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AGF U.S. Market Neutral Anti-Beta Fund (BTAL)

Equity Market Neutral | Exchange Traded Fund | NYSEArca
11.67 USD -0.19 (-1.602%) ⇩ (July 14, 2026, 4 p.m. EDT)

Short-term:★★⯪☆☆Long-term:★★☆☆☆Dividends:★★⯪☆☆
Hot Take | July 11, 2026, 6:17 a.m. EDT

The AGF U.S. Market Neutral Anti-Beta Fund is currently trapped in a structural downtrend that outweighs its modest yield. While the 3.2% dividend yield provides some income, the payout history reveals instability, with distributions swinging wildly from $0.21 to $1.04 annually, suggesting the fund is not generating consistent cash flow to support a high rating. More critically, the nine-year price trajectory is a disaster, down nearly 26% from its inception, with the most recent annual return being negative. Although the fund's unique 'anti-beta' design makes it a useful portfolio hedge during market crashes, this specific characteristic is driving the price down in a flat or rising market, creating a value trap where the market has correctly priced out the business utility. The options market confirms this pessimism, with heavy put buying at distant strikes indicating fear of further declines rather than confidence in a recovery. Investors should view this as a defensive tool, not a growth or income vehicle, and expect the price to remain under pressure until the broader market environment shifts.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoARIMA ✓0.022955
AutoTheta0.025080
AutoETS0.032058
MSTL0.032611

Forecast horizon: 45 days | Selected: AutoARIMA

Forecast Reliability
Score 59%
H-stat 0.70
Ljung-Box p 0.000
Jarque-Bera p 0.812
Excess Kurtosis -0.42
Attribute Value
Trailing P/E 19.78

As of July 11, 2026, 6:17 a.m. EDT: Speculator positioning is fragmented and lacks a unified directional thesis. Near-term expiration shows negligible open interest, suggesting a lack of immediate hedging or speculative bets. In the August and September expirations, there is a distinct divergence: significant call volume at lower strikes (11.0) versus heavy put volume at far-out-of-the-money strikes (17.0 in September, 8.0 in December). This pattern indicates a 'crash' hedge strategy rather than a bullish rally expectation, with traders betting on volatility spikes or downside events while ignoring the moderate upside potential.


Dividend Data

Yield Summary
Last Yield 1yr Yield 3yr Avg 5yr Avg
2.49% 2.49% 4.07% 2.64%
Dividend History
Date Dividend Yield %
2025-12-30 0.358 2.494773
2024-12-30 0.645 3.480842
2023-12-27 1.041 6.229803
2022-12-28 0.213 0.990698
2019-12-27 0.196 0.887279
2018-12-27 0.086 0.390909
2012-09-14 0.001 0.004615
2011-12-20 0.427 1.779167
Additional Data
trailingAnnualDividendRate 0.0
trailingAnnualDividendYield 0.0
dividendYield 3.2

Info Dump

Attribute Value
All Time High 27.95
All Time Low 10.86
Ask 0.0
Ask Size 2,400
Average Daily Volume10 Day 693,640
Average Daily Volume3 Month 789,796
Average Volume 789,796
Average Volume10Days 693,640
Beta3 Year -0.93
Bid 0.0
Bid Size 2,300
Category Equity Market Neutral
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 11.77
Day Low 11.6399
Dividend Yield 3.2
Eps Trailing Twelve Months 0.5899465
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 11.7356
Fifty Day Average Change -0.065600395
Fifty Day Average Change Percent -0.005589863
Fifty Two Week Change Percent -30.724298
Fifty Two Week High 17.36
Fifty Two Week High Change -5.6900005
Fifty Two Week High Change Percent -0.327765
Fifty Two Week Low 10.86
Fifty Two Week Low Change 0.8100004
Fifty Two Week Low Change Percent 0.074585676
Fifty Two Week Range 10.86 - 17.36
First Trade Date Milliseconds 1,315,920,600,000
Five Year Average Return -0.0495474
Full Exchange Name NYSEArca
Fund Family AGF Investments LLC
Fund Inception Date 1,315,872,000
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary The fund will invest 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. It will construct a dollar neutral portfolio of long and short positions of U.S. equities by investing primarily in the constituent securities of the Dow Jones U.S. Thematic Market Neutral Low Beta Index in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.
Long Name AGF U.S. Market Neutral Anti-Beta Fund
Market us_market
Market State PRE
Max Age 86,400
Message Board Id finmb_140449181
Nav Price 11.6601
Net Assets 282,859,488.0
Net Expense Ratio 1.4
Open 11.7
Phone (617) 292-9801
Previous Close 11.86
Price Hint 2
Quote Type ETF
Region US
Regular Market Change -0.19
Regular Market Change Percent -1.60202
Regular Market Day High 11.77
Regular Market Day Low 11.6399
Regular Market Day Range 11.6399 - 11.77
Regular Market Open 11.7
Regular Market Previous Close 11.86
Regular Market Price 11.67
Regular Market Time 1,784,059,200
Regular Market Volume 452,929
Short Name AGF U.S. Market Neutral Anti-Be
Source Interval 15
Symbol BTAL
Three Year Average Return -0.1018863
Total Assets 282,859,488
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing P E 19.781454
Trailing Peg Ratio None
Trailing Three Month Nav Returns -19.84543
Trailing Three Month Returns -19.84543
Triggerable 1
Two Hundred Day Average 13.71895
Two Hundred Day Average Change -2.0489502
Two Hundred Day Average Change Percent -0.14935182
Type Disp ETF
Volume 452,929
Yield 0.032
Ytd Return -22.22145