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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$9.47

$46.3 M

0.00%

1.88%

Vitals

YTD Return

10.8%

1 yr return

2.1%

3 Yr Avg Return

2.7%

5 Yr Avg Return

N/A

Net Assets

$46.3 M

Holdings in Top 10

N/A

52 WEEK LOW AND HIGH

$9.4
$8.53
$10.04

Expenses

OPERATING FEES

Expense Ratio 1.88%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 0.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$100,000

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund

Investment Style

Global Allocation


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$9.47

$46.3 M

0.00%

1.88%

RQSGX - Profile

Distributions

  • YTD Total Return 10.8%
  • 3 Yr Annualized Total Return 2.7%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -1.97%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    RQSI GAA Systematic Global Macro Fund
  • Fund Family Name
    RQSI
  • Inception Date
    Mar 08, 2018
  • Shares Outstanding
    4498490
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Neil Ramsey

Fund Description

The fund allocates its assets among three macro or broad asset classes (equities, fixed income and currencies) by taking long and/or short positions in futures contracts based on instruments in each asset class. Through its investments in futures contracts, it will principally have exposure to (i) large-cap equity markets, (ii) investment-grade government securities of any maturity, (iii) interest rates, (iv) commodities and (v) currencies. The fund is non-diversified.


RQSGX - Performance

Return Ranking - Trailing

Period RQSGX Return Category Return Low Category Return High Rank in Category (%)
YTD 10.8% -23.7% 16.4% 0.86%
1 Yr 2.1% -8.9% 48.3% 17.17%
3 Yr 2.7%* -2.2% 16.4% 90.65%
5 Yr N/A* -0.7% 13.4% N/A
10 Yr N/A* 0.9% 11.8% N/A

* Annualized

Return Ranking - Calendar

Period RQSGX Return Category Return Low Category Return High Rank in Category (%)
2021 -11.4% -40.8% 20.6% 97.78%
2020 -3.6% -21.0% 24.5% 84.28%
2019 3.1% -24.2% 27.8% 95.33%
2018 N/A -23.1% 11.7% N/A
2017 N/A -100.0% 20.6% N/A

Total Return Ranking - Trailing

Period RQSGX Return Category Return Low Category Return High Rank in Category (%)
YTD 10.8% -23.7% 16.4% 0.86%
1 Yr 2.1% -12.8% 48.3% 17.16%
3 Yr 2.7%* -3.4% 16.4% 88.43%
5 Yr N/A* -1.1% 13.4% N/A
10 Yr N/A* 0.9% 11.8% N/A

* Annualized

Total Return Ranking - Calendar

Period RQSGX Return Category Return Low Category Return High Rank in Category (%)
2021 -11.4% -40.8% 20.6% 97.78%
2020 -3.6% -21.0% 24.5% 84.28%
2019 3.1% -24.2% 27.8% 95.33%
2018 N/A -23.1% 11.7% N/A
2017 N/A -2.9% 23.1% N/A

NAV & Total Return History


RQSGX - Holdings

Concentration Analysis

RQSGX Category Low Category High RQSGX % Rank
Net Assets 46.3 M 1.12 M 110 B 88.12%
Number of Holdings 39 2 10961 76.41%
Net Assets in Top 10 -14.4 M -31.7 M 22 B 98.75%
Weighting of Top 10 N/A 10.8% 100.0% 28.57%

Top 10 Holdings

  1. 10 Year Treasury Note Future Mar 22 166.43%
  2. 10 Year Treasury Note Future Mar 22 166.43%
  3. 10 Year Treasury Note Future Mar 22 166.43%
  4. 10 Year Treasury Note Future Mar 22 166.43%
  5. 10 Year Treasury Note Future Mar 22 166.43%
  6. 10 Year Treasury Note Future Mar 22 166.43%
  7. 10 Year Treasury Note Future Mar 22 166.43%
  8. 10 Year Treasury Note Future Mar 22 166.43%
  9. 10 Year Treasury Note Future Mar 22 166.43%
  10. 10 Year Treasury Note Future Mar 22 166.43%

Asset Allocation

Weighting Return Low Return High RQSGX % Rank
Cash
185.58% -97.12% 185.58% 0.21%
Convertible Bonds
0.00% 0.00% 25.49% 81.21%
Preferred Stocks
-0.03% -0.03% 14.00% 99.79%
Other
-0.06% -1.25% 197.12% 99.16%
Bonds
-39.76% -39.76% 93.84% 99.79%
Stocks
-45.72% -45.72% 98.42% 99.79%

Stock Sector Breakdown

Weighting Return Low Return High RQSGX % Rank
Financial Services
21.09% 0.00% 30.34% 8.49%
Technology
16.35% 0.00% 39.48% 50.32%
Basic Materials
13.44% 0.00% 60.23% 8.70%
Consumer Cyclical
11.06% 0.00% 20.84% 35.24%
Communication Services
8.23% 0.00% 28.59% 23.99%
Healthcare
7.36% 0.00% 30.30% 74.31%
Industrials
6.71% 0.09% 32.39% 85.99%
Consumer Defense
4.44% 0.00% 31.85% 73.04%
Utilities
3.85% 0.00% 40.29% 40.13%
Real Estate
3.82% 0.00% 90.14% 50.32%
Energy
3.64% 0.00% 38.61% 76.22%

Stock Geographic Breakdown

Weighting Return Low Return High RQSGX % Rank
US
0.97% -4.82% 95.75% 97.08%
Non US
-46.69% -46.69% 57.06% 99.79%

RQSGX - Expenses

Operational Fees

RQSGX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.88% 0.16% 2.71% 13.15%
Management Fee 1.20% 0.00% 1.70% 98.29%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.01% 0.70% N/A

Sales Fees

RQSGX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 0.00% 5.75% N/A
Deferred Load N/A 1.00% 5.50% N/A

Trading Fees

RQSGX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 2.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

RQSGX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 441.00% 0.24%

RQSGX - Distributions

Dividend Yield Analysis

RQSGX Category Low Category High RQSGX % Rank
Dividend Yield 0.00% 0.00% 10.92% 41.58%

Dividend Distribution Analysis

RQSGX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Monthly

Net Income Ratio Analysis

RQSGX Category Low Category High RQSGX % Rank
Net Income Ratio -1.97% -5.20% 6.33% 99.56%

Capital Gain Distribution Analysis

RQSGX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Dividend Payout History

View More +

RQSGX - Fund Manager Analysis

Managers

Neil Ramsey


Start Date

Tenure

Tenure Rank

Mar 08, 2018

4.23

4.2%

Mr. Neil Ramsey is the Founder and serves as Chief Investment Officer and Chief Executive Officer at Ramsey Quantitative Systems. He is responsible for all investment activities for RQSI including development and approval of all trading strategies and portfolio/risk management and for providing overall strategic direction for RQSI. Mr. Ramsey is also responsible for managing all external investments for the firm with outside trading managers and has been allocating to external managers for over 25 years. Prior to forming RQSI, Mr. Ramsey was a consultant at the Boston Consulting Group, where he worked with both domestic and foreign multi-national corporations in strategy development. Mr. Ramsey holds an M.B.A. from Vanderbilt University and a B.E., summa cum laude, in Engineering from Vanderbilt University.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.03 30.27 6.52 9.25