(RSST) Return Stacked U.S. Stocks - Ratings and Ratios
U.S. Stocks, Managed Futures
Dividends
| Dividend Yield | 0.08% |
| Yield on Cost 5y | 0.12% |
| Yield CAGR 5y | -87.77% |
| Payout Consistency | 70.5% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 26.6% |
| Value at Risk 5%th | 47.4% |
| Relative Tail Risk | 8.18% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.40 |
| Alpha | -3.28 |
| CAGR/Max DD | 0.53 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.366 |
| Beta | 1.248 |
| Beta Downside | 1.336 |
| Drawdowns 3y | |
|---|---|
| Max DD | 30.80% |
| Mean DD | 6.71% |
| Median DD | 5.55% |
Description: RSST Return Stacked U.S. Stocks October 28, 2025
The Return Stacked U.S. Stocks & Managed Futures ETF (BATS:RSST) is an actively-managed, non-diversified ETF that blends two distinct strategies: a U.S. equity component and a managed-futures component. Under normal market conditions the fund allocates at least 80% of its net assets (plus any investment-purpose borrowings) to these two strategies, with the equity side typically comprising roughly 70-80% and the futures side the remaining 20-30%.
From publicly available data (as of Q3 2024), RSST carries an expense ratio of about 0.70% and manages roughly $120 million in assets. Its 12-month rolling volatility hovers near 15%, while the blended strategy has delivered a Sharpe ratio of roughly 0.65, reflecting the modest risk-adjusted return boost that managed-futures exposure can provide to a predominantly equity portfolio.
Key macro drivers for RSST’s performance include U.S. GDP growth and Federal Reserve policy, which influence both the equity market’s earnings outlook and the term structure of futures contracts (e.g., interest-rate and commodity futures). Additionally, commodity price trends-particularly in energy and industrial metals-can materially affect the managed-futures leg, offering a hedge when equity valuations face pressure.
If you’re looking to dig deeper into how RSST’s allocation dynamics compare with other multi-strategy ETFs, ValueRay’s analytics platform offers a transparent, data-first view that can help you validate assumptions and quantify upside potential.
What is the price of RSST shares?
Over the past week, the price has changed by -1.20%, over one month by -2.17%, over three months by +9.79% and over the past year by +13.14%.
Is RSST a buy, sell or hold?
What are the forecasts/targets for the RSST price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 29.4 | 5.2% |
RSST Fundamental Data Overview December 03, 2025
Beta = 0.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 302.3m USD (302.3m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 302.3m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 302.3m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 10.61% (E(302.3m)/V(302.3m) * Re(10.61%) + (debt-free company))
Discount Rate = 10.61% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for RSST ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle