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Alternative Market Neutrl
Click for more information on Fundata’s FundGrade
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|
Close (06-15-2026) |
$11.69 |
|---|---|
| Change |
-$0.33
(-2.75%)
|
| Open | $11.67 |
|---|---|
| Day Range | $11.65 - $11.69 |
| Volume | 1,758 |
As at May 31, 2026
As at April 30, 2026
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Inception Return (October 07, 2019): -9.13%
| 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 | -8.79% | -18.82% | -21.80% | -20.88% | -40.22% | -21.82% | -14.02% | -11.21% | -5.60% | -10.89% | - | - | - | - |
| Benchmark | 2.52% | 1.83% | 12.07% | 10.61% | 36.06% | 28.34% | 24.64% | 17.23% | 15.30% | 18.20% | 15.06% | 13.48% | 12.83% | 12.77% |
| Category Average | 0.52% | 1.03% | 1.03% | 0.59% | 4.22% | 5.29% | 6.07% | 4.92% | 1.99% | 2.64% | 1.16% | - | - | - |
| Category Rank | 40 / 40 | 40 / 40 | 40 / 40 | 40 / 40 | 40 / 40 | 35 / 35 | 34 / 34 | 31 / 31 | 26 / 26 | 16 / 16 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -7.95% | -7.95% | -0.41% | -3.19% | -7.38% | 1.04% | -1.17% | -1.30% | -1.25% | -0.67% | -10.40% | -8.79% |
| Benchmark | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% | 1.32% | 0.84% | 7.72% | -4.32% | 3.81% | 2.52% |
9.84% (March 2020)
-14.59% (November 2020)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | -12.56% | -8.02% | 20.82% | -15.47% | 12.46% | -21.88% |
| Benchmark | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% | 31.68% |
| Category Average | - | - | - | - | -3.57% | -6.24% | -1.79% | 4.02% | 9.41% | 5.55% |
| Quartile Ranking | - | - | - | - | 4 | 4 | 1 | 4 | 2 | 4 |
| Category Rank | - | - | - | - | 13/ 16 | 23/ 23 | 1/ 31 | 34/ 34 | 13/ 34 | 40/ 40 |
20.82% (2022)
-21.88% (2025)
| Name | Percent |
|---|---|
| Cash and Equivalents | 112.59 |
| International Equity | 0.74 |
| Canadian Equity | 0.39 |
| US Equity | -4.09 |
| Derivatives | -9.62 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 112.58 |
| Industrial Services | 3.62 |
| Consumer Goods | 1.80 |
| Telecommunications | 1.32 |
| Financial Services | 0.99 |
| Name | Percent |
|---|---|
| North America | 96.85 |
| Latin America | 0.91 |
| Europe | 0.19 |
| Africa and Middle East | -0.35 |
| Other | 2.40 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 86.58 |
| Dow Jones US Thematic Low Beta TRS | 32.12 |
| Government of United States of America Treasury Bill 0.00% 18-Jun-2026 | 23.60 |
| Currency Forwards | 2.41 |
| Murphy USA Inc | 0.61 |
| Verisign Inc | 0.50 |
| Centene Corp | 0.49 |
| CF Industries Holdings Inc | 0.49 |
| Molina Healthcare Inc | 0.48 |
| Virtu Financial Inc Cl A | 0.48 |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF
Median
Other - Alternative Market Neutrl
| Standard Deviation | 17.59% | 16.54% | - |
|---|---|---|---|
| Beta | -0.89% | -0.68% | - |
| Alpha | 0.07% | 0.06% | - |
| Rsquared | 0.30% | 0.26% | - |
| Sharpe | -0.97% | -0.44% | - |
| Sortino | -1.10% | -0.56% | - |
| Treynor | 0.19% | 0.11% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 13.98% | 17.59% | 16.54% | - |
| Beta | 0.00% | -0.89% | -0.68% | - |
| Alpha | -0.50% | 0.07% | 0.06% | - |
| Rsquared | 0.00% | 0.30% | 0.26% | - |
| Sharpe | -3.70% | -0.97% | -0.44% | - |
| Sortino | -2.60% | -1.10% | -0.56% | - |
| Treynor | -138.09% | 0.19% | 0.11% | - |
| Tax Efficiency | - | - | - | - |
| Start Date | October 07, 2019 |
|---|---|
| Instrument Type | Exchange Traded Fund (Alternative) |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $19.47 |
| 52 Week Low | $11.65 |
| Annual Dividend | - |
| Annual Yield | - |
| Index | Dow Jones U.S. Thematic Market Neutral Anti-Beta Index (CAD-Hedged) |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
AGF US Market Neutral Anti-Beta CAD-Hedged ETF seeks to provide a consistent negative beta exposure to the U.S. equity market by investing 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. AGF US Market Neutral Anti-Beta CAD-Hedged ETF will use leverage, which may be created through the use of cash borrowing, short sales and/or derivatives. AGF US Market Neutral Anti-Beta CAD-Hedged ETF's maximum aggreg
In seeking to achieve its investment objective, AGF US Market Neutral Anti-Beta CAD-Hedged ETF 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. AGF US Market Neutral Anti-Beta CAD-Hedged ETF 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 (
| Portfolio Manager |
AGF Investments Inc.
|
|---|---|
| Sub-Advisor |
AGF Investments LLC |
| Fund Manager |
AGF Investments Inc. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
TSX Trust Company |
| Distributor |
- |
| MER | 0.55% |
|---|---|
| Management Fee | 0.55% |
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