The RSST ETF combines U.S. large-cap equity exposure with a managed futures strategy, aiming for capital-efficient 'return stacking' but has shown high volatility and recent drawdowns. RSST's managed futures strategy uses a machine learning approach similar to DBMF, which has faced significant losses due to sudden market changes. I recommend investors watch RSST closely and avoid investing until the fund can demonstrate consistent alpha generation from its managed futures overlay.
![]() RSST 27 Dec 2023 Paid | Annual | $0.19 Per Share |
![]() RSST 27 Dec 2023 Paid | Annual | $0.19 Per Share |
BATS Exchange | US Country |
The fund is an actively managed exchange-traded fund (ETF) aiming to meet its investment goals through two complementary investment strategies: U.S. Equity and Managed Futures. It operates under the principle of investing at least 80% of its net assets, plus any borrowings for investment purposes, across these two strategies. The fund distinguishes itself by being non-diversified, focusing primarily on these investment areas to potentially offer unique market opportunities to its investors.
This strategy involves investing in a diverse portfolio of U.S. equities. By taking a broad approach to equity investment within the United States, this component of the fund offers investors exposure to the growth potential of American companies across various sectors. The strategy is designed to capitalize on the dynamic nature of U.S. equity markets, leveraging in-depth market analysis and research to select stocks that offer the best opportunity for appreciation.
This aspect of the fund's investment approach focuses on futures contracts on commodities, currencies, and interest rates, among other financial instruments. Managed futures strategy aims to provide portfolio diversification outside of traditional stock and bond investments. By employing advanced quantitative models, the strategy seeks to identify and exploit trends in global markets, offering potential for profit in both rising and falling market environments.