DeltaShares S&P 600 Managed Risk ETF
Name
As of 04/07/2022Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
-5.4%
1 yr return
-2.2%
3 Yr Avg Return
2.0%
5 Yr Avg Return
N/A
Net Assets
$3.82 M
Holdings in Top 10
44.7%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.45%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 494.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
N/A
IRA
N/A
Fund Classification
Fund Type
Exchange Traded Fund
Name
As of 04/07/2022Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
DMRS - Profile
Distributions
- YTD Total Return -7.9%
- 3 Yr Annualized Total Return 2.0%
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 0.66%
- Dividend Yield 1.5%
- Dividend Distribution Frequency Quarterly
Fund Details
-
Legal NameDeltaShares S&P 600 Managed Risk ETF
-
Fund Family NameDeltaShares
-
Inception DateJul 31, 2017
-
Shares Outstanding70000
-
Share ClassN/A
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerCharles Lowery
Fund Description
• | The Equity Index measures the performance of the small-cap segment of the U.S. equity market. As of December 31, 2020, the market capitalizations of companies included in the Equity Index were between $146 million and $6.3 billion. |
• | The Treasury Bond Index measures the performance of the most recently issued 5-year U.S. Treasury note or bond. |
• | The T-Bill Index measures the performance of U.S. Treasury bills maturing in 0 to 3 months. |
DMRS - Performance
Return Ranking - Trailing
Period | DMRS Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -5.4% | -26.4% | 108.5% | 18.11% |
1 Yr | -2.2% | -23.8% | 54.2% | 27.18% |
3 Yr | 2.0%* | -4.8% | 16.2% | 97.55% |
5 Yr | N/A* | -0.2% | 13.2% | N/A |
10 Yr | N/A* | 1.8% | 11.8% | N/A |
* Annualized
Return Ranking - Calendar
Period | DMRS Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 12.0% | -39.0% | 18.1% | 7.84% |
2022 | -6.7% | -20.9% | 39.7% | 97.60% |
2021 | 10.2% | -21.9% | 25.7% | 81.87% |
2020 | -7.1% | -48.9% | 14.0% | 9.06% |
2019 | N/A | -7.3% | 37.8% | N/A |
Total Return Ranking - Trailing
Period | DMRS Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | -7.9% | -26.4% | 108.5% | 23.25% |
1 Yr | -2.2% | -23.8% | 49.9% | 30.91% |
3 Yr | 2.0%* | -4.8% | 16.2% | 95.56% |
5 Yr | N/A* | -0.5% | 13.2% | N/A |
10 Yr | N/A* | 1.8% | 11.8% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | DMRS Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 12.0% | -39.0% | 18.1% | 7.97% |
2022 | -6.7% | -20.9% | 39.7% | 97.60% |
2021 | 10.2% | -21.9% | 25.7% | 83.17% |
2020 | -7.1% | -48.9% | 14.0% | 40.42% |
2019 | N/A | -5.9% | 50.0% | N/A |
DMRS - Holdings
Concentration Analysis
DMRS | Category Low | Category High | DMRS % Rank | |
---|---|---|---|---|
Net Assets | 3.82 M | 658 K | 204 B | 98.20% |
Number of Holdings | 605 | 2 | 15345 | 18.39% |
Net Assets in Top 10 | 16.7 M | 1.42 K | 48.5 B | 76.76% |
Weighting of Top 10 | 44.69% | 8.0% | 100.0% | 45.21% |
Top 10 Holdings
- United States Treasury Notes 0.25% 74.98%
- US Treasury Note 0.25% 70.50%
- United States Treasury Notes 0.25% 63.85%
- United States Treasury Notes 0.38% 60.34%
- United States Treasury Notes 0.38% 48.22%
- United States Treasury Notes 0.38% 46.61%
- United States Treasury Notes 1.5% 41.82%
- United States Treasury Notes 1.875% 41.38%
- United States Treasury Notes 0.5% 39.97%
- United States Treasury Notes 1.25% 39.51%
Asset Allocation
Weighting | Return Low | Return High | DMRS % Rank | |
---|---|---|---|---|
Stocks | 57.97% | 0.00% | 99.40% | 64.32% |
Bonds | 41.38% | 0.00% | 119.58% | 13.44% |
Cash | 0.65% | -19.59% | 81.41% | 82.60% |
Preferred Stocks | 0.00% | 0.00% | 28.08% | 68.50% |
Other | 0.00% | -6.69% | 47.23% | 60.68% |
Convertible Bonds | 0.00% | 0.00% | 25.71% | 89.32% |
Stock Sector Breakdown
Weighting | Return Low | Return High | DMRS % Rank | |
---|---|---|---|---|
Financial Services | 17.81% | 0.00% | 100.00% | 15.50% |
Industrials | 15.98% | 0.00% | 33.21% | 5.76% |
Technology | 12.28% | 0.00% | 70.06% | 83.50% |
Consumer Cyclical | 11.89% | 0.00% | 19.23% | 20.93% |
Healthcare | 11.58% | 0.00% | 99.59% | 79.18% |
Real Estate | 9.56% | 0.00% | 67.69% | 13.51% |
Basic Materials | 5.72% | 0.00% | 34.29% | 14.62% |
Energy | 5.65% | 0.00% | 61.46% | 30.79% |
Consumer Defense | 4.74% | 0.00% | 28.69% | 80.84% |
Communication Services | 2.84% | 0.00% | 23.77% | 91.58% |
Utilities | 1.95% | 0.00% | 99.51% | 79.51% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | DMRS % Rank | |
---|---|---|---|---|
US | 57.25% | 0.00% | 98.67% | 25.00% |
Non US | 0.72% | -0.69% | 52.88% | 88.88% |
Bond Sector Breakdown
Weighting | Return Low | Return High | DMRS % Rank | |
---|---|---|---|---|
Government | 98.46% | 0.00% | 99.34% | 0.33% |
Cash & Equivalents | 1.54% | 0.14% | 100.00% | 94.27% |
Derivative | 0.00% | 0.00% | 31.31% | 46.04% |
Securitized | 0.00% | 0.00% | 85.69% | 89.54% |
Corporate | 0.00% | 0.00% | 99.38% | 96.15% |
Municipal | 0.00% | 0.00% | 98.19% | 67.40% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | DMRS % Rank | |
---|---|---|---|---|
US | 41.38% | 0.00% | 103.05% | 4.07% |
Non US | 0.00% | 0.00% | 106.10% | 94.16% |
DMRS - Expenses
Operational Fees
DMRS Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.45% | 0.06% | 7.62% | 87.83% |
Management Fee | 0.45% | 0.00% | 2.00% | 50.26% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | 0.43% |
Administrative Fee | N/A | 0.01% | 0.83% | N/A |
Sales Fees
DMRS Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 0.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
DMRS Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.00% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
DMRS Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 494.00% | 0.00% | 494.00% | 100.00% |
DMRS - Distributions
Dividend Yield Analysis
DMRS | Category Low | Category High | DMRS % Rank | |
---|---|---|---|---|
Dividend Yield | 1.51% | 0.00% | 11.36% | 31.15% |
Dividend Distribution Analysis
DMRS | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Quarterly | Monthly | Monthly | Monthly |
Net Income Ratio Analysis
DMRS | Category Low | Category High | DMRS % Rank | |
---|---|---|---|---|
Net Income Ratio | 0.66% | -2.34% | 19.41% | 75.64% |
Capital Gain Distribution Analysis
DMRS | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Mar 28, 2022 | $0.202 | OrdinaryDividend |
Dec 29, 2021 | $0.118 | OrdinaryDividend |
Sep 30, 2021 | $0.083 | OrdinaryDividend |
Jun 30, 2021 | $0.070 | OrdinaryDividend |
Mar 31, 2021 | $0.068 | OrdinaryDividend |
Dec 29, 2020 | $0.032 | OrdinaryDividend |
Mar 31, 2020 | $0.125 | OrdinaryDividend |
Dec 27, 2019 | $0.229 | OrdinaryDividend |
Oct 01, 2019 | $0.091 | OrdinaryDividend |
Jul 02, 2019 | $0.137 | OrdinaryDividend |
Mar 29, 2019 | $0.216 | OrdinaryDividend |
Oct 04, 2018 | $0.071 | OrdinaryDividend |
Jun 29, 2018 | $0.166 | OrdinaryDividend |
Mar 30, 2018 | $0.139 | OrdinaryDividend |
Sep 29, 2017 | $0.059 | OrdinaryDividend |
DMRS - Fund Manager Analysis
Managers
Charles Lowery
Start Date
Tenure
Tenure Rank
Jul 31, 2017
4.67
4.7%
Charles Lowery, CFA, is Director of ETF Portfolio Management at Milliman Financial Risk Management LLC. Prior to joining Milliman, Charles worked as a portfolio manager at ProShares. He received a Bachelor of Science in Business Administration degree from Georgetown University. Charles joined Milliman in 2017.
Louis Ng
Start Date
Tenure
Tenure Rank
Jul 31, 2017
4.67
4.7%
Louis Ng, FRM is Director of ETF Capital Markets at Milliman Financial Risk Management LLC. Prior to joining Milliman, Louis worked as a portfolio manager at ProShares, and as an ETF market maker at Bluefin Trading and Ronin Capital. Louis has also been a member of the NYSE, BATS, and EDGE Exchanges. He received a Bachelor of Science degree in Finance from Georgetown University. Louis joined Milliman in 2015.
Emma Westwick
Start Date
Tenure
Tenure Rank
Feb 01, 2021
1.16
1.2%
Emma Westwick is an Associate Portfolio Manager and a member of ETF Portfolio Management at Milliman Financial Risk Management LLC. Prior to her current role, Emma worked in trade operations at Milliman. She received a Bachelor of Economics degree from Wheaton College. Emma joined Milliman in 2019.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.04 | 34.43 | 6.08 | 2.33 |