C000186341 Performance — DeltaShares(R) S&P 600 Managed Risk ETF
Data updated: 2022-05-27
C000186341 returned −2.18% over one year to Mar 2022. Over one year the fund trailed its US Small Blend category average: $100 grew to $98, against $99 for the category. Volatility over the past 12 months was 8.01% a year. In the 12 months to Mar 2022 the fund lost a net $40.8M, and assets reached $3.82M.
C000186341 Growth of $100
What $100 invested in DeltaShares(R) S&P 600 Managed Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000186341 | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $98 | $99 |
| Since data start (Jul 2019 – Mar 2022) | $104 | $141 |
C000186341 Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.18% |
| 3 years (annualised) | +1.58% |
C000186341 Annual Returns
Calendar-year total returns of DeltaShares(R) S&P 600 Managed Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −6.18% |
| 2021 | +12.85% |
| 2020 | −6.02% |
| 2019 (Jul–Dec) | +4.94% |
C000186341 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 | −5.4% | +0.6% | −1.4% | — | — | — | — | — | — | — | — | — |
| 2021 | +3.1% | +3.4% | +1.5% | +1.4% | +1.5% | +0.1% | −1.4% | +1.2% | −1.8% | +2.2% | −1.8% | +2.9% |
| 2020 | −4.0% | −8.3% | −5.4% | +0.9% | +0.8% | +0.6% | +1.0% | +0.4% | −1.4% | +0.1% | +6.5% | +3.4% |
| 2019 | — | — | — | — | — | — | +0.9% | −3.4% | +1.2% | +1.2% | +2.4% | +2.7% |
C000186341 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 8.01%
- Best month: +2.92% (Dec 2021)
- Worst month: −5.39% (Jan 2022)
C000186341 Fund Flows
Monthly money in and out of DeltaShares(R) S&P 600 Managed Risk ETF, from SEC Form N-PORT.
- 12-month net flow: −$40.8M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $0 | $32.9M | −$32.9M |
| Feb 2022 | $0 | $3.8M | −$3.8M |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $1.2M | −$1.2M |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $1.7M | −$1.7M |
| Aug 2021 | $0 | $0 | $0 |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $0 | $1.2M | −$1.2M |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
C000186341 Assets Under Management
Net assets of DeltaShares(R) S&P 600 Managed Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $3.82M |
| 2021-12-31 | $43.25M |
| 2021-09-30 | $43.09M |
| 2021-06-30 | $45.79M |
| 2021-03-31 | $45.61M |
| 2020-12-31 | $36.98M |
| 2020-09-30 | $33.07M |
| 2020-06-30 | $33.09M |
| 2020-03-31 | $32.34M |
| 2019-12-31 | $41.71M |
| 2019-09-30 | $39.37M |
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.