C000186339 Performance — DeltaShares(R) S&P 500 Managed Risk ETF
Data updated: 2022-05-27
C000186339 returned +12.17% over one year to Mar 2022. Over one year the fund beat its US Large Blend category average: $100 grew to $112, against $110 for the category. Volatility over the past 12 months was 13.36% a year. In the 12 months to Mar 2022 the fund lost a net $369.4M, and assets reached $53.79M.
C000186339 Growth of $100
What $100 invested in DeltaShares(R) S&P 500 Managed Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000186339 | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $112 | $110 |
| Since data start (Jul 2019 – Mar 2022) | $135 | $146 |
C000186339 Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.17% |
| 3 years (annualised) | +11.62% |
C000186339 Annual Returns
Calendar-year total returns of DeltaShares(R) S&P 500 Managed Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −7.09% |
| 2021 | +27.27% |
| 2020 | +4.89% |
| 2019 (Jul–Dec) | +9.09% |
C000186339 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.7% | −2.4% | +0.9% | — | — | — | — | — | — | — | — | — |
| 2021 | −1.1% | +2.5% | +4.0% | +5.2% | +0.7% | +2.3% | +2.4% | +3.0% | −4.7% | +7.0% | −0.7% | +4.4% |
| 2020 | −0.1% | −7.5% | −2.4% | +2.2% | +1.5% | +0.7% | +2.3% | +3.6% | −2.6% | −2.1% | +6.9% | +3.0% |
| 2019 | — | — | — | — | — | — | +1.4% | −1.9% | +0.9% | +1.8% | +3.6% | +3.0% |
C000186339 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 13.36%
- Best month: +6.98% (Oct 2021)
- Worst month: −5.66% (Jan 2022)
C000186339 Fund Flows
Monthly money in and out of DeltaShares(R) S&P 500 Managed Risk ETF, from SEC Form N-PORT.
- 12-month net flow: −$369.4M
- 12-month gross sales (incl. reinvestments): $111.9M
- Sales ÷ redemptions: 0.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $0 | $283.2M | −$283.2M |
| Feb 2022 | $0 | $82.3M | −$82.3M |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $111.9M | $109.8M | $2.1M |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $1.5M | −$1.5M |
| Aug 2021 | $0 | $2.3M | −$2.3M |
| Jul 2021 | $0 | $2.2M | −$2.2M |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
C000186339 Assets Under Management
Net assets of DeltaShares(R) S&P 500 Managed Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $53.79M |
| 2021-12-31 | $452.47M |
| 2021-09-30 | $409.19M |
| 2021-06-30 | $414.01M |
| 2021-03-31 | $383.01M |
| 2020-12-31 | $386.76M |
| 2020-09-30 | $371.88M |
| 2020-06-30 | $381.38M |
| 2020-03-31 | $384.81M |
| 2019-12-31 | $428.09M |
| 2019-09-30 | $409.83M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.