PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AdvisorShares Dorsey Wright Micro-Cap ETF (DWMC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00768Y5371
CUSIP00768Y537
IssuerAdvisorShares
Inception DateJul 10, 2018
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageadvisorshares.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The AdvisorShares Dorsey Wright Micro-Cap ETF has a high expense ratio of 1.32%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.32%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with DWMC

AdvisorShares Dorsey Wright Micro-Cap ETF

Popular comparisons: DWMC vs. SPY, DWMC vs. IWM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares Dorsey Wright Micro-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


30.00%40.00%50.00%60.00%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12
27.00%
62.52%
DWMC (AdvisorShares Dorsey Wright Micro-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A10.04%
1 monthN/A3.53%
6 monthsN/A22.79%
1 yearN/A32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.26%-2.13%-3.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AdvisorShares Dorsey Wright Micro-Cap ETF (DWMC) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DWMC
AdvisorShares Dorsey Wright Micro-Cap ETF
^GSPC
S&P 500
2.76

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.00OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12
-0.14
0.90
DWMC (AdvisorShares Dorsey Wright Micro-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

AdvisorShares Dorsey Wright Micro-Cap ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2022202120202019
Dividend$0.00$0.26$0.16$0.00$0.02

Dividend yield

0.00%0.78%0.41%0.00%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Dorsey Wright Micro-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.02

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12
-25.39%
-6.01%
DWMC (AdvisorShares Dorsey Wright Micro-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AdvisorShares Dorsey Wright Micro-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AdvisorShares Dorsey Wright Micro-Cap ETF was 48.23%, occurring on Mar 18, 2020. Recovery took 179 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.23%Sep 4, 2018387Mar 18, 2020179Dec 1, 2020566
-32.87%Nov 16, 2021216Sep 26, 2022
-18.55%Feb 16, 202130Mar 29, 2021152Nov 2, 2021182
-5.76%Jan 26, 20214Jan 29, 20213Feb 3, 20217
-4.98%Jul 24, 20185Jul 30, 201818Aug 23, 201823

Volatility

Volatility Chart

The current AdvisorShares Dorsey Wright Micro-Cap ETF volatility is 3.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12
3.68%
4.56%
DWMC (AdvisorShares Dorsey Wright Micro-Cap ETF)
Benchmark (^GSPC)