C000186340 Performance — DeltaShares(R) S&P 400 Managed Risk ETF
Data updated: 2022-05-27
C000186340 returned −1.32% over one year to Mar 2022. Over one year the fund trailed its US Mid-Cap Blend category average: $100 grew to $99, against $105 for the category. Volatility over the past 12 months was 11.25% a year. In the 12 months to Mar 2022 the fund lost a net $92.0M, and assets reached $4.51M.
C000186340 Growth of $100
What $100 invested in DeltaShares(R) S&P 400 Managed Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | C000186340 | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $99 | $105 |
| Since data start (Jul 2019 – Mar 2022) | $110 | $141 |
C000186340 Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.32% |
| 3 years (annualised) | +3.51% |
C000186340 Annual Returns
Calendar-year total returns of DeltaShares(R) S&P 400 Managed Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −6.82% |
| 2021 | +15.20% |
| 2020 | −1.75% |
| 2019 (Jul–Dec) | +4.26% |
C000186340 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 | −5.9% | +0.5% | −1.4% | — | — | — | — | — | — | — | — | — |
| 2021 | +0.8% | +4.7% | +3.1% | +3.1% | +0.1% | −1.0% | +0.1% | +1.5% | −3.8% | +5.4% | −3.0% | +3.6% |
| 2020 | −2.6% | −8.6% | −4.3% | +1.3% | +1.8% | +0.3% | +1.3% | +0.8% | −1.3% | +0.3% | +6.6% | +3.6% |
| 2019 | — | — | — | — | — | — | +1.1% | −4.0% | +1.3% | +0.7% | +2.5% | +2.8% |
C000186340 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 11.25%
- Best month: +5.37% (Oct 2021)
- Worst month: −5.94% (Jan 2022)
C000186340 Fund Flows
Monthly money in and out of DeltaShares(R) S&P 400 Managed Risk ETF, from SEC Form N-PORT.
- 12-month net flow: −$92.0M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $0 | $75.5M | −$75.5M |
| Feb 2022 | $0 | $13.5M | −$13.5M |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $0 | $1.2M | −$1.2M |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $1.2M | −$1.2M |
| Aug 2021 | $0 | $590K | −$590K |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
C000186340 Assets Under Management
Net assets of DeltaShares(R) S&P 400 Managed Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $4.51M |
| 2021-12-31 | $100.17M |
| 2021-09-30 | $95.73M |
| 2021-06-30 | $100.14M |
| 2021-03-31 | $98.08M |
| 2020-12-31 | $92.92M |
| 2020-09-30 | $86.34M |
| 2020-06-30 | $85.71M |
| 2020-03-31 | $82.95M |
| 2019-12-31 | $97.76M |
| 2019-09-30 | $92.52M |
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.