DQML

Fund Description
The Fund is designed to track the Fundstrat Doctor Quant Model US Large Cap Equal Weighted Long Index (also known as the "DQM Long Index"), developed by Fundstrat Global Advisors using an advanced multi-factor stock rating system to choose the top 100 stocks from an investable universe of the 500 largest US stocks by market cap. The DQM Long Index ranks the universe 1 through 500 by assigning an aggregate score to each stock across eight key fundamental and valuation/market-based factor groups that drive equity prices. Unlike many fixed weight multi-factor models, the DQM Long Index dynamically optimizes the weights to the realized explanatory power of each group attributing different weights to companies by sector. The Index is then comprised of the highest-scoring 100 large-cap stocks.
Fund Profile
Fund Name Reality Shares Fundstrat DQM Long ETF
Fund Exchange Ticker DQML
Fund Sponsor Reality Shares
Fund ISIN US75605A8844
Net Expense Ratio 0.69 %
Fund Inception Date 1 November 2018
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Factor & Thematic
Asset Class Equities (Stocks)
Index Linked Passive
Index Name Fundstrat Doctor Quant Model US Large Cap Equal Weighted Long Index
Index Provider Fundstrat
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 22 January 2019
Asset Under Management 2.97 Million (USD)
1 Month Total Return 4.90 %
Year To Date Return 5.38 %
1 Year Total Return
3 Year Annualized Total Return
NAV 23.79
Share Outstanding 125,000
Top 10 Holdings (22 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
EBAY INC EBAY EQUI 0.01173892
DEERE & CO DE EQUI 0.01148458
NIKE INC -CL B NKE EQUI 0.01140535
AUTODESK INC ADSK EQUI 0.01136384
BOEING CO/THE BA EQUI 0.01131374
ADOBE INC ADBE EQUI 0.01115266
VERISIGN INC VRSN EQUI 0.01113235
GENERAL MOTORS CO GM EQUI 0.01093077
CATERPILLAR INC CAT EQUI 0.01085099
DXC TECHNOLOGY CO DXC EQUI 0.01074821