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DeltaShares S&P 400 Managed Risk ETF (DMRM)

ETF · Currency in USD · Last updated May 21, 2022

DMRM is a passive ETF by Aegon tracking the investment results of the S&P 400 Managed Risk 2.0 Index. DMRM launched on Jul 31, 2017 and has a 0.45% expense ratio.

ETF Info

  • ISINUS89349P2065
  • CUSIP89349P206
  • IssuerAegon
  • Inception DateJul 31, 2017
  • RegionNorth America (U.S.)
  • CategoryMid Cap Blend Equities
  • Expense Ratio0.45%
  • Index TrackedS&P 400 Managed Risk 2.0 Index
  • Asset ClassMulti-Asset
  • Asset Class Size

    Multi-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$55.22
  • Year Range$55.22 - $62.75
  • EMA (50)$56.28
  • EMA (200)$57.64
  • Average Volume$622.94

DMRMShare Price Chart


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DMRMPerformance

The chart shows the growth of $10,000 invested in DeltaShares S&P 400 Managed Risk ETF on Aug 7, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,587 for a total return of roughly 15.87%. All prices are adjusted for splits and dividends.


DMRM (DeltaShares S&P 400 Managed Risk ETF)
Benchmark (^GSPC)

DMRMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.15%-5.44%
YTD-8.66%-9.86%
6M-8.22%-5.22%
1Y-6.76%3.04%
5Y3.69%13.59%
10Y3.69%13.59%

DMRMMonthly Returns Heatmap


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DMRMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current DeltaShares S&P 400 Managed Risk ETF Sharpe ratio is -0.49. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


DMRM (DeltaShares S&P 400 Managed Risk ETF)
Benchmark (^GSPC)

DMRMDividend History

DeltaShares S&P 400 Managed Risk ETF granted a 0.92% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20212020201920182017
Dividend$0.51$0.44$0.23$0.69$0.66$0.33

Dividend yield

0.92%0.72%0.44%1.30%1.42%0.63%

DMRMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DMRM (DeltaShares S&P 400 Managed Risk ETF)
Benchmark (^GSPC)

DMRMWorst Drawdowns

The table below shows the maximum drawdowns of the DeltaShares S&P 400 Managed Risk ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the DeltaShares S&P 400 Managed Risk ETF is 21.51%, recorded on Mar 18, 2020. It took 224 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.51%Aug 30, 2018375Mar 18, 2020224Feb 5, 2021599
-12%Nov 17, 202197Apr 7, 2022
-7.78%Feb 1, 20182Feb 8, 201890Aug 21, 201892
-6.75%May 10, 202149Jul 19, 202166Oct 20, 2021115
-4.08%Mar 16, 20217Mar 24, 202114Apr 14, 202121
-3.6%Feb 25, 20216Mar 4, 20215Mar 11, 202111
-2.3%Aug 7, 20173Aug 10, 20172Sep 27, 20175
-2.03%Oct 26, 20212Oct 27, 20213Nov 1, 20215
-1.59%Apr 19, 20212Apr 20, 20213Apr 23, 20215
-1.56%Feb 16, 20213Feb 18, 20214Feb 24, 20217

DMRMVolatility Chart

Current DeltaShares S&P 400 Managed Risk ETF volatility is 0.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DMRM (DeltaShares S&P 400 Managed Risk ETF)
Benchmark (^GSPC)

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