DWMC Performance — AdvisorShares Dorsey Wright Small Company ETF
Data updated: 2023-11-21
DWMC returned +12.99% over one year to Sep 2023. The annualised 3-year return is +14.13%. Against its International Small Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $149, against $114 for the category, and to $113 over one year, against $118. Volatility over the past three years was 23.99% a year. In the 12 months to Sep 2023 the fund took in a net $2.9M, and assets reached $4.67M.
DWMC Growth of $100
What $100 invested in AdvisorShares Dorsey Wright Small Company ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Small Blend category average over the same months.
| Period | DWMC | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $113 | $118 |
| 3 years (Oct 2020 – Sep 2023) | $149 | $114 |
| Since data start (Jul 2019 – Sep 2023) | $142 | $116 |
DWMC Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.99% |
| 3 years (annualised) | +14.13% |
DWMC Annual Returns
Calendar-year total returns of AdvisorShares Dorsey Wright Small Company ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | −1.28% |
| 2022 | −16.27% |
| 2021 | +35.67% |
| 2020 | +21.97% |
| 2019 (Jul–Dec) | +3.46% |
DWMC 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.6% | +0.6% | −7.0% | −4.7% | −0.9% | +8.1% | +3.5% | −1.4% | −2.1% | — | — | — |
| 2022 | −12.1% | +2.4% | +3.4% | −6.0% | +1.8% | −13.9% | +7.2% | −0.7% | −10.4% | +13.9% | +3.0% | −2.5% |
| 2021 | +10.9% | +9.3% | −2.8% | +4.0% | +4.5% | +1.8% | −3.8% | +2.7% | +0.3% | +5.0% | −3.3% | +3.4% |
| 2020 | −2.0% | −6.9% | −26.2% | +15.9% | +9.9% | +3.4% | +2.9% | +3.4% | −2.5% | −0.4% | +17.7% | +13.1% |
| 2019 | — | — | — | — | — | — | +1.5% | −5.2% | −4.6% | +2.9% | +6.3% | +2.9% |
DWMC Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 23.99%
- 3-year Sharpe ratio: 0.40 (vs 4.5% risk-free rate)
- Best month: +17.69% (Nov 2020)
- Worst month: −13.88% (Jun 2022)
DWMC Fund Flows
Monthly money in and out of AdvisorShares Dorsey Wright Small Company ETF, from SEC Form N-PORT.
- 12-month net flow: $2.9M
- 12-month gross sales (incl. reinvestments): $479K
- Sales ÷ redemptions: -0.20×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $0 | −$160K | $160K |
| Aug 2023 | $0 | $0 | $0 |
| Jul 2023 | $0 | $0 | $0 |
| Jun 2023 | $479K | $0 | $479K |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | −$467K | $467K |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | −$1.8M | $1.8M |
DWMC Assets Under Management
Net assets of AdvisorShares Dorsey Wright Small Company ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-29 | $4.67M |
| 2023-06-30 | $4.84M |
| 2023-03-31 | $4.27M |
| 2022-12-30 | $4.89M |
| 2022-09-30 | $6.03M |
| 2022-06-30 | $7.38M |
| 2022-03-31 | $9.49M |
| 2021-12-31 | $11.58M |
| 2021-09-30 | $9.57M |
| 2021-06-30 | $8.90M |
| 2021-03-31 | $8.05M |
| 2020-12-31 | $2.90M |
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.