RQSRX: RQSI GAA Systematic Global Macro Retail

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RQSRX RQSI GAA Systematic Global Macro Retail


Profile

RQSRX - Profile

Vitals

  • YTD Return 0.3%
  • 3 Yr Annualized Return N/A
  • 5 Yr Annualized Return N/A
  • Net Assets $39.6 M
  • Holdings in Top 10 N/A

52 WEEK LOW AND HIGH

$9.97
$9.71
$11.11

Expenses

OPERATING RELATED FEES

  • Expense Ratio 2.89%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 0.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $10,000
  • IRA N/A

Fund Classification

  • Primary Caregory
  • Fund Type Open End Mutual Fund
  • Investment Style World Allocation

Distributions

  • YTD Total Return 0.3%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -0.43%
DIVIDENDS
  • Dividend Yield 10.1%
  • 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
    342510
  • Share Class
    Retirement
  • 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 and (iv) currencies. The fund is non-diversified.


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Categories

Performance

RQSRX - Performance

Return Ranking - Trailing

Period RQSRX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.3% -9.3% 0.4% 2.02%
1 Yr 2.4% -9.1% 5.0% 10.75%
3 Yr N/A* -4.9% 4.6% N/A
5 Yr N/A* -4.9% 3.8% N/A
10 Yr N/A* -1.6% 5.3% N/A

* Annualized

Return Ranking - Calendar

Period RQSRX Return Category Return Low Category Return High Rank in Category (%)
2019 2.6% 1.3% 18.1% 94.62%
2018 N/A -25.7% -7.6% N/A
2017 N/A 5.7% 18.2% N/A
2016 N/A -7.7% 19.0% N/A
2015 N/A -21.2% 0.0% N/A

Total Return Ranking - Trailing

Period RQSRX Return Category Return Low Category Return High Rank in Category (%)
YTD 0.3% -9.3% 0.4% 2.02%
1 Yr 2.4% -9.1% 5.0% 10.75%
3 Yr N/A* -3.7% 5.2% N/A
5 Yr N/A* -3.1% 4.6% N/A
10 Yr N/A* 0.6% 7.0% N/A

* Annualized

Total Return Ranking - Calendar

Period RQSRX Return Category Return Low Category Return High Rank in Category (%)
2019 2.6% 1.3% 18.1% 94.62%
2018 N/A -25.7% -6.3% N/A
2017 N/A 8.5% 21.5% N/A
2016 N/A 1.4% 19.8% N/A
2015 N/A -20.2% 0.6% N/A

NAV & Total Return History


Holdings

RQSRX - Holdings

Concentration Analysis

RQSRX Category Low Category High RQSRX % Rank
Net Assets 39.6 M 2.99 M 49.6 B 89.11%
Number of Holdings 40 3 761 75.82%
Net Assets in Top 10 11.6 M 0 12.2 B 94.51%
Weighting of Top 10 N/A 0.0% 99.6% 2.20%

Top 10 Holdings

  1. US 10 Year Note (CBT) Sept19 52.07%
  2. SGX 10-Year Mini Japanese Government Bond Futures Sept19 37.60%
  3. FTSE 100 Index Future Sept19 19.06%
  4. Dax Sept19 13.05%
  5. Short Gilt Future Sept19 11.33%
  6. Hang Seng Idx Fut Aug19 9.43%
  7. 10 Year Goverment of Canada Bond Sept19 9.12%
  8. Cac40 10 Euro Fut Aug19 8.86%
  9. Euro OAT Sept19 8.50%
  10. E-mini S&P 500 Sept19 7.93%

Asset Allocation

Weighting Return Low Return High RQSRX % Rank
Stocks
54.32% 0.00% 259.02% 96.00%
Cash
42.12% 0.00% 80.09% 4.40%
Bonds
3.55% -235.37% 19.68% 67.00%
Preferred Stocks
0.01% 0.00% 2.12% 30.77%
Other
0.00% 0.00% 19.91% 79.12%
Convertible Bonds
0.00% 0.00% 0.30% 72.53%

Bond Sector Breakdown

Weighting Return Low Return High RQSRX % Rank
Cash & Equivalents
51.47% 0.00% 100.00% 40.66%
Government
38.29% 0.00% 50.41% 34.07%
Derivative
10.23% 0.00% 18.46% 7.69%
Corporate
0.01% 0.00% 84.67% 83.52%
Securitized
0.00% 0.00% 28.39% 67.03%
Municipal
0.00% 0.00% 0.16% 57.14%

Bond Geographic Breakdown

Weighting Return Low Return High RQSRX % Rank
US
58.00% -0.92% 58.00% 2.20%
Non US
-54.45% -54.45% 19.23% 100.00%

Expenses

RQSRX - Expenses

Operational Fees

RQSRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.89% 0.22% 7.11% 2.08%
Management Fee 1.60% 0.00% 1.60% 100.00%
12b-1 Fee 0.25% 0.00% 1.00% 40.32%
Administrative Fee N/A 0.04% 0.25% N/A

Sales Fees

RQSRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.75% 5.75% N/A
Deferred Load N/A 1.00% 1.00% N/A

Trading Fees

RQSRX 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.

RQSRX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 268.00% 2.08%

Distributions

RQSRX - Distributions

Dividend Yield Analysis

RQSRX Category Low Category High RQSRX % Rank
Dividend Yield 10.14% 0.00% 10.14% 0.99%

Dividend Distribution Analysis

RQSRX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Quarterly

Net Income Ratio Analysis

RQSRX Category Low Category High RQSRX % Rank
Net Income Ratio -0.43% -1.06% 4.76% 98.96%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

Fund Manager Analysis

RQSRX - Fund Manager Analysis

Managers

Neil Ramsey


Start Date

Tenure

Tenure Rank

Mar 08, 2018

1.9

1.9%

Mr. Neil Ramsey, Chief Executive Officer and Chief Investment Officer, has been a portfolio manager. Mr. Ramsey founded Ramsey Quantitative Systems, Inc. in 1986 and has been involved in the development and execution of systematic trading models including both futures and equity trading. 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. 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 a 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
0.01 17.12 5.58 7.5