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ISIN
US66538E2679
CUSIP
66538E267
Inception Date
Dec 19, 2013
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

RQEIX Performance Chart

RESQ Dynamic Allocation Fund (RQEIX) is up 8.8% since the beginning of the year. RQEIX is currently trading at $12 per share. Investors who bought $1,000 worth of RQEIX shares 5 years ago would now be looking at an investment worth $1,299.


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S&P 500 Index

Returns By Period

RESQ Dynamic Allocation Fund (RQEIX) has returned 8.84% so far this year and 25.03% over the past 12 months. Over the last ten years, RQEIX has returned 5.92% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


RESQ Dynamic Allocation Fund

1D
1.31%
1M
2.31%
YTD
8.84%
6M
8.29%
1Y
25.03%
3Y*
15.43%
5Y*
5.37%
10Y*
5.92%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RQEIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, RQEIX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2023 with a return of +11.5%, while the worst month was Jun 2022 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RQEIX closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.57%-0.09%-2.17%4.33%4.49%0.57%8.84%
20252.46%-0.60%-3.62%-2.42%2.39%4.12%1.46%4.33%5.53%0.62%0.31%-0.13%14.97%
2024-5.61%2.68%4.48%1.20%1.98%2.33%0.76%-5.17%7.04%1.95%6.55%-2.90%15.35%
202311.53%-3.92%2.15%-0.89%-1.34%5.67%7.40%-3.30%-4.34%-3.02%7.35%2.80%20.27%
2022-6.42%-1.16%1.31%-5.91%1.26%-11.16%10.03%-2.08%-6.12%0.25%6.63%-3.29%-17.06%
20210.92%0.27%-1.27%2.57%3.32%-2.86%-4.73%-0.75%-5.38%4.89%-4.19%-0.99%-8.45%

Benchmark Metrics

RESQ Dynamic Allocation Fund has an annualized alpha of -3.73%, beta of 0.66, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 79.25% of S&P 500 Index downside but only 51.16% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.73% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-3.73%
Beta
0.66
0.57
Upside Capture
51.16%
Downside Capture
79.25%

Expense Ratio

RQEIX has a high expense ratio of 1.80%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RQEIX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


RQEIX Risk / Return Rank: 9090
Overall Rank
RQEIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RQEIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
RQEIX Omega Ratio Rank: 8787
Omega Ratio Rank
RQEIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RQEIX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RESQ Dynamic Allocation Fund (RQEIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RQEIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

5.85

2.78

+3.07

Martin ratioReturn relative to average drawdown

17.54

12.44

+5.10

Dividends

Dividend History

RESQ Dynamic Allocation Fund provided a 13.61% dividend yield over the last twelve months, with an annual payout of $1.69 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.69$1.66$0.04$0.00$0.03$0.00$0.03

Dividend yield

13.61%14.53%0.38%0.00%0.38%0.00%0.23%

Monthly Dividends

The table displays the monthly dividend distributions for RESQ Dynamic Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.66$1.66
2024$0.03$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the RESQ Dynamic Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the RESQ Dynamic Allocation Fund was 33.25%, occurring on Oct 14, 2022. Recovery took 519 trading sessions.

The current RESQ Dynamic Allocation Fund drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-33.25%Oct 2022
1y 4mo2y 25d
3y 5moJun 2021 - Nov 2024
COVID crash2020
-31.70%Mar 2020
5y 1d8mo 16d
5y 8moMar 2015 - Dec 2020
2025 selloff2025
-17.96%Apr 2025
1mo 16d4mo 16d
6mo 2dFeb 2025 - Aug 2025
2021 pullback2021
-6.01%Mar 2021
1mo 11d2mo 3d
3mo 14dFeb 2021 - May 2021
2014 pullback2014
-5.42%Feb 2014
11d24d
1mo 5dJan 2014 - Feb 2014

Drawdown Indicators


RQEIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-56.78%

+23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

-9.10%

+4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

-18.90%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-25.43%

-5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

-33.92%

+0.67%

Current Drawdown

Current decline from peak

-0.32%

-1.80%

+1.48%

Average Drawdown

Average peak-to-trough decline

-11.23%

-10.71%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

2.03%

-0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RQEIX

Add RESQ Dynamic Allocation Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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