AGF U.S. Market Neutral Anti-Beta Fund·Financial Services

For years, the standard 60/40 portfolio relied on a simple inverse relationship between equities and bonds. However, as volatility spikes, that safety net is fraying, and panelists at Exchange discussed responses to this challenge.

Commodity and defensive ETFs surged as Iran war tensions rattled markets, pushing several funds close to one-month highs.

AGF U.S. Market Neutral Anti-Beta Fund ETF (BTAL) excels as a tactical hedge, not a traditional buy-and-hold investment. BTAL monetizes the spread between low and high beta stocks, thriving in risk-off or overextended market environments. The ETF is delta-neutral by sector, reducing portfolio volatility and drawdowns, and improves Sharpe ratio when paired with equities.

GameStop shares are flat on Tuesday as the company garners attention following the announcement of a new compensation plan for CEO Ryan Cohen.
The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. It will construct a dollar neutral portfolio of long and short positions of U.S. equities by investing primarily in the constituent securities of the Dow Jones U.S. Thematic Market Neutral Low Beta Index in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.
Financial Services
Asset Management
2011-09-13
-0.84
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