% | 4.46% | 1.41% | 2.24% | 1.05% | - | - | - | - |
| Category Rank | 41 / 44 | 1 / 44 | 10 / 44 | 1 / 44 | 8 / 38 | 37 / 37 | 19 / 33 | 7 / 26 | 16 / 16 | - | - | - | - | - |
| Quartile Ranking | 4 | 1 | 1 | 1 | 1 | 4 | 3 | 2 | 4 | - | - | - | - | - |
| Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.50% | 1.48% | -1.03% | 3.48% | -2.18% | 0.61% | -5.25% | 2.02% | -1.90% | 6.71% | 6.78% | -3.04% |
| Benchmark | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% | -3.27% | 3.48% | -0.40% | -1.51% | -0.10% |
9.84% (March 2020)
-14.59% (November 2020)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | -12.56% | -8.02% | 20.82% | -15.47% | 12.46% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | - | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% | 9.41% |
| Quartile Ranking | - | - | - | - | - | 4 | 4 | 1 | 4 | 2 |
| Category Rank | - | - | - | - | - | 13/ 16 | 23/ 23 | 1/ 33 | 37/ 37 | 13/ 37 |
20.82% (2022)
-15.47% (2023)
| Name | Percent |
|---|---|
| Cash and Equivalents | 97.91 |
| Derivatives | 2.97 |
| International Equity | 1.91 |
| Canadian Equity | 0.21 |
| US Equity | -3.04 |
| Other | 0.04 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 97.91 |
| Industrial Services | 2.72 |
| Consumer Goods | 2.49 |
| Telecommunications | 1.72 |
| Financial Services | 1.32 |
| Other | -6.16 |
| Name | Percent |
|---|---|
| North America | 98.05 |
| Europe | 1.52 |
| Latin America | 0.68 |
| Africa and Middle East | -0.29 |
| Other | 0.04 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 77.34 |
| Dow Jones US Thematic Low Beta TRS | 31.05 |
| United States Treasury 20-Jun-2025 | 16.68 |
| Currency Forwards | 3.89 |
| Autozone Inc | 0.49 |
| CACI International Inc Cl A | 0.42 |
| O'Reilly Automotive Inc | 0.37 |
| Verisign Inc | 0.37 |
| Science Applications Intl Corp | 0.36 |
| Firstcash Holdings Inc | 0.35 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
| Standard Deviation | 16.62% | 16.52% | - |
|---|---|---|---|
| Beta | -0.71% | -0.76% | - |
| Alpha | 0.12% | 0.10% | - |
| Rsquared | 0.33% | 0.34% | - |
| Sharpe | 0.06% | -0.21% | - |
| Sortino | 0.17% | -0.31% | - |
| Treynor | -0.01% | 0.05% | - |
| Tax Efficiency | 89.23% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 12.84% | 16.62% | 16.52% | - |
| Beta | -0.80% | -0.71% | -0.76% | - |
| Alpha | 0.23% | 0.12% | 0.10% | - |
| Rsquared | 0.41% | 0.33% | 0.34% | - |
| Sharpe | 0.43% | 0.06% | -0.21% | - |
| Sortino | 0.85% | 0.17% | -0.31% | - |
| Treynor | -0.07% | -0.01% | 0.05% | - |
| Tax Efficiency | 100.00% | 89.23% | - | - |
| Start Date | October 07, 2019 |
|---|---|
| Instrument Type | Exchange Traded Fund (Alternative) |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $22.47 |
| 52 Week Low | $18.59 |
| 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.
AGF 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. The ETF 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. The performance of AGF US Market Neutral Anti-Beta CAD-Hedged ETF will depend on the difference in the rate of returns between its long p
| Portfolio Manager |
AGF Investments Inc.
|
|---|---|
| Sub-Advisor |
AGF Investments LLC |
| Fund Manager |
AGF Investments Inc. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
TSX Trust Company |
| Distributor |
- |
| MER | 0.55% |
|---|---|
| Management Fee | 0.55% |
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