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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
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|
Close (12-03-2025) |
$15.13 |
|---|---|
| Change |
-$0.15
(-0.98%)
|
| Open | - |
|---|---|
| Day Range | - - - |
| Volume | 25 |
As at October 31, 2025
As at October 31, 2025
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Inception Return (October 07, 2019): -6.39%
| 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 | -7.38% | -10.70% | -27.82% | -21.77% | -24.37% | -13.20% | -8.31% | -1.35% | -7.20% | -6.06% | - | - | - | - |
| Benchmark | 0.97% | 11.70% | 23.39% | 25.13% | 28.75% | 30.39% | 19.52% | 12.89% | 17.64% | 14.06% | 13.94% | 11.61% | 11.60% | 11.71% |
| Category Average | 1.11% | 3.69% | 3.69% | 4.75% | 6.00% | 7.58% | 6.49% | 4.16% | 2.63% | 1.03% | - | - | - | - |
| Category Rank | 43 / 43 | 43 / 43 | 43 / 43 | 43 / 43 | 43 / 43 | 37 / 37 | 37 / 37 | 33 / 33 | 23 / 23 | 16 / 16 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -5.25% | 2.02% | -1.90% | 6.71% | 6.78% | -3.04% | -4.60% | -7.95% | -7.95% | -0.41% | -3.19% | -7.38% |
| Benchmark | 6.37% | -3.27% | 3.48% | -0.40% | -1.51% | -0.10% | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% |
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 | 111.51 |
| International Equity | 0.73 |
| Canadian Equity | 0.35 |
| US Equity | -3.05 |
| Derivatives | -9.53 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 111.51 |
| Industrial Services | 3.94 |
| Consumer Goods | 2.35 |
| Telecommunications | 2.22 |
| Financial Services | 1.43 |
| Name | Percent |
|---|---|
| North America | 100.13 |
| Latin America | 1.04 |
| Europe | 0.03 |
| Africa and Middle East | -0.35 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 91.90 |
| Dow Jones US Thematic Low Beta TRS | 32.87 |
| Government of United States of America Treasury Bill 0.00% 18-Dec-2025 | 20.47 |
| Autozone Inc | 0.68 |
| International Business Machines Corp | 0.51 |
| Centene Corp | 0.49 |
| UL Solutions Inc Cl A | 0.49 |
| CH Robinson Worldwide Inc | 0.48 |
| Electronic Arts Inc | 0.48 |
| Eversource Energy | 0.46 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
| Standard Deviation | 17.28% | 17.42% | - |
|---|---|---|---|
| Beta | -0.77% | -0.83% | - |
| Alpha | 0.07% | 0.08% | - |
| Rsquared | 0.28% | 0.37% | - |
| Sharpe | -0.64% | -0.49% | - |
| Sortino | -0.74% | -0.62% | - |
| Treynor | 0.15% | 0.10% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 17.81% | 17.28% | 17.42% | - |
| Beta | -0.86% | -0.77% | -0.83% | - |
| Alpha | -0.04% | 0.07% | 0.08% | - |
| Rsquared | 0.27% | 0.28% | 0.37% | - |
| Sharpe | -1.63% | -0.64% | -0.49% | - |
| Sortino | -1.76% | -0.74% | -0.62% | - |
| Treynor | 0.34% | 0.15% | 0.10% | - |
| Tax Efficiency | - | - | - | - |
| 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 | $15.01 |
| 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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