BTAL

AGF U.S. Market Neutral Anti-Beta

S&P 500 TR USD

NAV as of 27-Sep-2023

19.9948

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

Fund Manager:
AGF Investments LLC
Asset Under Management:
516,762,331
Launch Date:
12/09/2011
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
203
Trading Currency:
USD
Style:
Mid Blend
Region/Sector/Strategy:
N.A / N.A / Market Neutral
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-6.360.96-6.64
1 Day-0.450.000.00
1 Week-0.851.31-0.65
1 Month4.312.801.54
3 Months5.367.690.70
6 Months-3.879.55-0.41
1 Year-1.8816.32-0.12
2 Years16.8925.350.67
3 Years-16.2031.38-0.52
5 Years-1.7039.91-0.04
10 Years1.5349.060.03

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) -11.48004.37763.2045-4.7090-2.777515.05621.6926-13.7667-7.305920.8609
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 100.000032.000038.000089.000085.00001.000034.000084.0000100.000011.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
19/12/201127/12/20110.0242

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
1NVR Inc0.608730101,795,492

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant2.88
Large15.30
Medium34.66
Small26.13
Micro0.40

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

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

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

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