BTAL
AGF U.S. Market Neutral Anti-Beta
NAV as of
4 Week: 18.73 - 20.16
52 Week: 17.84 - 21.59
Latest Closing Price
19.95
Premium / Discount
-0.04
Expense Ratio
1.54%
Investment Objective
The investment seeks to provide a consistent negative beta exposure to the U.S. equity market. 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.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | -6.36 | 0.96 | -6.64 |
1 Day | -0.45 | 0.00 | 0.00 |
1 Week | -0.85 | 1.31 | -0.65 |
1 Month | 4.31 | 2.80 | 1.54 |
3 Months | 5.36 | 7.69 | 0.70 |
6 Months | -3.87 | 9.55 | -0.41 |
1 Year | -1.88 | 16.32 | -0.12 |
2 Years | 16.89 | 25.35 | 0.67 |
3 Years | -16.20 | 31.38 | -0.52 |
5 Years | -1.70 | 39.91 | -0.04 |
10 Years | 1.53 | 49.06 | 0.03 |
Price History
Annual Performance Return
2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
Price (%) | -11.4800 | 4.3776 | 3.2045 | -4.7090 | -2.7775 | 15.0562 | 1.6926 | -13.7667 | -7.3059 | 20.8609 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 100.0000 | 32.0000 | 38.0000 | 89.0000 | 85.0000 | 1.0000 | 34.0000 | 84.0000 | 100.0000 | 11.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
19/12/2011 | 27/12/2011 | 0.0242 |
Portfolio Data
Total Number of Holdings: 203
Number of Bond Holdings: 0
Number of Equity Holdings: 200
Total Market Value: 516,762,331
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | NVR Inc | 0.6087 | 301 | 0 | 1,795,492 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 2.88 |
Large | 15.30 |
Medium | 34.66 |
Small | 26.13 |
Micro | 0.40 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
17.6918
Price/Book*
2.0193
Price/Sales*
1.1645
Price/Cash Flow*
8.1201
Dividend Yield*
1.5114
Growth Measures
Long-Term Earnings
11.9734
Historical Earnings
12.0877
Sales Growth
13.1429
Cash-Flow Growth
2.5849
Book-Value Growth
0.6297
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
N.A |
Data Source: Morningstar
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