BTAL:ARCA-QuantShares U.S. Market Neutral Anti Beta Fund (USD)

ETF | Market Neutral | NYSE Arca

Last Closing

USD 20.2

Change

+0.24 (+1.20)%

Market Cap

USD 0.01B

Volume

0.26M

Analyst Target

N/A
Analyst Rating

N/A

ducovest Verdict

Verdict

About

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 Anti-Beta Index. The fund invests at least 80% of its net assets in common stock of the long positions in the underlying index and sells short at least 80% of the short positions in the underlying index. The underlying 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.

Inception Date: 13/09/2011

Primary Benchmark: DJ US Thematic Mkt Neut Anti-Beta TR USD

Primary Index: BBgBarc US Agg Bond TR USD

Gross Expense Ratio: 3.13%

Management Expense Ratio: 0.00 %

Unadjusted Closing Price

Adjusted Closing Price

Assets

N/A

Top Holdings

N/A

Symbol Company Name Allocation
3672:TSE AltPlus Inc 0.61 %
Top Sectors

N/A

Top Regions

N/A

Share Volume

Relative Performance (Total Returns)

Compare
Relative Returns (From:    To: 2024-08-28 )

Largest Industry Peers for Market Neutral

Symbol Name Mer Price(Change) Market Cap
MNA IQ Merger Arbitrage ETF 0.76 %

+0.05 (+0.15%)

N/A

ETFs Containing BTAL

USHG 0.00 % 0.00 %

N/A

N/A

Market Performance

  Market Performance vs. Industry/Classification (Market Neutral) Market Performance vs. Exchange (NYSE Arca)
  Value Sector Median Percentile Rank Grade Market Median Percentile Rank Grade
YTD  
Capital Gain 19.17% 100% F 84% B
Dividend Return N/A N/A N/A N/A N/A
Total Return 19.17% 100% F 81% B-
Trailing 12 Months  
Capital Gain 6.65% 100% F 44% F
Dividend Return 5.50% 100% F 72% C
Total Return 12.15% 100% F 47% F
Trailing 5 Years  
Capital Gain -16.80% 50% F 26% F
Dividend Return 5.97% 100% F 17% F
Total Return -10.83% 50% F 20% F
Average Annual (5 Year Horizon)  
Capital Gain -3.90% 50% F 21% F
Dividend Return -2.72% 50% F 14% F
Total Return 1.18% 100% F 27% F
Risk Return Profile  
Volatility (Standard Deviation) 16.74% 50% F 60% D-
Risk Adjusted Return -16.23% 50% F 17% F
Market Capitalization 0.01B N/A N/A N/A N/A

Annual Financials (USD)

Quarterly Financials (USD)

Analyst Rating

Target Price Action Rating Action Analyst Rating Price Date

This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.

What to like:
Superior total returns

The stock has outperformed its sector peers on average annual total returns basis in the past 5 years (for a hold period of at least 12 months) and is in the top quartile.

What to not like:
Poor risk adjusted returns

This company is delivering below median risk adjusted returns in its peers. Even if it is outperforming on returns , the returns are unpredictable. Proceed with caution.

Below median dividend returns

The company’s average income yield over the past 5 years has been low compared to its peers. However, it is not a problem if you are not looking for income.

High volatility

The total returns for this company are volatile and above median for its sector over the past 5 years. Make sure you have the risk tolerance for investing in such stock.