Adaptive Alpha Opportunities ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 23.76%
YTD return -1.41%
Beta 3Y 1.61
Total Assets 233.4M
Annual report expense ratio 1.55%

Company description

The fund's portfolio manager seeks to achieve its investment objective of capital appreciation by investing in ETFs that are registered under the Investment Company Act of 1940, as amended and not affiliated with the fund that invest in equity securities of any market capitalization of issuers from a number of countries throughout the world, including emerging market countries. The manager primarily utilizes ETFs and equities but may also use fixed income securities to diversify its asset classes. The fixed income securities in which the fund will invest will be investment grade and may be of any duration or maturity.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Adaptive Alpha Opportunities ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Adaptive Alpha Opportunities ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Adaptive Alpha Opportunities ETF

Here is the result of two systematic investment strategies applied to Adaptive Alpha Opportunities ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Adaptive Alpha Opportunities ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Adaptive Alpha Opportunities ETF:

Adaptive Alpha Opportunities ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 1.93% on the backtest period.

Performance at glance

Performance

1.93 %

Latent gain

5.05 $

Invested capital

261.61 $

Annualized return

4.39 %
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Momentum strategy results on Adaptive Alpha Opportunities ETF

This is the result of two momentum investment strategies applied to Adaptive Alpha Opportunities ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Adaptive Alpha Opportunities ETF

The following chart shows all the entries opened by the momentum investment system on Adaptive Alpha Opportunities ETF:

Adaptive Alpha Opportunities ETF momentum entries
  • The first momentum investment strategy would give 2.11% of return on Adaptive Alpha Opportunities ETF. That represents 21.45$ of latent gain with 1018.53$ of employed capital.
  • The second momentum investment strategy would give 0% of return on Adaptive Alpha Opportunities ETF. That represents 0.0$ of latent gain with 0.0$ of employed capital.
Performance at glance (1Q Momentum)

Performance

2.11 %

Latent gain

21.45 $

Invested capital

1018.53 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Momentum equity curve on Adaptive Alpha Opportunities ETF

The following chart shows the equity curve of the two momentum strategies applied to Adaptive Alpha Opportunities ETF:

Adaptive Alpha Opportunities ETF momentum equity

Note: the dividends potentially given by Adaptive Alpha Opportunities ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Adaptive Alpha Opportunities ETF

The following chart shows the employed capital evolution of the two momentum strategies on Adaptive Alpha Opportunities ETF since the beginning:

Adaptive Alpha Opportunities ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Adaptive Alpha Opportunities ETF

Buy the dip entry openings on Adaptive Alpha Opportunities ETF

Adaptive Alpha Opportunities ETF

The performance achieved by the robo-advisor on Adaptive Alpha Opportunities ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Adaptive Alpha Opportunities ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Adaptive Alpha Opportunities ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Adaptive Alpha Opportunities ETF

The following chart shows the result of the investment strategy applied to Adaptive Alpha Opportunities ETF:

Adaptive Alpha Opportunities ETF

Note: the dividends potentially given by Adaptive Alpha Opportunities ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Adaptive Alpha Opportunities ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Adaptive Alpha Opportunities ETF:

Adaptive Alpha Opportunities ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Adaptive Alpha Opportunities ETF

In this section, I will compare the three previous investment strategies applied to Adaptive Alpha Opportunities ETF.

Equity curve comparison on Adaptive Alpha Opportunities ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Adaptive Alpha Opportunities ETF investment strategy comparison

Employed capital comparison on Adaptive Alpha Opportunities ETF

Adaptive Alpha Opportunities ETF investment comparison

Performance comparison on Adaptive Alpha Opportunities ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 1.93% 5.05$ 261.61$ 4.39%
Momentum 1 quarter 2.11% 21.45$ 1018.53$ 10.55%
Momentum 2 quarters 0% 0.0$ 0.0$ -0.0%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

4.39 %

Momentum 1Q

-0.0 %

Momentum 2Q

-0.0 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Adaptive Alpha Opportunities ETF:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between Adaptive Alpha Opportunities ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Adaptive Alpha Opportunities ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Adaptive Alpha Opportunities ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker AGOX
Market

Adaptive Alpha Opportunities ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown