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AGFiQ US Market Neutral Anti-Beta (BTAL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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18.76-0.27 (-1.42%)
At close: 04:00PM EDT
18.56 -0.20 (-1.07%)
After hours: 05:29PM EDT

Risk statistics

3 yearsBTALCategory average
5 yearsBTALCategory average
10 yearsBTALCategory average
Alpha
5.554.12
3.582.18
4.681.51
BETA
-0.59-0.02
-0.620.01
-0.610.02
Mean annual return
0.450.58
-0.030.37
0.110.26
R-squared
36.7911.08
42.2811.56
40.6110.9
Standard deviation
15.987.22
17.017.79
14.187.03
Sharpe ratio
0.160.44
-0.150.32
-0.010.26
Treynor ratio
-2.184.97
6.41-9.47
1.98-22.93