Relative Strength Managed Volatility Strategy… (RSMV) Performance
RSMV total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +2.7% since Dec 31, 2025
- 1 year
- +5.2% total return
- Since first price
- +13.7% since 2025
RSMV trailing returns vs SPY, QQQ, AGG
| Period | RSMV total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.4% | −2.4% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.1% | −2.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.4% | +2.4% | +7.8% | +8.4% | −1.5% |
| YTD | +2.7% | +2.7% | +12.3% | +15.1% | −1.0% |
| 1 year | +5.2% | +4.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionJan 13, 2025 | +13.7% | +12.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: RSMV vs SPY
From Jan 13, 2025: RSMV grew to $11,369, SPY to $13,328.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
RSMV returns by calendar year
2026 is year to date.
RSMV annual returns table
| Year | RSMV | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +2.7% | −7.3% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
RSMV largest drawdowns
Now 6.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 14, 2025 | −17.6% | Apr 8, 2025 | Sep 11, 2025 | 53 days | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
RSMV risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +6.5% |
| Volatility (annualized) | 11.6% |
| Sharpe ratio | 0.27 |
| Sortino ratio | 0.37 |
| Best month | +6.2% |
| Worst month | −6.3% |
| Best 12 months | +25.0% |
| Worst 12 months | +6.8% |
| Positive months | 70% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
RSMV rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 10 | +4.5% | +12.8% | +25.0% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
RSMV performance overview
Relative Strength Managed Volatility Strategy… (RSMV) returned +5.2% over the past year, with distributions reinvested. Since its first recorded price on Jan 13, 2025 it has returned +13.7%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −17.6%, from Feb 14, 2025 to Apr 8, 2025, and it took 5 months to get back to the old high. Volatility has been 11.6% a year.
Related: RSMV chart, RSMV holdings, RSMV dividends, RSMV valuation. See the RSMV overview for the latest quote and fund facts.
RSMV performance FAQ
What is the RSMV return over the past year?
RSMV returned +5.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 4.2%.
How much would $10,000 invested in RSMV be worth?
$10,000 invested in RSMV at its first recorded close on January 13, 2025 would be worth about $11,369 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of RSMV?
The largest peak-to-trough decline was −17.6% between February 14, 2025 and April 8, 2025. It recovered to the old high on September 11, 2025, 5 months after the bottom.
How volatile is RSMV?
Over the past history RSMV had an annualized volatility of 11.6% and a Sharpe ratio of 0.27 (excess return over 1–3 month T-bills per unit of risk).