MCRO Performance — IQ Hedge Macro Tracker ETF
Data updated: 2023-03-28
MCRO returned −3.57% over one year to Jan 2023. The annualised 3-year return is +1.06%. Against its Emerging Markets Real Estate category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $103, against $104 for the category, and to $96 over one year, against $89. Volatility over the past three years was 7.78% a year. In the 12 months to Jan 2023 the fund took in a net $1.3M, and assets reached $2.58M.
MCRO Growth of $100
What $100 invested in IQ Hedge Macro Tracker ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Real Estate category average over the same months.
| Period | MCRO | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $96 | $89 |
| 3 years (Feb 2020 – Jan 2023) | $103 | $104 |
| Since data start (Aug 2019 – Jan 2023) | $105 | $109 |
MCRO Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.57% |
| 3 years (annualised) | +1.06% |
MCRO Annual Returns
Calendar-year total returns of IQ Hedge Macro Tracker ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +3.53% |
| 2022 | −8.07% |
| 2021 | −1.62% |
| 2020 | +8.68% |
| 2019 (Aug–Dec) | +3.17% |
MCRO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.5% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −1.3% | −0.5% | −0.4% | −3.3% | −0.7% | −2.9% | +1.0% | −0.9% | −3.6% | +0.7% | +4.3% | −0.8% |
| 2021 | +0.8% | +0.4% | −1.3% | +0.8% | +0.8% | +0.3% | −1.5% | +0.2% | −1.7% | +1.0% | −1.8% | +0.4% |
| 2020 | −1.4% | −1.5% | −6.0% | +4.7% | +2.1% | +1.9% | +2.4% | +1.9% | −1.3% | +0.5% | +3.2% | +2.1% |
| 2019 | — | — | — | — | — | — | — | −0.8% | +0.4% | +1.0% | +0.4% | +2.1% |
MCRO Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 7.78%
- 3-year Sharpe ratio: -0.44 (vs 4.5% risk-free rate)
- Best month: +4.72% (Apr 2020)
- Worst month: −5.96% (Mar 2020)
MCRO Fund Flows
Monthly money in and out of IQ Hedge Macro Tracker ETF, from SEC Form N-PORT.
- 12-month net flow: $1.3M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | −$1.3M | $1.3M |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
MCRO Assets Under Management
Net assets of IQ Hedge Macro Tracker ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $2.58M |
| 2022-10-31 | $2.47M |
| 2022-07-29 | $2.56M |
| 2022-04-29 | $3.95M |
| 2022-01-31 | $4.12M |
| 2021-10-29 | $4.23M |
| 2021-07-30 | $4.26M |
| 2021-04-30 | $4.27M |
| 2021-01-29 | $4.27M |
| 2020-10-30 | $4.13M |
| 2020-07-31 | $4.08M |
| 2020-04-30 | $3.83M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.