RQSGX Performance — Rqsi Gaa Systematic Global Macro Fund, Institutional Shares
Data updated: 2023-03-31
RQSGX returned −5.18% over one year to Jan 2023. Over one year the fund beat its Moderate Allocation category average: $100 grew to $95, against $94 for the category. Volatility over the past 12 months was 12.05% a year. In the 12 months to Jan 2023 the fund took in a net $57.0M, and assets reached $23.69M.
RQSGX Growth of $100
What $100 invested in Rqsi Gaa Systematic Global Macro Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | RQSGX | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $95 | $94 |
| Since data start (Feb 2020 – Jan 2023) | $92 | $108 |
RQSGX Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −5.18% |
| 3 years (annualised) | −3.13% |
RQSGX Annual Returns
Calendar-year total returns of Rqsi Gaa Systematic Global Macro Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | −6.99% |
| 2022 | +2.48% |
| 2021 | +1.57% |
| 2020 (Feb–Dec) | −5.35% |
RQSGX 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 | −7.0% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | +0.5% | +1.3% | +2.3% | +3.9% | 0.0% | −4.7% | −3.4% | −1.8% | +4.3% | +2.4% | −1.7% | −0.1% |
| 2021 | 0.0% | +3.3% | −1.3% | −0.4% | −0.6% | −1.6% | +2.4% | +1.2% | −2.2% | −1.6% | +4.8% | −2.1% |
| 2020 | — | +1.0% | −9.6% | −4.6% | +2.0% | +1.6% | +1.1% | — | — | — | −0.2% | +4.0% |
RQSGX Risk
Risk measures from monthly returns over Feb 2022 – Jan 2023.
- 1-year volatility (annualised): 12.05%
- Best month: +4.30% (Sep 2022)
- Worst month: −6.99% (Jan 2023)
RQSGX Fund Flows
Monthly money in and out of Rqsi Gaa Systematic Global Macro Fund, from SEC Form N-PORT.
- 12-month net flow: $57.0M
- 12-month gross sales (incl. reinvestments): $20.5M
- Sales ÷ redemptions: -0.56×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $774K | −$420K | $1.2M |
| Dec 2022 | $1.5M | −$944K | $2.5M |
| Nov 2022 | $4.1M | −$233K | $4.3M |
| Oct 2022 | $1.4M | −$956K | $2.3M |
| Sep 2022 | $510K | −$7.4M | $7.9M |
| Aug 2022 | $7.5M | −$16.0M | $23.5M |
| Jul 2022 | $1.8M | −$3.9M | $5.7M |
| Jun 2022 | $514K | −$405K | $919K |
| May 2022 | $736K | −$585K | $1.3M |
| Apr 2022 | $433K | −$2.0M | $2.5M |
| Mar 2022 | $708K | −$3.2M | $3.9M |
| Feb 2022 | $536K | −$398K | $934K |
RQSGX Assets Under Management
Net assets of Rqsi Gaa Systematic Global Macro Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $23.69M |
| 2022-10-31 | $25.26M |
| 2022-07-31 | $44.36M |
| 2022-04-30 | $50.06M |
| 2022-01-31 | $50.22M |
| 2021-10-31 | $47.58M |
| 2021-07-31 | $47.05M |
| 2021-04-30 | $46.64M |
| 2021-01-31 | $43.31M |
| 2020-07-31 | $38.89M |
| 2020-04-30 | $34.29M |
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.