Snapshot*
Top 10 Holdings
What is BTAL?
BTAL's objective is to provide a consistent negative beta exposure to the U.S. equity market. BTAL strives to achieve this objective by investing 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. The investment objective and Principal Investment Strategies of the AGFiQ U.S. Market Neutral Anti-Beta Fund were changed on February 14, 2022. It dopped Dow Jones U.S. Thematic Market Neutral Low Beta Index, to become actively managed.
BTALPerformance Measures**
for the time period Sep 13, 2011 to Dec 4, 2025
1M Trailing Return: -4.0%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -9.8%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -38.5%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 16.5%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: -0.09
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: -0.07
The annualized return divided by the max drawdown for the selected time period.
ETFs related toBTAL
ETFs correlated to BTAL include SARK, WEBS, HIBS
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toBTAL
Modified Foreign Rat
Category
Tactical asset allocation, volatility regime, leveraged ETFs, mean reversion, trend following, emerging markets, hedged/cash, daily rebalance
OOS Cumulative Return
565.11%
5/6/24 OG BEST TQQQ v1.1 + VIXn' + BrianE's 4TLT l 3+1 group + Sideways Market Deleverage
Category
Leveraged ETFs, tech & semis focus, tactical timing, momentum + mean‑reversion, VIX hedging, trend following, bonds/cash defense
OOS Cumulative Return
510.68%
Create your own algorithmic trading strategy with BTAL using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.