SIZ

AGFiQ U.S. Market Neutral Size Fund
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30
*Unless otherwise stated, data provided by FactSet.

SIZ Fund Description

SIZ tracks an equal-weighted index with long positions in small-cap US stocks offset by short positions in large-cap US stocks from a pool of the largest 1000 stocks.

SIZ Factset Analytics Insight

SIZ faces real and present danger in the form of high closure risk. The issuer has hoisted a red warning flag in the past by stating that liquidation is possible barring fresh capital or new partnerships. Our own closure risk model is also on "high"; and AUM is paltry. While returns have floundered recently, volatility and correlations have been low. Given that even short-term viability is in jeopardy, investors should trade out of the fund with great care. (Limit orders are mandatory.) Daily volume is almost nil, and market makers have few shares to work with.

SIZ CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/22/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SIZ -2.71% -6.24% -7.29% -14.21% -7.29% -7.10% --
SIZ (NAV) -2.03% -5.81% -7.11% -14.66% -6.99% -7.02% --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SIZ Summary Data

FQF Trust
AGFiQ
09/07/11
Open-Ended Fund
1.71%
$869.32K
$358.94
1.15%

SIZ Portfolio Data

Long/Short Equity
0.00%
09/14/12
203

SIZ Index Data

Equal
Market Cap
N/A

SIZ Portfolio Management

1.71%
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SIZ Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

SIZ Fund Structure

Open-Ended Fund
Yes
No
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

SIZ Factset Analytics Block Liquidity

As of 08/23/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SIZ. SIZ is rated a N/A out of 5.

SIZ Tradability

21
$358.94
0
0
1.15%
$0.21
-0.46%
1.39% / -1.18%
None
100.00%
50,000
0
0.17%
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$17.40
N/A

SIZ Asset Allocation

Short
Long
Net
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0.00%

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--

0.00%

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--

0.00%

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--

0.00%

SIZ Top 5 Holdings Long

102.62%

SIZ Top 5 Holdings Short

-87.90%
-0.06%

SIZ Performance Statistics

-14.66%
2.33%
-3.83%
-0.14
-0.21
-0.12
0.45

SIZ Correlations (DAILY RETURNS 12 MO)

0.18
-0.06
0.12

Correlation (Rolling 30 Day, 12 Mo)