Rational/RGN Hedged Equity Fund Class C · NASDAQ:RNECX
Rational/RGN Hedged Equity Fund Class C — Return Stacked Balanced Allocation & Systematic Macro Fund (RDMIX) — Investor Presentation (January 2025)
30 slides from Rational/RGN Hedged Equity Fund Class C's investor presentation, January 2025
Slide 1: RDMIX – Balanced Allocation & Systematic Macro
RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO RDMIX – Balanced Allocation & Systematic Macro © Return Stacked® Funds - 2025 January 2025 20250312-4302794
Slide 2: Important Disclosures
Return Stacked® Funds 2025 Important Disclosures Diversification does not ensure a profit or guarantee against a loss. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Past Performance is not a guarantee of future results. The investment return and principal value of an investment will
Slide 3: Important Risk Factors
Return Stacked® Funds 2025 Important Risk Factors Investing in the Fund carries certain risks. The value of the Fund may decrease in response to the activities and financial prospects of an individual security in the Fund’s portfolio. Investing in the commodities markets (directly or indirectly) may
Slide 4: Important Risk Factors
Return Stacked® Funds 2025 Important Risk Factors Bond Risk: The Fund will be subject to bond and fixed income risks through its investments in U.S. Treasury and fixed income futures contracts. Changes in interest rates generally will cause the value of fixed-income and bond instruments held by the
Slide 5: What is Return Stacking?
Return Stacked® Funds 2025 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO What is Return Stacking? 20250312-4302794
Slide 6: Adding Alternatives Usually Requires Sacrificing Core Stocks & Bonds
THE POTENTIAL PROBLEM Adding Alternatives Usually Requires Sacrificing Core Stocks & Bonds RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Diversification helps during difficult periods for the core portfolio but weighs on returns when alternatives underperform. 60/40 50/30/20 Stocks
Slide 7: Making Room in a Portfolio for Diversifiers Can Lead to Behavioral Friction
Making Room in a Portfolio for Diversifiers Can Lead to Behavioral Friction when Alternatives Underperform Relative Performance: 50/30/20 vs 60/40 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO 1.25 Ratio of Growth of $1 in 50/30/20 vs 1.2 “I love alternatives” “I hate alternatives”
Slide 8: Return Stacking: Our Solution
OUR SOLUTION Return Stacking A Return Stacking Portfolio At its core, Return Stacking is the idea of layering 250 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO one diversified return on top of a traditional asset class, achieving more than $1 of exposure for each 200 $1 invested. 10
Slide 9: Return Stacking Solves The Alternative Strategy Funding Problem
Return Stacking Solves The Alternative Strategy “Funding” Problem 180 160 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO The “New World” approach solves the 140 funding problem by layering the alternative on top of the benchmark. Allocations in Percentage (%) Form The “Old World” app
Slide 10: Helping To Avoid Behavioral Friction by Stacking Alternatives
Helping To Avoid Behavioral Friction by Stacking Alternatives on Top of Traditional Allocations Relative Performance: 60/40/20 vs 60/40 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO 1.35 Ratio of Growth of $1 in 60/40/20 vs 1.3 1.25 “Alternatives I can stick with” 1.2 60/40 1.15 1.1
Slide 11: Leading To Benefits In Two Key Dimensions
Leading To Benefits In Two Key Dimensions RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Stacking for Outperformance • Seeks to introduce additional return streams on top of your core portfolio. • Pursue alpha sources outside of traditional security selection. Stacking for Diversific
Slide 12: Return Stacked Balanced Allocation & Systematic Macro (RDMIX)
Return Stacked® Funds 2025 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Return Stacked® Balanced Allocation & Systematic Macro (RDMIX) 20250312-4302794
Slide 13: RDMIX – Balanced Allocation & Systematic Macro
RDMIX – Balanced Allocation & Systematic Macro The Fund seeks long-term capital appreciation by investing in RDMIX Illustrative Portfolio two complementary investment strategies: a balanced 250 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO allocation strategy and a systematic macro
Slide 14: What is Systematic Macro?
What is Systematic Macro? Systematic macro strategies leverage data-driven, algorithmic approaches to exploit opportunities in global macroeconomic trends. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Systematic macro strategies leverage large datasets and sophisticated statistical
Slide 15: Stocks, Bonds & Systematic Macro
Stocks, Bonds & Systematic Macro 900 Correlation 800 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO U.S. U.S. Systematic Equities Treasuries Macro 700 U.S. Equities 1.00 -0.17 -0.07 600 U.S. Treasuries -0.17 1.00 0.07 Growth of $100 Systematic Macro -0.07 0.07 1.00 500 400 300 200 10
Slide 16: Why Systematic Macro?
Why Systematic Macro? Performance During Major Equity Drawdowns 60.0% Historically, Systematic Macro has exhibited: RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO 40.0% • Positive long-term returns. 20.0% • Low correlation to both stocks and bonds. 0.0% -20.0% • Positive returns duri
Slide 17: Stacking Balanced Allocation & Systematic Macro
Stacking Balanced Allocation & Systematic Macro 1600 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO 800 Growth of $100 400 200 100 100% Balanced Allocation / 100% Systematic Macro Balanced Allocation Systematic Macro Source: Bloomberg and Pivotal Path. U.S. Equities is the S&P 500 To
Slide 18: RDMIX's Balanced Allocation Strategy
RDMIX’s Balanced Allocation Strategy The Balanced Allocation Strategy seeks to provide exposure to target a mix of approximately 50% U.S. equities + 50% U.S. bonds. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO To enable return stacking while achieving 100% exposure to a Balanced Al
Slide 19: RDMIX's Systematic Macro Strategy
RDMIX’s Systematic Macro Strategy A focus on diversifying across systematic signals that have historically generated positive long-run returns. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Trend Following Mean Reversion Seasonality Trading with market direction Prices returning to
Slide 20: Investment Universe
Investment Universe The Systematic Macro strategy trades more than 65 contracts* in 8 sectors. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Agriculture Bonds Rates 15 Markets: Global 9 Markets: U.S., E.U. & Asia 6 Markets: Global Energy Equities Metals 8 Markets: Oil & Gas 11 Marke
Slide 21: RDMIX – A Capital Efficient Building Block
RDMIX – A Capital Efficient Building Block Replacing core U.S. equity and fixed income exposure with RDMIX allows investors to introduce systematic macro as an overlay to their strategic portfolio. The size of the allocation determines the size of the overlay. 160 160 RDMIX | RETURN STACKED® BALANCE
Slide 22: RDMIX – Review
RDMIX – Review Objective: Long-term capital appreciation. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Strategy: For every $1 invested, the Fund seeks to provide $1 of exposure to its Balanced Allocation Strategy and $1 of exposure to its Systematic Macro Strategy. Balanced Allocat
Slide 23: Glossary
Glossary Alpha is a term used in investing to describe an investment strategy's ability to beat the market, or its "edge." Alternative investments are financial assets that do not fall into one of the conventional investment categories. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO
Slide 24: Glossary (Continued)
Glossary (Continued) Currencies refers to the generally accepted forms of payment usually issued by governments and circulated within their jurisdiction. Investors can trade almost any currency in the world. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Diversification is a risk man
Slide 25: PivotalPath Disclosures
PivotalPath Disclosures The PivotalPath index/indices used in this information is/are produced by the hedge fund research and investment consultancy firm, PivotalPath Inc. The information is representative of the overall composition of the hedge fund universe, as well as specific sub-strategies, inc
Slide 26: Contact Us
Return Stacked® Funds 2025 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Contact Us www.returnedstackfunds.com info@investresolve.com Case #8aa85b2d-7024-434d-91a5-257757571baf 20250312-4302794
Slide 27: Appendix
Appendix Return Stacked® Funds 2025 RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO 20250312-4302794
Slide 28: Investment Universe
Investment Universe The Systematic Macro strategy trades more than 65 contracts in 8 sectors, worldwide. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO Agriculture Bonds Energy Equities Rates Metals Forex Live Cattle Australian Gov’t Bonds Crude Oil (Light Sweet) German DAX Australia
Slide 29: RDMIX's Systematic Macro Strategy
RDMIX’s Systematic Macro Strategy A focus on diversifying across systematic signals that have historically generated positive long-run returns across a variety of asset classes. RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO The tendency for higher-yielding assets to provide higher r
Slide 30: Bespoke Signal Profiles
Bespoke Signal Profiles Each market has distinct fundamentals and participants, impacting the effectiveness of different systematic signals. Machine learning models are applied to generate bespoke signal profiles for each RDMIX | RETURN STACKED® BALANCED ALLOCATION & SYSTEMATIC MACRO market traded.