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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
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|
Close (03-28-2025) |
$21.59 |
|---|---|
| Change |
$0.44
(2.08%)
|
| Open | $21.49 |
|---|---|
| Day Range | $21.49 - $21.59 |
| Volume | 552,325 |
As at February 28, 2025
As at February 28, 2025
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Inception Return (October 07, 2019): -2.04%
| 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 | 6.71% | 6.80% | -0.41% | 4.68% | 10.12% | 3.73% | 6.05% | 5.24% | -1.86% | - | - | - | - | - |
| Benchmark | -0.40% | -0.31% | 10.31% | 3.06% | 22.45% | 15.63% | 9.72% | 12.23% | 12.73% | 11.38% | 10.72% | 9.76% | 11.18% | 8.50% |
| Category Average | 0.20% | 3.50% | 3.50% | 0.72% | 7.40% | 6.78% | 4.61% | 1.36% | 1.02% | - | - | - | - | - |
| Category Rank | 1 / 44 | 4 / 44 | 42 / 44 | 1 / 44 | 11 / 38 | 23 / 37 | 13 / 33 | 13 / 23 | 16 / 16 | - | - | - | - | - |
| Quartile Ranking | 1 | 1 | 4 | 1 | 2 | 3 | 2 | 3 | 4 | - | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.07% | 4.89% | 1.50% | 1.48% | -1.03% | 3.48% | -2.18% | 0.61% | -5.25% | 2.02% | -1.90% | 6.71% |
| Benchmark | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% | -3.27% | 3.48% | -0.40% |
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 | 93.98 |
| Derivatives | 2.28 |
| International Equity | 1.95 |
| US Equity | 1.48 |
| Canadian Equity | 0.31 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 93.98 |
| Industrial Services | 3.34 |
| Consumer Goods | 2.83 |
| Telecommunications | 1.96 |
| Financial Services | 1.56 |
| Other | -3.67 |
| Name | Percent |
|---|---|
| North America | 98.05 |
| Europe | 1.38 |
| Latin America | 0.82 |
| Africa and Middle East | -0.25 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 75.66 |
| Dow Jones US Thematic Low Beta TRS | 35.86 |
| United States Treasury 20-Mar-2025 | 18.03 |
| Autozone Inc | 0.50 |
| Verisign Inc | 0.41 |
| Alaska Air Group Inc | 0.40 |
| O'Reilly Automotive Inc | 0.39 |
| Royalty Pharma PLC Cl A | 0.38 |
| Fox Corp Cl A | 0.37 |
| VF Corp | 0.36 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
| Standard Deviation | 16.74% | 16.85% | - |
|---|---|---|---|
| Beta | -0.71% | -0.66% | - |
| Alpha | 0.15% | 0.08% | - |
| Rsquared | 0.35% | 0.38% | - |
| Sharpe | 0.21% | -0.17% | - |
| Sortino | 0.36% | -0.26% | - |
| Treynor | -0.05% | 0.04% | - |
| Tax Efficiency | 92.98% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 11.35% | 16.74% | 16.85% | - |
| Beta | -0.80% | -0.71% | -0.66% | - |
| Alpha | 0.27% | 0.15% | 0.08% | - |
| Rsquared | 0.56% | 0.35% | 0.38% | - |
| Sharpe | 0.55% | 0.21% | -0.17% | - |
| Sortino | 1.11% | 0.36% | -0.26% | - |
| Treynor | -0.08% | -0.05% | 0.04% | - |
| Tax Efficiency | 100.00% | 92.98% | - | - |
| 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 | $22.00 |
| 52 Week Low | $18.39 |
| 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.
| 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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