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DeltaShares S&P 600 Managed Risk ETF (DMRS)

ETF · Currency in USD · Last updated Aug 6, 2022

DMRS is a passive ETF by Aegon tracking the investment results of the S&P 600 Managed Risk 2.0 Index. DMRS launched on Jul 31, 2017 and has a 0.45% expense ratio.

ETF Info

ISINUS89349P3055
CUSIP89349P305
IssuerAegon
Inception DateJul 31, 2017
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Expense Ratio0.45%
Index TrackedS&P 600 Managed Risk 2.0 Index
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$53.49
Year Range$53.36 - $60.50
EMA (50)$54.39
EMA (200)$55.71
Average Volume$618.76

DMRSShare Price Chart


Chart placeholderClick Calculate to get results

DMRSPerformance

The chart shows the growth of $10,000 invested in DeltaShares S&P 600 Managed Risk ETF in Aug 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,342 for a total return of roughly 13.42%. All prices are adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%Feb 13Feb 20Feb 27Mar 06Mar 13Mar 20Mar 27Apr 03Apr 10Apr 17Apr 24
-1.86%
-4.19%
DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (^GSPC)

DMRSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.43%-5.44%
YTD-7.26%-9.86%
6M-6.65%-5.22%
1Y-5.71%3.04%
5Y3.15%9.97%
10Y3.15%9.97%

DMRSMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.63%0.08%-1.04%-1.82%
20213.41%3.51%1.59%0.96%1.53%-0.07%-1.18%1.01%-2.21%3.01%-2.07%2.38%
2020-4.18%-8.69%-4.86%1.20%0.80%0.47%0.84%0.14%-1.54%0.18%6.13%3.85%
20194.38%2.15%-2.10%2.53%-5.70%5.34%0.85%-3.39%1.07%0.98%2.56%2.94%
20182.78%-4.10%0.01%0.43%4.51%2.24%2.67%4.65%-3.04%-9.68%-0.40%-5.18%
2017-3.26%0.00%9.66%0.00%4.47%

DMRSSharpe 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 600 Managed Risk ETF Sharpe ratio is -0.43. 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.


-0.500.000.501.00Feb 13Feb 20Feb 27Mar 06Mar 13Mar 20Mar 27Apr 03Apr 10Apr 17Apr 24
-0.43
0.20
DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (^GSPC)

DMRSDividend History

DeltaShares S&P 600 Managed Risk ETF granted a 0.88% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.


PeriodTTM20212020201920182017
Dividend$0.47$0.34$0.16$0.67$0.67$0.38

Dividend yield

0.88%0.59%0.30%1.23%1.37%0.73%

DMRSDrawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchApril
-11.57%
-10.43%
DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (^GSPC)

DMRSWorst Drawdowns

The table below shows the maximum drawdowns of the DeltaShares S&P 600 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 600 Managed Risk ETF is 25.73%, recorded on Mar 18, 2020. It took 412 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.73%Sep 4, 2018376Mar 18, 2020412Nov 3, 2021788
-11.8%Nov 10, 202184Mar 14, 2022
-7.27%Jan 30, 20183Feb 8, 201829May 21, 201832
-4.13%Jun 21, 20188Jul 2, 20184Jul 9, 201812
-3.65%Aug 9, 20175Aug 23, 20172Oct 2, 20177
-1.66%Jul 23, 20184Jul 27, 20186Aug 6, 201810
-1.63%Jul 11, 20182Jul 12, 20186Jul 20, 20188
-1.03%Jun 13, 20183Jun 15, 20181Jun 18, 20184
-1.03%Aug 10, 20182Aug 13, 20181Aug 14, 20183
-1.02%May 22, 20183May 29, 20181Jun 4, 20184

DMRSVolatility Chart

Current DeltaShares S&P 600 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%Feb 13Feb 20Feb 27Mar 06Mar 13Mar 20Mar 27Apr 03Apr 10Apr 17Apr 240
21.77%
DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (^GSPC)