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AGFiQ US Market Neutral Anti-Beta (BTAL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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19.40-0.01 (-0.05%)
At close: 03:59PM EDT
19.56 +0.16 (+0.82%)
After hours: 04:04PM EDT

Risk statistics

3 yearsBTALCategory average
5 yearsBTALCategory average
10 yearsBTALCategory average
Alpha
7.114.04
4.292.3
5.051.28
BETA
-0.59-0.01
-0.610.01
-0.610.03
Mean annual return
0.710.62
0.070.39
0.170.26
R-squared
36.6311.47
39.9811.36
40.6413.43
Standard deviation
16.077.19
16.797.65
14.246.69
Sharpe ratio
0.320.44
-0.090.32
0.030.25
Treynor ratio
-6.9735.93
4.783.5
1.05-16.84