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Trending ETFs

AGFiQ U.S. Market Neutral Value Fund

etf
CHEP
Dividend policy
Active
Price as of:
$15.02 +0.0 +0%
primary theme
N/A
CHEP (ETF)

AGFiQ U.S. Market Neutral Value Fund

Dividend policy
Active
Price as of:
$15.02 +0.0 +0%
primary theme
N/A
CHEP (ETF)
AGFiQ U.S. Market Neutral Value Fund
Dividend policy
Active
Price as of:
$15.02 +0.0 +0%
primary theme
N/A

CHEP - Snapshot

Vitals

  • YTD Return N/A
  • 3 Yr Annualized Return -15.1%
  • 5 Yr Annualized Return -9.1%
  • Net Assets $747 K
  • Holdings in Top 10 10.7%

52 WEEK LOW AND HIGH

$15.02
$13.37
$20.56

Expenses

OPERATING RELATED FEES

  • Expense Ratio 23.08%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 122.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) N/A
  • IRA N/A

Fund Classification

  • Primary Theme N/A
  • Fund Type Exchange Traded Fund
  • Investment Style Market Neutral

Compare CHEP to Popular Funds

Overview

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Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$11.52

+0.17%

$303.06 B

-

$0.00

blocked
blocked
blocked

-0.86%

-

$130.68

-0.71%

$287.10 B

1.58%

$2.08

blocked
blocked
blocked

0.39%

-

$332.77

-0.72%

$261.19 B

1.57%

$5.27

blocked
blocked
blocked

0.39%

-

$11.35

+0.09%

$221.77 B

2.19%

$0.25

blocked
blocked
blocked

-0.96%

-

$1.00

0.00%

$220.19 B

0.26%

$0.00

blocked
blocked
blocked

-

Compare CHEP to Popular ETFs

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$197.06

-0.87%

$1.08 T

1.05%

$2.10

blocked
blocked
blocked

1.24%

-

$345.37

-0.71%

$637.05 B

1.52%

$5.30

blocked
blocked
blocked

0.49%

-

$61.85

-1.53%

$416.90 B

2.05%

$1.29

blocked
blocked
blocked

2.81%

-

$375.70

-0.73%

$329.02 B

1.50%

$5.68

blocked
blocked
blocked

0.49%

-

$87.35

+0.08%

$303.06 B

2.24%

$1.95

blocked
blocked
blocked

-0.95%

-

CHEP - Profile

Distributions

  • YTD Total Return N/A
  • 3 Yr Annualized Total Return -15.1%
  • 5 Yr Annualized Total Return -9.1%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.61%
DIVIDENDS
  • Dividend Yield 3.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AGFiQ U.S. Market Neutral Value Fund
  • Fund Family Name
    AGFiQ
  • Inception Date
    Sep 13, 2011
  • Shares Outstanding
    50000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    William DeRoche

Fund Description

The fund invests at least 80% of its net assets in common stock of the long positions in the underlying index and sells short at least 80% of the short positions in the underlying index. The index is a long/short market neutral index that is dollar-neutral. As such, it identifies long and short securities positions of approximately equal dollar amounts. In choosing to track a market neutral index, the fund seeks to limit the effects of general market movements on the fund.


CHEP - Performance

Return Ranking - Trailing

Period CHEP Return Category Return Low Category Return High Rank in Category (%)
YTD N/A 0.0% 0.0% 97.09%
1 Yr -27.1% -27.1% 18.0% 100.00%
3 Yr -15.1%* -15.1% 9.5% 100.00%
5 Yr -9.1%* -9.1% 8.2% 100.00%
10 Yr N/A* -6.5% 9.2% N/A

* Annualized

Return Ranking - Calendar

Period CHEP Return Category Return Low Category Return High Rank in Category (%)
2020 -28.4% -31.8% 23.9% 97.09%
2019 -2.3% -20.7% 10.7% 70.59%
2018 -17.7% -17.7% 14.7% 100.00%
2017 -5.0% -13.2% 12.9% 95.12%
2016 13.5% -17.6% 13.5% 1.37%

Total Return Ranking - Trailing

Period CHEP Return Category Return Low Category Return High Rank in Category (%)
YTD N/A 0.0% 0.0% 97.09%
1 Yr -27.1% -27.1% 18.0% 100.00%
3 Yr -15.1%* -15.1% 9.5% 100.00%
5 Yr -9.1%* -9.1% 8.2% 100.00%
10 Yr N/A* -6.5% 9.2% N/A

* Annualized

Total Return Ranking - Calendar

Period CHEP Return Category Return Low Category Return High Rank in Category (%)
2020 -28.4% -31.8% 23.9% 97.09%
2019 -2.3% -20.7% 10.7% 70.59%
2018 -17.7% -17.7% 14.7% 100.00%
2017 -5.0% -12.7% 12.9% 95.12%
2016 13.5% -17.6% 13.5% 1.37%

CHEP - Holdings

Concentration Analysis

CHEP Category Low Category High CHEP % Rank
Net Assets 747 K 105 K 10.7 B 96.33%
Number of Holdings 403 5 4273 33.94%
Net Assets in Top 10 -30.9 K -184 M 5.35 B 90.83%
Weighting of Top 10 10.69% 8.7% 82.1% 97.80%

Top 10 Holdings

  1. Dow Jones Thematic S Val 3.47%
  2. Dow Jones Thematic S Val 3.47%
  3. Dow Jones Thematic S Val 3.47%
  4. Dow Jones Thematic S Val 3.47%
  5. Dow Jones Thematic S Val 3.47%
  6. Dow Jones Thematic S Val 3.47%
  7. Dow Jones Thematic S Val 3.47%
  8. Dow Jones Thematic S Val 3.47%
  9. Dow Jones Thematic S Val 3.47%
  10. Dow Jones Thematic S Val 3.47%

Asset Allocation

Weighting Return Low Return High CHEP % Rank
Cash
96.02% -225.56% 119.37% 20.18%
Stocks
3.97% -45.39% 325.56% 61.47%
Preferred Stocks
0.00% 0.00% 6.55% 87.16%
Other
0.00% -2.54% 90.75% 78.90%
Convertible Bonds
0.00% 0.00% 88.08% 88.99%
Bonds
0.00% -3.69% 68.67% 82.57%

Stock Sector Breakdown

Weighting Return Low Return High CHEP % Rank
Technology
14.90% 0.00% 100.00% 46.94%
Consumer Cyclical
14.24% 0.00% 21.94% 21.43%
Financial Services
14.21% 0.00% 99.83% 55.10%
Industrials
14.20% 0.00% 27.12% 26.53%
Healthcare
11.42% 0.00% 33.24% 45.92%
Real Estate
10.10% 0.00% 96.33% 5.10%
Basic Materials
5.12% 0.00% 100.00% 22.45%
Consumer Defense
4.38% 0.00% 31.86% 42.86%
Communication Services
4.19% 0.00% 33.72% 70.41%
Utilities
3.69% 0.00% 66.28% 30.61%
Energy
3.56% 0.00% 39.55% 32.65%

Stock Geographic Breakdown

Weighting Return Low Return High CHEP % Rank
Non US
2.69% -8.77% 83.94% 39.45%
US
1.28% -44.74% 325.56% 64.22%

CHEP - Expenses

Operational Fees

CHEP Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 23.08% 0.64% 23.08% 0.95%
Management Fee 0.45% 0.13% 1.65% 7.34%
12b-1 Fee 0.00% 0.00% 1.00% 25.00%
Administrative Fee N/A 0.06% 0.40% N/A

Sales Fees

CHEP 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

CHEP 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.

CHEP Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 122.00% 30.00% 483.00% 39.36%

CHEP - Distributions

Dividend Yield Analysis

CHEP Category Low Category High CHEP % Rank
Dividend Yield 2.95% 0.00% 2.95% 0.92%

Dividend Distribution Analysis

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

Net Income Ratio Analysis

CHEP Category Low Category High CHEP % Rank
Net Income Ratio 1.61% -3.64% 3.48% 22.86%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

CHEP - Fund Manager Analysis

Managers

William DeRoche


Start Date

Tenure

Tenure Rank

Sep 13, 2011

9.22

9.2%

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

7.34

7.3%

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

2.92

2.9%

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
0.3 30.26 6.36 3.29