Summary
BTAL
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return -25.66% Volatility 22.49% Sharpe -1.48
Official loaded data — not a live quote.

AGF U.S. MARKET NEUTRAL ANTI-BETA FUND

Symbol: BTAL

Exchange: NYSE

Sector: Technology

Category: Equity Market Neutral

Inception date: 13/09/2011

Latest date: 17/07/2026

Current price: $12.11

Expense ratio: 1.40%

Assets under management
$282.9M
0.92% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

7.26%

Ann. -3.08% (Sharpe / Sortino numerator)

Volatility

23.34%

Sharpe ratio

-0.288

VaR 95%

-2.00%

CVaR 95%: -2.41%
Max drawdown: -5.58%
Sortino ratio: -0.639
Calmar ratio: -0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.74%

Ann. -2.01% (Sharpe / Sortino numerator)

Volatility

21.29%

Sharpe ratio

-0.265

VaR 95%

-1.99%

CVaR 95%: -2.46%
Max drawdown: -6.26%
Sortino ratio: -0.515
Calmar ratio: -0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-13.87%

Ann. -16.25% (Sharpe / Sortino numerator)

Volatility

22.46%

Sharpe ratio

-0.885

VaR 95%

-2.33%

CVaR 95%: -2.70%
Max drawdown: -12.51%
Sortino ratio: -1.653
Calmar ratio: -1.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-25.66%

Ann. -29.60% (Sharpe / Sortino numerator)

Volatility

22.49%

Sharpe ratio

-1.478

VaR 95%

-2.32%

CVaR 95%: -3.00%
Max drawdown: -34.94%
Sortino ratio: -2.449
Calmar ratio: -0.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-33.05%

Ann. -10.16% (Sharpe / Sortino numerator)

Volatility

20.12%

Sharpe ratio

-0.685

VaR 95%

-2.02%

CVaR 95%: -2.61%
Max drawdown: -34.94%
Sortino ratio: -1.148
Calmar ratio: -0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-24.30%

Ann. -8.28% (Sharpe / Sortino numerator)

Volatility

18.86%

Sharpe ratio

-0.631

VaR 95%

-1.94%

CVaR 95%: -2.55%
Max drawdown: -34.94%
Sortino ratio: -1.007
Calmar ratio: -0.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.107%

Best day

3.997%

05/06/2026
Worst day

-3.926%

11/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $12.00 $12.28 $11.97 $12.11 774,600
16/07/2026 $11.66 $11.94 $11.66 $11.88 486,600
15/07/2026 $11.67 $11.71 $11.53 $11.57 233,800
14/07/2026 $11.70 $11.77 $11.64 $11.67 452,900
13/07/2026 $11.68 $11.88 $11.68 $11.86 301,600
10/07/2026 $11.59 $11.71 $11.55 $11.63 321,600
09/07/2026 $11.66 $11.67 $11.52 $11.58 921,300
08/07/2026 $11.79 $12.02 $11.79 $11.84 789,100
07/07/2026 $11.48 $11.89 $11.48 $11.74 520,700
06/07/2026 $11.54 $11.54 $11.39 $11.49 654,800