BTAL AGFiQ US Market Neutral Anti-Beta
DJ US Thematic Mkt Neu Low Beta TR USD

NAV as of 26-May-2022

20.3714

4 Week: 19.50 - 20.93

52 Week: 16.20 - 20.93

Latest Closing Price

20.47

Premium / Discount

0.44

Expense Ratio

2.53%

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:
AGFiQ
Asset Under Management:
257,674,786
Launch Date:
12/09/2011
Asset Class:
Alternative
Replication Method:
Physical-Full
Number of Holdings:
204
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
YTD13.271.1811.21
1 Day-1.610.000.00
1 Week-0.493.13-0.16
1 Month0.755.550.14
3 Months11.8310.291.15
6 Months18.8612.841.47
1 Year21.7714.771.47
2 Years-17.5628.65-0.61
3 Years-9.7332.18-0.30
5 Years-1.5635.19-0.04
10 Years-14.3047.13-0.30

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) -7.9226-11.48004.37763.2045-4.7090-2.777515.05621.6926-13.7667-7.3059
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 100.0000100.000032.000038.000089.000085.00001.000034.000084.0000100.0000

Dividend Frequency

Lastest Dividend

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

Portfolio Data

Total Number of Holdings: 204

Number of Bond Holdings: 0

Number of Equity Holdings: 203

Total Market Value: 257,674,786

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Cerner Corp0.54356,7310620,598

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant2.48
Large20.99
Medium32.74
Small19.97
Micro0.32

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.6850

Price/Book*

2.0563

Price/Sales*

1.4312

Price/Cash Flow*

5.5006

Dividend Yield*

1.1084

Growth Measures

Long-Term Earnings

18.0467

Historical Earnings

44.9537

Sales Growth

8.5874

Cash-Flow Growth

11.9753

Book-Value Growth

10.5581

*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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