AGFiQ US Market Neutral Momentum (MOM)

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26.89 -0.01  -0.02% NYSE Arca Aug 22, 20:00 Delayed 2m USD
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 6.16% 7.06% -0.06% 2
3M 8.04% 8.17% 0.38% 2
6M 15.59% 15.43% -0.46% 1
YTD 8.80% 10.21% -0.02% 4
1Y 8.30% 8.77% -0.23% 4
3Y 3.49% 3.71% 1.14% 30
5Y 2.68% 2.09% 0.13% 28
10Y -- -- 0.82% --
15Y -- -- 1.74% --
20Y -- -- 3.23% --
As of Aug. 22, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 95.16% 95.16% 0.00%
Stock 4.84% 91.99% 87.15%
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 Aug. 21, 2019

Region Exposure

Americas 99.11%
North America 98.65%
Latin America 0.47%
Greater Europe 0.89%
United Kingdom 0.89%
Europe Developed 0.00%
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 Aug. 21, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.67%
Communication Services 1.51%
Consumer Cyclical 13.86%
Consumer Defensive 6.09%
Energy 3.65%
Financial Services 15.00%
Healthcare 10.45%
Industrials 14.72%
Real Estate 10.55%
Technology 15.57%
Utilities 4.95%
As of Aug. 21, 2019

Stock Market Capitalization

Giant 7.57%
Large 29.91%
Medium 57.24%
Small 5.28%
Micro 0.00%
As of Aug. 21, 2019

Stock Style Exposure

Large Cap Value 4.86%
Large Cap Blend 13.11%
Large Cap Growth 19.72%
Mid Cap Value 9.23%
Mid Cap Blend 16.35%
Mid Cap Growth 31.43%
Small Cap Value 2.33%
Small Cap Blend 0.00%
Small Cap Growth 2.98%
As of Aug. 21, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Dow Jones Thematic L Mom 1.87% -- --
WDC Western Digital Corp -0.64% 54.80 -3.76%
LITE Lumentum Holdings Inc -0.63% 55.80 -4.97%
DXCM DexCom Inc 0.61% 173.45 -0.53%
OLED Universal Display Corp 0.61% 204.06 -3.58%
COHR Coherent Inc -0.58% 141.16 -4.77%
-- Dow Jones Thematic S Mom -0.58% -- --
MU Micron Technology Inc -0.58% 42.92 -4.15%
XPO XPO Logistics Inc -0.57% 67.00 -3.40%
MKTX MarketAxess Holdings Inc 0.57% 388.88 -0.93%
As of Aug. 21, 2019
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One Page Reports

Basic Info

Style
Equity Style Mid Cap/Growth
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%

Manager Info

Name Tenure
Josh Belko 1.33 yrs
Philip Lee 5.75 yrs
William DeRoche 7.65 yrs

Net Fund Flows

1M 0.00
3M -2.401M
6M -4.838M
YTD -4.838M
1Y -7.382M
3Y -1.145M
5Y 1.751M
10Y --
As of July 31, 2019

Risk Info

Beta (5Y) -0.3757
Max Drawdown (All) 27.84%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.1164
30-Day Rolling Volatility 16.61%
Daily Value at Risk (VaR) 1% (All) 3.44%
Monthly Value at Risk (VaR) 1% (All) 9.16%

Fundamentals

Dividend Yield TTM (8-22-19) 0.00%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 25.17
Weighted Average Price to Sales Ratio 3.104
Weighted Average Price to Book Ratio 4.003
Weighted Median ROE 20.31%
Weighted Median ROA 6.91%
Forecasted Dividend Yield 1.34%
Forecasted PE Ratio 24.13
Forecasted Price to Sales Ratio 2.948
Forecasted Price to Book Ratio 3.832
Number of Holdings 405
As of Aug. 21, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.40%
Forecasted Book Value Growth 6.14%
Forecasted Cash Flow Growth 13.67%
Forecasted Earnings Growth 21.11%
Forecasted Revenue Growth 6.91%
As of Aug. 21, 2019

Comparables

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Attributes

Key Dates
Inception Date 9/7/2011
Termination Date
Last Annual Report Date 6/30/2018
Last Prospectus Date 10/31/2018
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

Excel Add-In Codes

  • Name: =YCI("MOM","name")
  • Broad Asset Class: =YCI("MOM", "broad_asset_class")
  • Broad Category: =YCI("MOM", "broad_category_group")
  • Prospectus Objective: =YCI("MOM", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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