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AGFiQ US Market Neutral Anti-Beta (BTAL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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19.04-0.01 (-0.05%)
At close: 04:00PM EDT

Risk statistics

3 yearsBTALCategory average
5 yearsBTALCategory average
10 yearsBTALCategory average
Alpha
7.243.74
3.882.35
4.811.38
BETA
-0.59-0.01
-0.610.01
-0.610.02
Mean annual return
0.720.58
-0.020.39
0.140.26
R-squared
36.5611.23
40.7511.54
40.7911.01
Standard deviation
16.077.28
16.877.67
14.257.05
Sharpe ratio
0.330.38
-0.150.33
0.010.24
Treynor ratio
-7.3542.73
6.384.2
1.46-18.58