AGFiQ US Market Neutral Momentum (MOM)

24.70 +0.28  +1.14% NYSE Arca Jan 28, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 24.97
Discount or Premium to NAV -1.05%
Turnover Ratio 384.0%
1 Year Fund Level Flows -4.838M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 7.31% 7.33% -0.10% 1
3M 3.16% 3.74% 0.08% 16
6M -1.04% -0.08% 0.40% 67
YTD 7.36% 7.73% -0.05% 1
1Y 5.28% 5.70% 0.27% 32
3Y 2.84% 3.18% 1.03% 43
5Y -0.56% -0.65% 0.49% 72
10Y -- -- 0.83% --
15Y -- -- 1.57% --
20Y -- -- 3.13% --
As of Jan. 28, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 98.80% 98.80% 0.01%
Stock 1.20% 44.02% 42.82%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 27, 2020

Region Exposure

Americas 99.02%
North America 99.02%
Latin America 0.00%
Greater Europe 0.98%
United Kingdom 0.49%
Europe Developed 0.50%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.37%
As of Jan. 27, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.40%
Communication Services 4.71%
Consumer Cyclical 11.33%
Consumer Defensive 5.88%
Energy 3.84%
Financial Services 15.71%
Healthcare 10.55%
Industrials 13.24%
Real Estate 9.34%
Technology 16.61%
Utilities 5.40%
As of Jan. 27, 2020

Stock Market Capitalization

Giant 5.61%
Large 27.47%
Medium 62.72%
Small 4.20%
Micro 0.00%
As of Jan. 27, 2020

Stock Style Exposure

Large Cap Value 7.80%
Large Cap Blend 11.20%
Large Cap Growth 14.72%
Mid Cap Value 9.99%
Mid Cap Blend 17.04%
Mid Cap Growth 34.89%
Small Cap Value 1.47%
Small Cap Blend 0.44%
Small Cap Growth 2.46%
As of Jan. 27, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Dow Jones Thematic L Mom 0.37% -- --
-- Dow Jones Thematic S Mom -0.33% -- --
WDC Western Digital Corp -0.29% 67.15 -1.84%
AGIO Agios Pharmaceuticals Inc -0.29% 53.42 +1.64%
SLM SLM Corp -0.28% 11.34 +1.89%
GRUB GrubHub Inc -0.28% 56.67 -0.93%
CABO Cable One Inc 0.27% 1701.69 -1.02%
THO Thor Industries Inc -0.27% 81.10 -1.19%
AMD Advanced Micro Devices Inc 0.27% 47.43 -6.13%
SNAP Snap Inc Class A 0.26% 19.16 +0.90%
As of Jan. 27, 2020
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Basic Info

Investment Strategy
The investment seeks performance results that correspond to the price and yield performance, before fees and expenses, of the Dow Jones U.S. Thematic Market Neutral Momentum Index. The fund invests at least 80% of its net assets in common stock of the long positions in the underlying index and sell short at least 80% of the short positions in the underlying index. The index is a long/short market neutral index that is dollar-neutral. As such, it identifies long and short securities positions of approximately equal dollar amounts. In choosing to track a market neutral index, the fund seeks to limit the effects of general market movements on the fund.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Growth
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Market Neutral
Prospectus Objective Growth and Income
Fund Owner Firm Name AGFiQ
Benchmark Index
DJ US Thematic Market Neut Momen TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Josh Belko 2.00 yrs
Philip Lee 6.42 yrs
William DeRoche 8.32 yrs

Net Fund Flows

1M 0.00
3M 0.00
6M 0.00
YTD -4.838M
1Y -4.838M
3Y 87211.72
5Y 1.751M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) -0.4652
Max Drawdown (All) 27.84%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.183
30-Day Rolling Volatility 10.46%
Daily Value at Risk (VaR) 1% (All) 3.51%
Monthly Value at Risk (VaR) 1% (All) 10.75%

Fundamentals

Dividend Yield TTM (1-28-20) 0.00%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 26.41
Weighted Average Price to Sales Ratio 2.307
Weighted Average Price to Book Ratio 3.785
Weighted Median ROE 16.81%
Weighted Median ROA 5.71%
Forecasted Dividend Yield 1.29%
Forecasted PE Ratio 22.69
Forecasted Price to Sales Ratio 1.984
Forecasted Price to Book Ratio 3.561
Number of Holdings 405
As of Jan. 27, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.35%
Forecasted Book Value Growth 5.80%
Forecasted Cash Flow Growth 8.49%
Forecasted Earnings Growth 14.22%
Forecasted Revenue Growth 8.48%
As of Jan. 27, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/7/2011
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 11/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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