Snapshot*
Top 10 Holdings
What is RSST?
The Fund seeks long-term capital appreciation by investing in two complimentary investment strategies: a U.S. equity strategy and a managed futures strategy. For every $1 invested, the Fund attempts to provide $1 of exposure to its U.S. equity strategy and $1 of exposure to its managed futures strategy. The U.S. equity strategy seeks to capture the total return of large-cap U.S. equities by investing in large-cap U.S. stocks, large-cap U.S. equity ETFs, and U.S. equity index futures. The managed futures strategy will invest using a trend-following strategy in futures contracts among four major asset classes: commodities, currencies, equities, and fixed income.
RSSTPerformance Measures**
for the time period Sep 6, 2023 to Dec 5, 2025
1M Trailing Return: 1.9%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 15.3%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -30.8%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 24.6%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.76
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.55
The annualized return divided by the max drawdown for the selected time period.
ETFs related toRSST
ETFs correlated to RSST include RECS, VTHR, FVAL
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toRSST
Frontrunner: KMLM
Category
Tactical, Mean reversion, Regime filter, Leveraged ETFs, Volatility ETPs, Daily rebalance
OOS Cumulative Return
154.95%
All In (Short Term Inverse Volatility Weighting of Diversified Asset Classes w/ Leverage)
Category
Leveraged multi-asset, inverse-vol weighting, risk-managed, bitcoin, gold, long Treasuries, international stocks, managed futures
OOS Cumulative Return
50.93%
Create your own algorithmic trading strategy with RSST using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.