Ramsey Quantitative Systems Inc : RQSI: GAA Defensive

Year-to-Date
0.56%
Aug Performance
-1.05%
Min Investment
$ 5,000k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
6.75%
Sharpe (RFR=1%)
0.05
CAROR
-
Assets
$ 10.0M
Worst DD
-2.62
S&P Correlation
-0.02

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since
3/2021
RQSI: GAA Defensive -1.05 -2.62 0.56 - - - - 0.56
S&P 500 3.04 7.72 24.49 - - - - 13.99
+/- S&P 500 -4.09 -10.34 -23.93 - - - - -13.44

Strategy Description

Summary

GAA Defensive is meant for investors who are already trading a portfolio with significant Equity beta. This share class uses all of the factors and silos of GAA but only takes short and relative value signals in Equities, meaning it is never net long Equities on a risk-adjusted basis.... Read More

Account & Fees

Type Fund
Minimum Investment $ 5,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Composition

Summary

GAA Defensive is meant for investors who are already trading a portfolio with significant Equity beta. This share class uses all of the factors and silos of GAA but only takes short and relative value signals in Equities, meaning it is never net long Equities on a risk-adjusted basis. The exposure across Fixed Income, Commodity and Currency serves as a diversifying complement to the investor's Equity portfolio. The combination of signals used by GAA Defensive is the same as that of the GAA Mutual Fund.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Sharpe Ratio: (RF=1%)
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Reward
Compound RoR:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-2.62 3 - 5/1/2021 8/1/2021
-1.78 1 1 1/1/0001 3/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
5.13 2 4/1/2021 5/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.62 3 6/1/2021 8/1/2021
-1.78 1 3/1/2021 3/1/2021
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.