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Trending ETFs

AGFiQ U.S. Market Neutral Momentum Fund

ETF
MOM
Payout Change
Suspended
Price as of:
$21.54 +0.0 +0.0%
primary theme
N/A
MOM (ETF)

AGFiQ U.S. Market Neutral Momentum Fund

Payout Change
Suspended
Price as of:
$21.54 +0.0 +0.0%
primary theme
N/A
MOM (ETF)

AGFiQ U.S. Market Neutral Momentum Fund

Payout Change
Suspended
Price as of:
$21.54 +0.0 +0.0%
primary theme
N/A

Name

As of 03/15/2021

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$21.54

$4.73 M

-

$0.00

9.79%

Vitals

YTD Return

-14.6%

1 yr return

-8.8%

3 Yr Avg Return

-2.3%

5 Yr Avg Return

-2.4%

Net Assets

$4.73 M

Holdings in Top 10

21.6%

52 WEEK LOW AND HIGH

$21.5
$20.73
$31.60

Expenses

OPERATING FEES

Expense Ratio 9.79%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 391.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund


Name

As of 03/15/2021

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$21.54

$4.73 M

-

$0.00

9.79%

MOM - Profile

Distributions

  • YTD Total Return -14.6%
  • 3 Yr Annualized Total Return -2.3%
  • 5 Yr Annualized Total Return -2.4%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.99%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    AGFiQ U.S. Market Neutral Momentum Fund
  • Fund Family Name
    AGFiQ
  • Inception Date
    Sep 07, 2011
  • Shares Outstanding
    200000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    William DeRoche

Fund Description


MOM - Performance

Return Ranking - Trailing

Period MOM Return Category Return Low Category Return High Rank in Category (%)
YTD -14.6% -10.2% 15.8% 100.00%
1 Yr -8.8% -26.8% 34.8% 90.48%
3 Yr -2.3%* -13.3% 14.9% 70.00%
5 Yr -2.4%* -6.4% 11.8% 85.88%
10 Yr N/A* -4.9% 7.9% N/A

* Annualized

Return Ranking - Calendar

Period MOM Return Category Return Low Category Return High Rank in Category (%)
2023 9.6% -31.7% 23.2% 9.00%
2022 -6.9% -20.7% 10.7% 76.77%
2021 2.9% -12.4% 14.7% 14.13%
2020 5.5% -13.2% 12.9% 9.88%
2019 -17.6% -11.7% 7.9% 100.00%

Total Return Ranking - Trailing

Period MOM Return Category Return Low Category Return High Rank in Category (%)
YTD -14.6% -10.0% 15.8% 100.00%
1 Yr -8.8% -26.8% 34.8% 88.57%
3 Yr -2.3%* -13.3% 14.9% 70.00%
5 Yr -2.4%* -6.4% 11.8% 82.35%
10 Yr N/A* -4.9% 7.9% N/A

* Annualized

Total Return Ranking - Calendar

Period MOM Return Category Return Low Category Return High Rank in Category (%)
2023 9.6% -31.7% 23.2% 9.00%
2022 -6.9% -20.7% 10.7% 76.77%
2021 2.9% -12.4% 14.7% 17.39%
2020 5.5% -12.7% 12.9% 27.16%
2019 -17.6% -11.5% 13.2% 100.00%

MOM - Holdings

Concentration Analysis

MOM Category Low Category High MOM % Rank
Net Assets 4.73 M 105 K 11.9 B 95.28%
Number of Holdings 405 5 2909 33.96%
Net Assets in Top 10 -90.1 K -5.72 M 6.56 B 93.40%
Weighting of Top 10 21.61% 9.8% 96.2% 82.95%

Top 10 Holdings

  1. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  2. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  3. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  4. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  5. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  6. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  7. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  8. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  9. Future on DJ US Thematic Market Neut Size TR USD 7.75%
  10. Future on DJ US Thematic Market Neut Size TR USD 7.75%

Asset Allocation

Weighting Return Low Return High MOM % Rank
Cash
113.46% -225.56% 112.84% 0.94%
Preferred Stocks
0.00% 0.00% 5.67% 32.08%
Other
0.00% -9.69% 43.69% 50.94%
Convertible Bonds
0.00% 0.00% 95.47% 43.40%
Bonds
0.00% -1.04% 62.26% 50.00%
Stocks
-13.46% -57.09% 325.56% 92.45%

MOM - Expenses

Operational Fees

MOM Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 9.79% 0.73% 9.52% 0.95%
Management Fee 0.45% 0.13% 1.65% 9.43%
12b-1 Fee 0.00% 0.00% 1.00% 1.61%
Administrative Fee N/A 0.06% 0.40% N/A

Sales Fees

MOM 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

MOM 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.

MOM Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 391.00% 30.00% 483.00% 92.31%

MOM - Distributions

Dividend Yield Analysis

MOM Category Low Category High MOM % Rank
Dividend Yield 0.00% 0.00% 0.73% 8.49%

Dividend Distribution Analysis

MOM Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Annually Annually

Net Income Ratio Analysis

MOM Category Low Category High MOM % Rank
Net Income Ratio -0.99% -2.49% 4.20% 80.95%

Capital Gain Distribution Analysis

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

Distributions History

View More +

MOM - Fund Manager Analysis

Managers

William DeRoche


Start Date

Tenure

Tenure Rank

Sep 07, 2011

9.48

9.5%

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

7.59

7.6%

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

3.16

3.2%

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
0.01 30.51 6.14 9.34