BTALAGF U.S. Market Neutral Anti-Beta Fund

Grow my money14y track recordRanked #1,333 of 2,960 in this goal

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

By AGF Investments LLC · Launched 2011

Annual Cost

1.40%

#5,388 of 5,562 · expensive

Fund Size

$276M

#2,021 of 5,562 · mid-size

Return (1Y)Goal

-39.3%

Track Record

14 years

#912 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$5,947-40.5%

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

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Long short

Index tracked

Dow Jones US Thematic Market Neutral Low Beta Index

What it actually holds

By weight

Concentration

Top 9 holdings = 9.1% of fund✓ well diversified

Dell Technologies Inc Ordinary Shares - Class CDELL

1.5%

Marvell Technology IncMRVL

1.1%

Astera Labs IncALAB

1.1%

Micron Technology IncMU

1.0%

Seagate Technology Holdings PLCSTX

0.9%

Rocket Lab CorpRKLB

0.9%

Western Digital CorpWDC

0.8%

Credo Technology Group Holding LtdCRDO

0.8%

Okta Inc Class AOKTA

0.8%

Asset allocation

Cash

113.5%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

22.6%High

Year-on-year price swings

Max drawdown

-52.5%Severe

Worst peak-to-trough loss

Sharpe (3Y)

-0.81Below average

Sortino (3Y)

-1.12Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks consistent negative beta exposure to the U.S. equity market.
Strategy: Invests primarily in long positions of low beta U.S. equities and short positions of high beta U.S. equities on a dollar neutral basis. Constructs a portfolio based on the Dow Jones U.S. Thematic Market Neutral Low Beta Index, maintaining sector neutrality and rebalancing quarterly.
Inception date: September 13, 2011
Fund family: AGF Investments LLC