BTAL - AGFiQ US Market Neutral Anti-Beta

NYSEArca - Nasdaq Real-time price. Currency in USD

Risk statistics

3 yearsBTALCategory average
5 yearsBTALCategory average
10 yearsBTALCategory average
Alpha
-2.32N/A
4.15N/A
3.77N/A
BETA
-0.56N/A
-0.55N/A
-0.55N/A
Mean annual return
-0.52N/A
0.18N/A
0.05N/A
R-squared
34.13N/A
41.98N/A
38.12N/A
Standard deviation
16.29N/A
15.22N/A
12.99N/A
Sharpe ratio
-0.47N/A
0.04N/A
-0.03N/A
Treynor ratio
15.75N/A
1.14N/A
2.31N/A