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Return Stacked U.S. Stocks & Managed Futures ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Return Stacked

Inception Date

Sep 5, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

RSST has a high expense ratio of 1.04%, indicating higher-than-average management fees.


Expense ratio chart for RSST: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
RSST vs. RSSB RSST vs. VOO RSST vs. SPY RSST vs. SPYI RSST vs. VT RSST vs. VTI RSST vs. QQQ RSST vs. QYLD RSST vs. ET RSST vs. CTA
Popular comparisons:
RSST vs. RSSB RSST vs. VOO RSST vs. SPY RSST vs. SPYI RSST vs. VT RSST vs. VTI RSST vs. QQQ RSST vs. QYLD RSST vs. ET RSST vs. CTA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Return Stacked U.S. Stocks & Managed Futures ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.28%
10.57%
RSST (Return Stacked U.S. Stocks & Managed Futures ETF)
Benchmark (^GSPC)

Returns By Period

Return Stacked U.S. Stocks & Managed Futures ETF had a return of 22.83% year-to-date (YTD) and 20.91% in the last 12 months.


RSST

YTD

22.83%

1M

2.70%

6M

0.95%

1Y

20.91%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.03%

1M

-0.96%

6M

8.77%

1Y

24.73%

5Y*

13.00%

10Y*

11.07%

Monthly Returns

The table below presents the monthly returns of RSST, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.04%9.65%6.57%-1.41%4.12%2.17%-2.98%0.59%2.42%-7.75%6.46%22.83%
2023-2.05%-2.92%2.79%3.90%1.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RSST is 49, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RSST is 4949
Overall Rank
The Sharpe Ratio Rank of RSST is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of RSST is 4848
Sortino Ratio Rank
The Omega Ratio Rank of RSST is 4949
Omega Ratio Rank
The Calmar Ratio Rank of RSST is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RSST is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RSST, currently valued at 0.92, compared to the broader market0.002.004.000.921.96
The chart of Sortino ratio for RSST, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.001.332.63
The chart of Omega ratio for RSST, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.36
The chart of Calmar ratio for RSST, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.192.91
The chart of Martin ratio for RSST, currently valued at 3.14, compared to the broader market0.0020.0040.0060.0080.00100.003.1412.65
RSST
^GSPC

The current Return Stacked U.S. Stocks & Managed Futures ETF Sharpe ratio is 0.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Return Stacked U.S. Stocks & Managed Futures ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
0.92
2.11
RSST (Return Stacked U.S. Stocks & Managed Futures ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Return Stacked U.S. Stocks & Managed Futures ETF provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.93%$0.00$0.05$0.10$0.15$0.202023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.02$0.19

Dividend yield

0.09%0.93%

Monthly Dividends

The table displays the monthly dividend distributions for Return Stacked U.S. Stocks & Managed Futures ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2023$0.19$0.19

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.29%
-0.86%
RSST (Return Stacked U.S. Stocks & Managed Futures ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Return Stacked U.S. Stocks & Managed Futures ETF. 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 Return Stacked U.S. Stocks & Managed Futures ETF was 18.16%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Return Stacked U.S. Stocks & Managed Futures ETF drawdown is 5.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.16%Jul 11, 202418Aug 5, 2024
-8.34%Sep 15, 202331Oct 27, 202335Dec 18, 202366
-6.67%Apr 12, 202415May 2, 20249May 15, 202424
-6.53%Dec 28, 20236Jan 5, 202415Jan 29, 202421
-5.47%May 21, 202410Jun 4, 202418Jul 1, 202428

Volatility

Volatility Chart

The current Return Stacked U.S. Stocks & Managed Futures ETF volatility is 6.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
3.95%
RSST (Return Stacked U.S. Stocks & Managed Futures ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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