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AGFiQ US Market Neutral Anti-Beta (BTAL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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19.12+0.17 (+0.90%)
At close: 04:00PM EDT

Risk statistics

3 yearsBTALCategory average
5 yearsBTALCategory average
10 yearsBTALCategory average
Alpha
5.813.92
3.912.08
4.661.44
BETA
-0.6-0.01
-0.630.01
-0.620.02
Mean annual return
0.620.58
0.070.36
0.130.26
R-squared
37.7111.14
42.8311.66
41.1411.05
Standard deviation
16.137.27
17.137.79
14.247.04
Sharpe ratio
0.270.4
-0.080.29
00.25
Treynor ratio
-5.2852.92
4.59-16.62
1.59-16.27