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 16 August 2019
Asset Under Management 2.53 Million (USD)
1 Month Total Return -4.70 %
Year To Date Return 13.87 %
1 Year Total Return
3 Year Annualized Total Return
NAV 25.34
Share Outstanding 100,001
Top 10 Holdings (16 August 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
AMGEN INC AMGN EQUI 0.01223775
COSTAR GROUP INC CSGP EQUI 0.01196649
HUMANA INC HUM EQUI 0.01183758
UNITED PARCEL SERVICE BOND 0.01183008
PHILLIPS 66 PSX EQUI 0.01170025
CBOE GLOBAL MARKETS INC CBOE EQUI 0.01154286
EXTRA SPACE STORAGE INC EXR EQUI 0.01151913
ANSYS INC ANSS EQUI 0.01149553
PROCTER & GAMBLE CO/THE PG EQUI 0.01142865
COCA-COLA CO/THE KO EQUI 0.01142288