RWSNX Performance — Redwood Systematic Macro Trend, Fund Class N
Data updated: 2026-09-28
RWSNX returned +9.35% year to date and +16.13% over one year to Jul 2026. Annualised returns are +4.71% over 3 years and +4.14% over 5 years. Against its US Large Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $115, against $153 for the category, and to $116 over one year, against $116. Volatility over the past three years was 12.53% a year. In the 12 months to Jul 2026 the fund lost a net $75.0M, and assets reached $116.88M.
RWSNX Growth of $100
What $100 invested in Redwood Systematic Macro Trend grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | RWSNX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $116 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $115 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $123 | $159 |
| Since data start (Feb 2020 – Jul 2026) | $174 | $213 |
RWSNX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +9.35% |
| 1 year | +16.13% |
| 3 years (annualised) | +4.71% |
| 5 years (annualised) | +4.14% |
RWSNX Annual Returns
Calendar-year total returns of Redwood Systematic Macro Trend, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +9.35% |
| 2025 | −2.01% |
| 2024 | +9.12% |
| 2023 | +8.57% |
| 2022 | −6.36% |
| 2021 | +18.06% |
| 2020 (Feb–Dec) | +23.63% |
RWSNX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.1% | +2.9% | −6.2% | +6.6% | +2.7% | −2.7% | +2.1% | — | — | — | — | — |
| 2025 | +2.0% | −1.9% | −2.9% | −8.4% | +2.5% | +2.2% | −1.1% | +4.7% | +0.8% | −1.1% | +0.8% | +0.9% |
| 2024 | −0.8% | +2.0% | +3.8% | −3.6% | +4.4% | +0.5% | +2.2% | +0.5% | +1.6% | −1.1% | +6.2% | −6.4% |
| 2023 | +8.4% | −3.5% | +0.2% | +0.1% | −3.5% | +5.7% | +3.4% | −2.6% | −4.5% | −2.9% | +3.1% | +5.5% |
| 2022 | −5.3% | −3.7% | −0.9% | −0.6% | +0.1% | −1.7% | +3.1% | −0.4% | −1.3% | +3.2% | +6.2% | −4.7% |
| 2021 | +0.8% | +3.7% | +3.8% | +3.6% | +1.1% | +0.9% | −0.1% | +1.7% | −2.9% | +2.3% | −2.1% | +4.2% |
| 2020 | — | −6.8% | +0.4% | +6.0% | +2.7% | +0.5% | +2.3% | +4.1% | −2.9% | −1.2% | +13.1% | +4.4% |
RWSNX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.53%
- 3-year Sharpe ratio: 0.02 (vs 4.5% risk-free rate)
- Best month: +6.56% (Apr 2026)
- Worst month: −8.36% (Apr 2025)
RWSNX Fund Flows
Monthly money in and out of Redwood Systematic Macro Trend, from SEC Form N-PORT.
- 12-month net flow: −$75.0M
- 12-month gross sales (incl. reinvestments): $23.3M
- Sales ÷ redemptions: 0.24×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.4M | $2.6M | −$1.2M |
| Jun 2026 | $1.9M | $2.3M | −$384K |
| May 2026 | $930K | $2.1M | −$1.1M |
| Apr 2026 | $1.4M | $2.6M | −$1.2M |
| Mar 2026 | $1.8M | $3.6M | −$1.8M |
| Feb 2026 | $969K | $4.8M | −$3.9M |
| Jan 2026 | $1.0M | $9.8M | −$8.8M |
| Dec 2025 | $6.7M | $6.7M | −$33K |
| Nov 2025 | $2.3M | $4.4M | −$2.1M |
| Oct 2025 | $1.9M | $11.0M | −$9.1M |
| Sep 2025 | $1.8M | $33.9M | −$32.0M |
| Aug 2025 | $1.2M | $14.5M | −$13.3M |
RWSNX Assets Under Management
Net assets of Redwood Systematic Macro Trend by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $116.88M |
| 2026-04-30 | $117.11M |
| 2026-01-31 | $120.64M |
| 2025-10-31 | $130.03M |
| 2025-07-31 | $176.74M |
| 2025-04-30 | $192.20M |
| 2025-01-31 | $230.55M |
| 2024-10-31 | $245.34M |
| 2024-07-31 | $247.07M |
| 2024-04-30 | $236.40M |
| 2024-01-31 | $239.45M |
| 2023-10-31 | $238.28M |
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.