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BTALAGF U.S. Market Neutral Anti-Beta Fund

Grow my money14y track recordRanked #1,377 of 2,999 in this goal

Seeks consistent negative beta exposure to the U.S. equity market.

By AGF Investments LLC · Launched 2011

Annual Cost

1.40%

#5,665 of 5,861 · expensive

Fund Size

$283M

#2,060 of 5,861 · mid-size

Return (1Y)Goal

-23.6%

Track Record

14 years

#894 of 5,861 · established

Performance

Total-return NAV · USD
Growth of $10,000
$7,397-26.0%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Long short

Index tracked

Dow Jones US Thematic Market Neutral Low Beta Index

What it actually holds

By weight

Concentration

Top 9 holdings = 5.2% of fundwell diversified

Okta Inc Class AOKTA
0.6%
Micron Technology IncMU
0.6%
Astera Labs IncALAB
0.6%
Marvell Technology IncMRVL
0.6%
Allegro Microsystems Inc Ordinary SharesALGM
0.6%
Fortune Brands Innovations IncFBIN
0.6%
MKS IncMKSI
0.6%
Moderna IncMRNA
0.6%
Lam Research CorpLRCX
0.5%

Asset allocation

Cash
99.6%
Stocks
0.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
23.9%High

Year-on-year price swings

Max drawdown
-52.7%Severe

Worst peak-to-trough loss

Sharpe (3Y)
-0.54Below average
Sortino (3Y)
-0.75Moderate downside risk

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks consistent negative beta exposure to the U.S. equity market.
Strategy
Actively manages a dollar neutral portfolio of long and short positions in U.S. equities, investing primarily in low beta long positions and high beta short positions. The strategy targets the top 1,000 U.S. securities by market capitalization, maintaining sector neutrality as defined by GICS.
Inception date
September 13, 2011
Fund family
AGF Investments LLC

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Data updated on 2026-08-04