DEFN Performance — Emles Protective Allocation ETF
Data updated: 2021-11-26
DEFN returned −2.81% over one year to Sep 2021. Over one year the fund trailed its Commodities category average: $100 grew to $97, against $117 for the category. Volatility over the past 12 months was 5.59% a year. In the 12 months to Sep 2021 the fund took in a net $11.5M, and assets reached $3.84M.
DEFN Growth of $100
What $100 invested in Emles Protective Allocation ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | DEFN | Category average |
|---|---|---|
| 1 year (Oct 2020 – Sep 2021) | $97 | $117 |
DEFN Trailing Returns
Total returns to Sep 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.81% |
DEFN Annual Returns
Calendar-year total returns of Emles Protective Allocation ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Sep) | −3.11% |
| 2020 (Oct–Dec) | +0.31% |
DEFN 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | −1.9% | −2.7% | −0.6% | +1.7% | +0.9% | +1.1% | +1.9% | −0.4% | −3.0% | — | — | — |
| 2020 | — | — | — | — | — | — | — | — | — | 0.0% | 0.0% | +0.3% |
DEFN Risk
Risk measures from monthly returns over Oct 2020 – Sep 2021.
- 1-year volatility (annualised): 5.59%
- Best month: +1.95% (Jul 2021)
- Worst month: −3.00% (Sep 2021)
DEFN Fund Flows
Monthly money in and out of Emles Protective Allocation ETF, from SEC Form N-PORT.
- 12-month net flow: $11.5M
- 12-month gross sales (incl. reinvestments): $7.8M
- Sales ÷ redemptions: -2.08×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2021 | $1K | −$1.2M | $1.2M |
| Aug 2021 | $10K | −$2.5M | $2.5M |
| Jul 2021 | $0 | $0 | $0 |
| Jun 2021 | $0 | $0 | $0 |
| May 2021 | $0 | $0 | $0 |
| Apr 2021 | $0 | $0 | $0 |
| Mar 2021 | $0 | $0 | $0 |
| Feb 2021 | $0 | $0 | $0 |
| Jan 2021 | $1.2M | $0 | $1.2M |
| Dec 2020 | $3.8M | $0 | $3.8M |
| Nov 2020 | $2.8M | $0 | $2.8M |
| Oct 2020 | $0 | $0 | $0 |
DEFN Assets Under Management
Net assets of Emles Protective Allocation ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-09-30 | $3.84M |
| 2021-06-30 | $7.61M |
| 2021-03-31 | $7.36M |
| 2020-12-31 | $6.52M |
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.