Continue to site >
Trending ETFs

AGFiQ U.S. Market Neutral Anti-Beta Fund

ETF
BTAL
Payout Change
Suspended
Price as of:
$20.44 -0.39 -1.87%
primary theme
N/A
BTAL (ETF)

AGFiQ U.S. Market Neutral Anti-Beta Fund

Payout Change
Suspended
Price as of:
$20.44 -0.39 -1.87%
primary theme
N/A
BTAL (ETF)

AGFiQ U.S. Market Neutral Anti-Beta Fund

Payout Change
Suspended
Price as of:
$20.44 -0.39 -1.87%
primary theme
N/A

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$20.44

$117 M

0.00%

$0.00

2.53%

Vitals

YTD Return

3.4%

1 yr return

16.9%

3 Yr Avg Return

-2.0%

5 Yr Avg Return

0.0%

Net Assets

$117 M

Holdings in Top 10

7.2%

52 WEEK LOW AND HIGH

$20.8
$16.20
$20.93

Expenses

OPERATING FEES

Expense Ratio 2.53%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 225.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund

Investment Style

Equity Market Neutral


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$20.44

$117 M

0.00%

$0.00

2.53%

BTAL - Profile

Distributions

  • YTD Total Return 15.0%
  • 3 Yr Annualized Total Return -2.0%
  • 5 Yr Annualized Total Return 0.0%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.09%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AGFiQ U.S. Market Neutral Anti-Beta Fund
  • Fund Family Name
    AGFiQ
  • Inception Date
    Sep 13, 2011
  • Shares Outstanding
    5900000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    William DeRoche

Fund Description

The fund 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. It 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 in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.


BTAL - Performance

Return Ranking - Trailing

Period BTAL Return Category Return Low Category Return High Rank in Category (%)
YTD 3.4% -11.6% 15.8% 100.00%
1 Yr 16.9% -33.0% 41.7% 100.00%
3 Yr -2.0%* -10.5% 13.4% 81.63%
5 Yr 0.0%* -4.8% 11.1% 98.80%
10 Yr -0.9%* -4.6% 7.6% N/A

* Annualized

Return Ranking - Calendar

Period BTAL Return Category Return Low Category Return High Rank in Category (%)
2021 -6.8% -31.7% 23.2% 90.82%
2020 -13.9% -20.7% 10.7% 47.42%
2019 0.2% -12.4% 14.7% 1.11%
2018 14.7% -13.2% 12.9% 91.14%
2017 -2.1% -11.7% 7.9% 94.29%

Total Return Ranking - Trailing

Period BTAL Return Category Return Low Category Return High Rank in Category (%)
YTD 15.0% -11.7% 15.8% 100.00%
1 Yr 16.9% -33.0% 41.7% 100.00%
3 Yr -2.0%* -10.5% 13.4% 80.61%
5 Yr 0.0%* -4.8% 11.1% 98.80%
10 Yr -0.9%* -4.6% 7.6% N/A

* Annualized

Total Return Ranking - Calendar

Period BTAL Return Category Return Low Category Return High Rank in Category (%)
2021 -6.8% -31.7% 23.2% 90.82%
2020 -13.9% -20.7% 10.7% 47.42%
2019 0.2% -12.4% 14.7% 1.11%
2018 14.7% -12.7% 12.9% 91.14%
2017 -2.1% -11.5% 13.2% 94.29%

BTAL - Holdings

Concentration Analysis

BTAL Category Low Category High BTAL % Rank
Net Assets 117 M 105 K 12.6 B 50.00%
Number of Holdings 409 5 2526 33.65%
Net Assets in Top 10 -6.93 M -619 M 6.53 B 87.50%
Weighting of Top 10 7.23% 7.6% 96.1% 93.90%

Top 10 Holdings

  1. Dow Jones Thematic S Anti-B 4.86%
  2. Dow Jones Thematic S Anti-B 4.86%
  3. Dow Jones Thematic S Anti-B 4.86%
  4. Dow Jones Thematic S Anti-B 4.86%
  5. Dow Jones Thematic S Anti-B 4.86%
  6. Dow Jones Thematic S Anti-B 4.86%
  7. Dow Jones Thematic S Anti-B 4.86%
  8. Dow Jones Thematic S Anti-B 4.86%
  9. Dow Jones Thematic S Anti-B 4.86%
  10. Dow Jones Thematic S Anti-B 4.86%

Asset Allocation

Weighting Return Low Return High BTAL % Rank
Cash
95.07% -225.56% 102.75% 9.62%
Stocks
4.93% -57.09% 325.56% 66.35%
Preferred Stocks
0.00% 0.00% 5.67% 60.58%
Other
0.00% -11.90% 43.69% 65.38%
Convertible Bonds
0.00% 0.00% 95.47% 67.31%
Bonds
0.00% -1.04% 63.30% 69.23%

Stock Sector Breakdown

Weighting Return Low Return High BTAL % Rank
Technology
15.91% 0.00% 100.00% 55.91%
Industrials
14.77% 0.00% 27.58% 27.96%
Consumer Cyclical
14.02% 0.00% 29.06% 41.94%
Financial Services
12.92% 0.00% 98.37% 34.41%
Healthcare
12.27% 0.00% 27.28% 35.48%
Consumer Defense
8.23% 0.00% 30.58% 20.43%
Real Estate
8.21% 0.00% 93.91% 8.60%
Utilities
4.93% 0.00% 66.28% 27.96%
Communication Services
3.90% 0.00% 33.72% 62.37%
Energy
3.32% 0.00% 53.30% 29.03%
Basic Materials
1.51% 0.00% 42.74% 45.16%

Stock Geographic Breakdown

Weighting Return Low Return High BTAL % Rank
US
4.93% -55.82% 325.56% 80.77%
Non US
0.00% -7.09% 86.98% 52.88%

BTAL - Expenses

Operational Fees

BTAL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.53% 0.73% 9.52% 41.75%
Management Fee 0.45% 0.13% 1.65% 9.62%
12b-1 Fee 0.00% 0.00% 1.00% 11.86%
Administrative Fee N/A 0.06% 0.40% N/A

Sales Fees

BTAL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.75% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

BTAL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

BTAL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 225.00% 30.00% 483.00% 100.00%

BTAL - Distributions

Dividend Yield Analysis

BTAL Category Low Category High BTAL % Rank
Dividend Yield 0.00% 0.00% 0.75% 45.19%

Dividend Distribution Analysis

BTAL Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Quarterly Annually

Net Income Ratio Analysis

BTAL Category Low Category High BTAL % Rank
Net Income Ratio 1.09% -2.49% 4.20% 33.98%

Capital Gain Distribution Analysis

BTAL Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

BTAL - Fund Manager Analysis

Managers

William DeRoche


Start Date

Tenure

Tenure Rank

Sep 13, 2011

10.64

10.6%

Bill is Chief Investment Officer and Portfolio Manager at FFCM, LLC. Bill is one of the co-founders of FFCM. Before founding FFCM, Bill was a Vice President at State Street Global Advisors and was the head of the U.S. Enhanced Equities team. Prior to joining SSgA in 2003, Bill was a quantitative analyst and portfolio manager at Putnam Investments. Bill has been working in the investment management field since 1995. Bill has a Bachelor's degreee in Electrical Engineering from the United States Naval Academy and an MBA from the Amos Tuck School of Business Administration at Dartmouth College.

Philip Lee


Start Date

Tenure

Tenure Rank

Jul 31, 2013

8.75

8.8%

Phil is Chief Operations Officer and Portfolio Manager at FFCM, LLC. Prior to joining FFCM, Phil was an equity strategist at Platinum Grove Asset Management LP where his responsibilites included supervising electronic trade execution, automating trade operations and building out systems infrastructure. Phil has also co-managed statistical arbitrage strategies in the Japanese Equity Market. He was Director of Development at Principia Capital Management, LLC, a statistical arbitrage hedge fund, where he developed the firm's quantitative research and trading platforms. Previously, Phil was a Vice President in Goldman Sachs' Fixed Income Derivatives. Phil has been a member of the investing community since 1992. Phil holds engineering degrees from the University of Pennsylvania (Ph.D.) and the Cooper Union (BE and ME)

Josh Belko


Start Date

Tenure

Tenure Rank

Dec 31, 2017

4.33

4.3%

Josh is an Associate Portfolio Manager and Research Analyst for AGFiQ ETFs and AGF Investments, LLC, a registered investment adviser focused on factor driven traditional and alternative investment strategies. Prior to AGF Investments, Josh was an analyst at Pioneer Investments where he supported the investment management process for global equity, fixed income and derivative products. Prior to Pioneer, he was an investor service representative for a European firm managing $55 billion in assets at Brown Brothers Harriman. Josh also worked at Standish Mellon Asset Management as a structured products analyst and at State Street Global Markets as a FX trader. Josh attained a Bachelor of Science degree in Finance from Northeastern University D’Amore-McKim School of Business while playing on their NCAA Division I football team. He has also earned the Chartered Financial Analyst designation

Tenure Analysis

Category Low Category High Category Average Category Mode
0.08 30.59 6.3 9.42