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 21 March 2019
Asset Under Management 2.58 Million (USD)
1 Month Total Return 1.01 %
Year To Date Return 14.98 %
1 Year Total Return
3 Year Annualized Total Return
NAV 25.82
Share Outstanding 100,000
Top 10 Holdings (21 March 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
AMAZON.COM INC AMZN EQUI 0.01127241
ALTRIA GROUP INC MO EQUI 0.01113358
MICROSOFT CORP MSFT EQUI 0.01108041
QUALCOMM INC QCOM EQUI 0.01089516
KLA-TENCOR CORP KLAC EQUI 0.01083506
CISCO SYSTEMS INC CSCO EQUI 0.01073683
PHILIP MORRIS INTERNATIONAL PM EQUI 0.01067791
XILINX INC XLNX EQUI 0.01067698
Visa Inc V EQUI 0.01061897
THERMO FISHER SCIENTIFIC INC TMO EQUI 0.01060164