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Redwood Systematic Macro Trend ("SMarT") Fund (RWS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US90214Q8814

Issuer

Redwood

Inception Date

Nov 1, 2017

Min. Investment

$2,500

Asset Class

Alternatives

Expense Ratio

RWSIX has a high expense ratio of 1.30%, indicating above-average management fees.


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.


Performance

Performance Chart


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Returns By Period

Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) returned -10.44% year-to-date (YTD) and -11.25% over the past 12 months.


RWSIX

YTD

-10.44%

1M

1.67%

6M

-19.19%

1Y

-11.25%

5Y*

4.72%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.83%-1.97%-3.01%-8.40%1.00%-10.44%
2024-0.70%2.01%3.82%-3.62%4.51%0.61%1.98%0.54%1.55%-1.21%6.15%-11.14%3.39%
20238.39%-3.47%0.22%0.11%-3.47%5.76%3.35%-2.56%-4.50%-2.92%3.18%0.27%3.51%
2022-5.25%-3.66%-0.92%-0.58%0.12%-1.69%3.14%-0.40%-1.21%0.47%6.11%-4.62%-8.68%
20210.75%3.72%3.86%3.61%1.13%0.91%-0.10%1.71%-2.85%2.34%-2.04%0.65%14.30%
2020-1.24%-6.69%0.43%6.08%2.73%0.52%2.32%4.10%-2.89%-1.16%13.05%4.47%22.40%
20190.08%0.98%0.39%1.88%-4.61%4.64%0.59%-1.87%2.19%1.36%2.45%2.88%11.18%
20182.32%-2.57%-0.30%0.09%1.72%0.51%1.15%1.20%-0.95%-5.30%-1.31%-0.43%-4.02%
20171.07%0.03%1.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RWSIX is 1, meaning it’s performing worse than 99% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RWSIX is 11
Overall Rank
The Sharpe Ratio Rank of RWSIX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RWSIX is 11
Sortino Ratio Rank
The Omega Ratio Rank of RWSIX is 11
Omega Ratio Rank
The Calmar Ratio Rank of RWSIX is 11
Calmar Ratio Rank
The Martin Ratio Rank of RWSIX is 22
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 Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Redwood Systematic Macro Trend ("SMarT") Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.80
  • 5-Year: 0.36
  • All Time: 0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Redwood Systematic Macro Trend ("SMarT") Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Redwood Systematic Macro Trend ("SMarT") Fund provided a 4.82% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.73$0.73$0.87$0.11$0.81$1.35$0.47$0.29$0.10

Dividend yield

4.82%4.32%5.11%0.62%4.24%7.78%3.05%2.02%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for Redwood Systematic Macro Trend ("SMarT") Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.79$0.81
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.01$0.01$1.30$1.35
2019$0.01$0.01$0.04$0.02$0.02$0.04$0.02$0.02$0.04$0.01$0.02$0.23$0.47
2018$0.00$0.01$0.04$0.02$0.03$0.04$0.03$0.02$0.03$0.03$0.03$0.01$0.29
2017$0.10$0.10

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 Redwood Systematic Macro Trend ("SMarT") 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 Redwood Systematic Macro Trend ("SMarT") Fund was 21.85%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Redwood Systematic Macro Trend ("SMarT") Fund drawdown is 20.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.85%Nov 26, 202490Apr 8, 2025
-15.62%Dec 29, 2021215Nov 3, 2022424Jul 16, 2024639
-13.1%Feb 13, 202024Mar 18, 202052Jun 2, 202076
-9.38%Aug 30, 2018188May 31, 2019136Dec 12, 2019324
-9.15%Jun 9, 202014Jun 26, 202047Sep 2, 202061

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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