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DeltaShares S&P 600 Managed Risk ETF (DMRS)

ETF · Currency in USD
ISIN
US89349P3055
CUSIP
89349P305
Issuer
Aegon
Inception Date
Jul 31, 2017
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.45%
Index Tracked
S&P 600 Managed Risk 2.0 Index
Asset Class
Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

DMRSPrice Chart


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DMRSPerformance

The chart shows the growth of $10,000 invested in DeltaShares S&P 600 Managed Risk ETF on Aug 7, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,158 for a total return of roughly 21.58%. All prices are adjusted for splits and dividends.


DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (S&P 500)

DMRSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.94%-2.17%
1M1.61%0.62%
6M3.32%6.95%
1Y7.31%22.39%
5Y5.28%13.04%
10Y5.28%13.04%

DMRSMonthly Returns Heatmap


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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 0.52. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (S&P 500)

DMRSDividends

DeltaShares S&P 600 Managed Risk ETF granted a 0.59% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $0.34 per share.


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

Dividend yield

0.59%0.58%0.30%1.22%1.37%0.73%

DMRSDrawdowns Chart

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


DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (S&P 500)

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
-8.08%Nov 10, 202115Dec 1, 2021
-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 9.61%. 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.


DMRS (DeltaShares S&P 600 Managed Risk ETF)
Benchmark (S&P 500)

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