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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(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.
