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AGF Systematic US Equity ETF (QUS : TSX)

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U.S. Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

Close
(05-01-2024) 		$50.59
Change
$0.07 (0.14%)
Open $50.59
Day Range $50.59 - $50.59
Volume 100

As at March 31, 2024

As at March 31, 2024

As at February 29, 2024

  • Closing Price / Volume
Period
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Legend

AGF Systematic US Equity ETF

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Fund Returns

Inception Return (January 30, 2017): 11.84%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 2.91% 12.13% 21.14% 12.13% 26.88% 11.06% 10.96% 16.56% 12.13% 12.15% 11.40% - - -
Benchmark 3.07% 13.26% 23.76% 13.26% 30.04% 14.00% 14.30% 19.94% 15.37% 15.05% 14.39% 15.08% 13.81% 15.28%
Category Average 2.94% 22.06% 22.06% 11.88% 26.39% 10.39% 10.21% 17.40% 12.02% 11.35% 11.08% 11.62% 10.10% 11.05%
Category Rank 667 / 1,374 711 / 1,361 892 / 1,343 711 / 1,361 758 / 1,288 692 / 1,216 551 / 1,158 745 / 1,095 591 / 993 429 / 887 456 / 812 - - -
Quartile Ranking 2 3 3 3 3 3 2 3 3 2 3 - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.51% -0.54% 4.04% 2.63% 1.16% -4.90% 0.10% 5.90% 1.91% 2.96% 5.83% 2.91%
Benchmark 1.90% 0.62% 3.76% 2.72% 1.05% -4.85% 0.44% 6.86% 1.80% 3.00% 6.70% 3.07%

Best Monthly Return Since Inception

11.67% (April 2020)

Worst Monthly Return Since Inception

-8.21% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - 1.21% 23.05% 11.46% 24.98% -12.97% 17.74%
Benchmark 24.19% 20.77% 8.65% 13.80% 3.98% 25.18% 16.07% 28.16% -12.52% 23.32%
Category Average 16.59% 10.40% 6.16% 13.43% -2.19% 22.72% 13.97% 23.22% -14.41% 18.85%
Quartile Ranking - - - - 2 3 3 2 2 3
Category Rank - - - - 398/ 875 553/ 950 681/ 1,063 452/ 1,139 446/ 1,196 782/ 1,260

Best Calendar Return (Last 10 years)

24.98% (2021)

Worst Calendar Return (Last 10 years)

-12.97% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 96.83
International Equity 1.55
Cash and Equivalents 1.17
Canadian Equity 0.45

Sector Allocation

Sector Allocation
Name Percent
Technology 38.13
Healthcare 12.72
Financial Services 11.42
Consumer Services 11.26
Consumer Goods 5.93
Other 20.54

Geographic Allocation

Geographic Allocation
Name Percent
North America 98.45
Latin America 0.92
Europe 0.63

Top Holdings

Top Holdings
Name Percent
Apple Inc 6.45
Microsoft Corp 6.38
NVIDIA Corp 4.39
Alphabet Inc Cl A 2.86
Amazon.com Inc 2.85
Alphabet Inc Cl C 2.64
Meta Platforms Inc Cl A 2.46
Exxon Mobil Corp 1.91
UnitedHealth Group Inc 1.90
Mastercard Inc Cl A 1.79

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

AGF Systematic US Equity ETF

Median

Other - U.S. Equity

3 Yr Annualized

Standard Deviation 13.49% 13.98% -
Beta 0.93% 0.96% -
Alpha -0.02% -0.02% -
Rsquared 0.98% 0.98% -
Sharpe 0.65% 0.75% -
Sortino 0.93% 1.04% -
Treynor 0.09% 0.11% -
Tax Efficiency 96.60% 96.35% -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.17% 13.49% 13.98% -
Beta 0.95% 0.93% 0.96% -
Alpha -0.01% -0.02% -0.02% -
Rsquared 0.97% 0.98% 0.98% -
Sharpe 1.95% 0.65% 0.75% -
Sortino 4.13% 0.93% 1.04% -
Treynor 0.21% 0.09% 0.11% -
Tax Efficiency 98.32% 96.60% 96.35% -

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date January 30, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status -
Currency CAD
Distribution Frequency Annual
Assets ($mil) -
52 Week High $51.71
52 Week Low $40.58
Annual Dividend $0.47
Annual Yield -
Index -
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

AGF Systematic US Equity ETF seeks to provide long-term capital appreciation with reduced volatility, over a full market cycle, by investing primarily in equity securities of issuers in the United States.

Investment Strategy

In seeking to achieve its investment objective, the AGFiQ US Equity ETF uses a proprietary quantitative model to evaluate securities of U.S. large - and mid- capitalization issuers utilizing a minimum variance approach, in order to construct a portfolio that minimizes portfolio volatility.

Portfolio Manager(s)

Name Start Date
Robert Yan 02-28-2023

Management and Organization

Fund Manager AGF Investments Inc.
Advisor AGF Investments Inc.
Custodian CIBC Mellon Trust Company
Registrar TSX Trust Company
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.45%
Management Fee 0.45%

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