MODEL NAME
data as of —
View the live fund executing this strategy
RegentQuant Global Macro Strategy- Performance During Historical Crashes.pdf
yearly_returns_gms.pdf
Investment Objective
Global Macro Strategy emphasizes systematic allocation between equities and gold, using quantitatively assessed market-risk regimes to guide exposure. It integrates macro indicators, volatility dynamics, and cross-asset signals to adjust positioning, aiming to capture upside in supportive conditions while mitigating drawdowns during periods of elevated uncertainty. The objective is to deliver a smoother, more resilient return profile across market cycles.
Statistics
Daily-derived metrics. CAGR, drawdown, and volatility
are calculated from the full daily strategy series, while charts and
tables display month-end snapshots. Intramonth highs or lows can
therefore drive these metrics beyond what adjacent month-end values
imply.
Return Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y | Beta | Sharpe |
|---|
Beta and Sharpe use 3 years of monthly data. Only complete, End-of-Month
(EOM) returns are used, excluding any incomplete current month.
Drawdown Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y |
|---|
Volatility Comparison
| Index | 1Y | 2Y | 3Y | 4Y | 5Y |
|---|