DeltaShares S&P 400 Managed Risk ETF (DMRM)

54.60 -0.05  -0.10% NYSE Arca Jan 21, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 54.85
Discount or Premium to NAV -0.47%
Turnover Ratio 435.0%
1 Year Fund Level Flows -17.98M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.68% 0.92% 2.95% 71
3M 6.16% 6.80% 9.03% 83
6M 4.94% 5.75% 8.93% 87
YTD 0.73% 0.99% 1.99% 72
1Y 10.77% 11.24% 20.18% 93
3Y -- -- 9.47% --
5Y -- -- 8.08% --
10Y -- -- 11.06% --
15Y -- -- 8.05% --
20Y -- -- 8.04% --
As of Jan. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.36% 1.36% 0.00%
Stock 98.64% 98.64% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 31, 2019

Region Exposure

Americas 99.94%
North America 99.94%
Latin America 0.00%
Greater Europe 0.06%
United Kingdom 0.06%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Dec. 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.68%
Communication Services 2.22%
Consumer Cyclical 13.58%
Consumer Defensive 3.68%
Energy 2.61%
Financial Services 16.58%
Healthcare 9.83%
Industrials 15.98%
Real Estate 11.24%
Technology 15.58%
Utilities 4.01%
As of Dec. 31, 2019

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 76.52%
Small 23.48%
Micro 0.00%
As of Dec. 31, 2019

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 23.55%
Mid Cap Blend 26.86%
Mid Cap Growth 26.30%
Small Cap Value 10.18%
Small Cap Blend 8.38%
Small Cap Growth 4.74%
As of Dec. 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P MidCap 400 Futures Mar20 1.25% -- --
TDY Teledyne Technologies Inc 0.67% 373.80 -2.49%
DPZ Domino's Pizza Inc 0.64% 287.93 +0.99%
TYL Tyler Technologies Inc 0.62% 311.54 +0.23%
Y Alleghany Corp 0.61% 804.97 +0.02%
TER Teradyne Inc 0.61% 74.50 +4.12%
WST West Pharmaceutical Services Inc 0.59% 157.14 -0.30%
MPW Medical Properties Trust Inc 0.58% 22.40 +0.04%
FICO Fair Isaac Corp 0.58% 410.43 +0.71%
TRMB Trimble Inc 0.55% 44.24 +0.14%
As of Dec. 31, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks to track the investment results, before fees and expenses, of the S&P 400 Managed Risk 2.0 Index. Under normal market conditions, the fund invests a substantial portion, but at least 80%, of its assets, exclusive of collateral held from securities lending, in securities comprising the S&P 400 Managed Risk 2.0 Index. The underlying index seeks to achieve these objectives by allocating weightings among the S&P MidCap 400 Index, the S&P U.S. Treasury Bond Current 5-Year Index and the S&P U.S. Treasury Bill 0-3 Month Index. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Blend
Prospectus Objective Growth
Fund Owner Firm Name DeltaShares
Benchmark Index
S&P 400 Managed Risk 2.0 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Blake Graves 1.75 yrs
Charles Lowery 1.75 yrs
Louis Ng 1.75 yrs

Net Fund Flows

1M 0.60
3M 0.423
6M -2.575M
YTD -17.98M
1Y -17.98M
3Y --
5Y --
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) --
Max Drawdown (All) 16.83%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.4046
30-Day Rolling Volatility 7.80%
Daily Value at Risk (VaR) 1% (All) 2.36%
Monthly Value at Risk (VaR) 1% (All) 9.54%

Fundamentals

Dividend Yield TTM (1-21-20) 1.27%
30-Day SEC Yield (12-31-19) 1.19%
7-Day SEC Yield --
Weighted Average PE Ratio 20.61
Weighted Average Price to Sales Ratio 1.347
Weighted Average Price to Book Ratio 2.214
Weighted Median ROE 13.75%
Weighted Median ROA 5.75%
Forecasted Dividend Yield 1.76%
Forecasted PE Ratio 17.83
Forecasted Price to Sales Ratio 1.284
Forecasted Price to Book Ratio 2.114
Number of Holdings 403
As of Dec. 31, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.24%
Forecasted Book Value Growth 5.84%
Forecasted Cash Flow Growth 6.47%
Forecasted Earnings Growth 6.05%
Forecasted Revenue Growth 6.38%
As of Dec. 31, 2019

Comparables

Edit

Attributes

Key Dates
Inception Date 7/31/2017
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 5/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.