BTAL
AGFiQ US Market Neutral Anti-Beta
DJ US Thematic Mkt Neu Low Beta TR USD
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 13.27 | 1.18 | 11.21 |
| 1 Day | -1.61 | 0.00 | 0.00 |
| 1 Week | -0.49 | 3.13 | -0.16 |
| 1 Month | 0.75 | 5.55 | 0.14 |
| 3 Months | 11.83 | 10.29 | 1.15 |
| 6 Months | 18.86 | 12.84 | 1.47 |
| 1 Year | 21.77 | 14.77 | 1.47 |
| 2 Years | -17.56 | 28.65 | -0.61 |
| 3 Years | -9.73 | 32.18 | -0.30 |
| 5 Years | -1.56 | 35.19 | -0.04 |
| 10 Years | -14.30 | 47.13 | -0.30 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | -7.9226 | -11.4800 | 4.3776 | 3.2045 | -4.7090 | -2.7775 | 15.0562 | 1.6926 | -13.7667 | -7.3059 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 100.0000 | 100.0000 | 32.0000 | 38.0000 | 89.0000 | 85.0000 | 1.0000 | 34.0000 | 84.0000 | 100.0000 |
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: 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 | ||
|---|---|---|---|---|---|
| 1 | Cerner Corp | 0.5435 | 6,731 | 0 | 620,598 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 2.48 |
| Large | 20.99 |
| Medium | 32.74 |
| Small | 19.97 |
| Micro | 0.32 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
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
| 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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(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.
