FWDB Performance — AdvisorShares North Square McKee ESG Core Bond ETF
Data updated: 2022-09-08
FWDB returned −9.67% over one year to Jun 2022. The annualised 3-year return is −1.36%. The fund beat its Global Bond category average: $100 invested three years ago grew to $96, against $96 for the category, and to $90 over one year, against $89. Volatility over the past three years was 4.91% a year. In the 12 months to Jun 2022 the fund took in a net $2.8M, and assets reached $3.33M.
FWDB Growth of $100
What $100 invested in AdvisorShares North Square McKee ESG Core Bond ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Bond category average over the same months.
| Period | FWDB | Category average |
|---|---|---|
| 1 year (Jul 2021 – Jun 2022) | $90 | $89 |
| 3 years (Jul 2019 – Jun 2022) | $96 | $96 |
FWDB Trailing Returns
Total returns to Jun 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.67% |
| 3 years (annualised) | −1.36% |
FWDB Annual Returns
Calendar-year total returns of AdvisorShares North Square McKee ESG Core Bond ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jun) | −10.00% |
| 2021 | −0.01% |
| 2020 | +2.40% |
| 2019 (Jul–Dec) | +4.15% |
FWDB 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 | −2.0% | −1.1% | −2.6% | −3.9% | +0.7% | −1.4% | — | — | — | — | — | — |
| 2021 | −0.4% | −0.8% | −0.4% | +0.7% | +0.2% | +0.3% | +0.8% | 0.0% | −0.4% | −0.1% | +0.2% | −0.1% |
| 2020 | +2.2% | −0.1% | −4.6% | +0.6% | +0.7% | 0.0% | +1.3% | −0.2% | −0.1% | −0.2% | +2.2% | +0.9% |
| 2019 | — | — | — | — | — | — | +0.9% | −0.4% | +1.3% | +0.5% | +0.5% | +1.3% |
FWDB Risk
Risk measures from monthly returns over Jul 2019 – Jun 2022.
- 3-year volatility (annualised): 4.91%
- 3-year Sharpe ratio: -1.19 (vs 4.5% risk-free rate)
- Best month: +2.23% (Jan 2020)
- Worst month: −4.56% (Mar 2020)
FWDB Fund Flows
Monthly money in and out of AdvisorShares North Square McKee ESG Core Bond ETF, from SEC Form N-PORT.
- 12-month net flow: $2.8M
- 12-month gross sales (incl. reinvestments): $512K
- Sales ÷ redemptions: -0.22×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $512K | $0 | $512K |
| Oct 2021 | $0 | −$2.1M | $2.1M |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $0 | −$260K | $260K |
| Jul 2021 | $0 | $0 | $0 |
FWDB Assets Under Management
Net assets of AdvisorShares North Square McKee ESG Core Bond ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-06-30 | $3.33M |
| 2022-03-31 | $3.51M |
| 2021-12-31 | $3.74M |
| 2021-09-30 | $5.30M |
| 2021-06-30 | $5.58M |
| 2021-03-31 | $5.79M |
| 2020-12-31 | $5.90M |
| 2020-09-30 | $7.72M |
| 2020-06-30 | $8.31M |
| 2020-03-31 | $7.60M |
| 2019-12-31 | $7.83M |
| 2019-09-30 | $5.82M |
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.