DeltaShares S&P 400 Managed Risk ETF (DMRM)
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-CapAsset 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.
DMRMReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | -2.15% | -5.44% |
| YTD | -8.66% | -9.86% |
| 6M | -8.22% | -5.22% |
| 1Y | -6.76% | 3.04% |
| 5Y | 3.69% | 13.59% |
| 10Y | 3.69% | 13.59% |
DMRMMonthly Returns Heatmap
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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.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|
| 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.
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, 2018 | 375 | Mar 18, 2020 | 224 | Feb 5, 2021 | 599 |
| -12% | Nov 17, 2021 | 97 | Apr 7, 2022 | — | — | — |
| -7.78% | Feb 1, 2018 | 2 | Feb 8, 2018 | 90 | Aug 21, 2018 | 92 |
| -6.75% | May 10, 2021 | 49 | Jul 19, 2021 | 66 | Oct 20, 2021 | 115 |
| -4.08% | Mar 16, 2021 | 7 | Mar 24, 2021 | 14 | Apr 14, 2021 | 21 |
| -3.6% | Feb 25, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -2.3% | Aug 7, 2017 | 3 | Aug 10, 2017 | 2 | Sep 27, 2017 | 5 |
| -2.03% | Oct 26, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -1.59% | Apr 19, 2021 | 2 | Apr 20, 2021 | 3 | Apr 23, 2021 | 5 |
| -1.56% | Feb 16, 2021 | 3 | Feb 18, 2021 | 4 | Feb 24, 2021 | 7 |
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.
Portfolios with DeltaShares S&P 400 Managed Risk ETF
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