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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
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|
Close (05-29-2026) |
$12.06 |
|---|---|
| Change |
-$0.11
(-0.90%)
|
| Open | $12.07 |
|---|---|
| Day Range | $11.99 - $12.12 |
| Volume | 5,350 |
As at April 30, 2026
As at April 30, 2026
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Inception Return (October 07, 2019): -7.96%
| 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 | -10.40% | -12.11% | -13.38% | -13.25% | -37.47% | -17.53% | -13.17% | -8.64% | -4.15% | -9.34% | - | - | - | - |
| Benchmark | 3.81% | 7.00% | 13.54% | 7.89% | 40.10% | 28.50% | 21.54% | 16.52% | 15.51% | 18.30% | 14.14% | 13.56% | 12.35% | 12.61% |
| Category Average | -0.18% | 0.84% | 0.84% | 0.07% | 4.56% | 5.55% | 5.92% | 4.49% | 2.04% | 2.62% | 1.55% | - | - | - |
| Category Rank | 40 / 40 | 40 / 40 | 40 / 40 | 40 / 40 | 40 / 40 | 35 / 35 | 34 / 34 | 31 / 31 | 26 / 26 | 16 / 16 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -4.60% | -7.95% | -7.95% | -0.41% | -3.19% | -7.38% | 1.04% | -1.17% | -1.30% | -1.25% | -0.67% | -10.40% |
| Benchmark | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% | 1.32% | 0.84% | 7.72% | -4.32% | 3.81% |
9.84% (March 2020)
-14.59% (November 2020)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | -12.56% | -8.02% | 20.82% | -15.47% | 12.46% | -21.88% |
| Benchmark | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% | 31.68% |
| Category Average | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% | 9.41% | 5.55% |
| Quartile Ranking | - | - | - | - | 4 | 4 | 1 | 4 | 2 | 4 |
| Category Rank | - | - | - | - | 13/ 16 | 23/ 23 | 1/ 31 | 34/ 34 | 13/ 34 | 40/ 40 |
20.82% (2022)
-21.88% (2025)
| Name | Percent |
|---|---|
| Cash and Equivalents | 112.59 |
| International Equity | 0.74 |
| Canadian Equity | 0.39 |
| US Equity | -4.09 |
| Derivatives | -9.62 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 112.58 |
| Industrial Services | 3.62 |
| Consumer Goods | 1.80 |
| Telecommunications | 1.32 |
| Financial Services | 0.99 |
| Name | Percent |
|---|---|
| North America | 96.85 |
| Latin America | 0.91 |
| Europe | 0.19 |
| Africa and Middle East | -0.35 |
| Other | 2.40 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 86.58 |
| Dow Jones US Thematic Low Beta TRS | 32.12 |
| Government of United States of America Treasury Bill 0.00% 18-Jun-2026 | 23.60 |
| Currency Forwards | 2.41 |
| Murphy USA Inc | 0.61 |
| Verisign Inc | 0.50 |
| Centene Corp | 0.49 |
| CF Industries Holdings Inc | 0.49 |
| Molina Healthcare Inc | 0.48 |
| Virtu Financial Inc Cl A | 0.48 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
| Standard Deviation | 17.25% | 16.10% | - |
|---|---|---|---|
| Beta | -0.69% | -0.67% | - |
| Alpha | 0.01% | 0.07% | - |
| Rsquared | 0.21% | 0.27% | - |
| Sharpe | -0.94% | -0.36% | - |
| Sortino | -1.07% | -0.47% | - |
| Treynor | 0.24% | 0.09% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 13.06% | 17.25% | 16.10% | - |
| Beta | -0.03% | -0.69% | -0.67% | - |
| Alpha | -0.44% | 0.01% | 0.07% | - |
| Rsquared | 0.00% | 0.21% | 0.27% | - |
| Sharpe | -3.65% | -0.94% | -0.36% | - |
| Sortino | -2.58% | -1.07% | -0.47% | - |
| Treynor | 18.97% | 0.24% | 0.09% | - |
| 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 | $20.09 |
| 52 Week Low | $12.12 |
| 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 use leverage, which may be created through the use of cash borrowing, short sales and/or derivatives. AGF US Market Neutral Anti-Beta CAD-Hedged ETF's maximum aggreg
In seeking to achieve its investment objective, 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. AGF US Market Neutral Anti-Beta CAD-Hedged 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 Jones U.S. Thematic Market Neutral Low Beta Index (
| 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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