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

Tracking BTAL historical volatility helps you see how much AGF U.S. Market Neutral Anti-Beta Fund's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, AGF U.S. Market Neutral Anti-Beta Fund's HV tells you what really happened. Use our scanner to monitor BTAL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BTAL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing AGF U.S. Market Neutral Anti-Beta Fund's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts AGF U.S. Market Neutral Anti-Beta Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BTAL HV is running hot, cold, or in line. Make the BTAL 30 day historical volatility — and every other window — work for your edge instead of against it.