IIIRX Performance — Delaware Ivy Proshares Interest Rate Hedged High Yield Index Fund, Class I
Data updated: 2022-08-26
IIIRX returned −7.34% over one year to Jun 2022. The annualised 3-year return is −2.48%. Against its Global High Yield Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $93, against $99 for the category, and to $93 over one year, against $89. Volatility over the past three years was 4.51% a year. In the 12 months to Jun 2022 the fund lost a net $5.2M, and assets reached $12.42M.
IIIRX Growth of $100
What $100 invested in Delaware Ivy Proshares Interest Rate Hedged High Yield Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global High Yield Bond category average over the same months.
| Period | IIIRX | Category average |
|---|---|---|
| 1 year (Jul 2021 – Jun 2022) | $93 | $89 |
| 3 years (Jul 2019 – Jun 2022) | $93 | $99 |
IIIRX Trailing Returns
Total returns to Jun 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.34% |
| 3 years (annualised) | −2.48% |
IIIRX Annual Returns
Calendar-year total returns of Delaware Ivy Proshares Interest Rate Hedged High Yield Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jun) | −7.36% |
| 2021 | +0.05% |
| 2020 | +0.02% |
| 2019 (Jul–Dec) | +0.03% |
IIIRX 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 | 0.0% | −0.1% | +2.1% | −2.3% | +0.2% | −7.2% | — | — | — | — | — | — |
| 2021 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 2020 | 0.0% | 0.0% | −0.1% | 0.0% | 0.0% | 0.0% | +0.1% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| 2019 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
IIIRX Risk
Risk measures from monthly returns over Jul 2019 – Jun 2022.
- 3-year volatility (annualised): 4.51%
- 3-year Sharpe ratio: -1.55 (vs 4.5% risk-free rate)
- Best month: +2.05% (Mar 2022)
- Worst month: −7.16% (Jun 2022)
IIIRX Fund Flows
Monthly money in and out of Delaware Ivy Proshares Interest Rate Hedged High Yield Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$5.2M
- 12-month gross sales (incl. reinvestments): $3.3M
- Sales ÷ redemptions: 0.39×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2022 | $47K | −$2.6M | $2.6M |
| May 2022 | $901K | −$1.9M | $2.8M |
| Apr 2022 | $101K | −$733K | $834K |
| Mar 2022 | $76K | −$959K | $1.0M |
| Feb 2022 | $86K | −$722K | $808K |
| Jan 2022 | $61K | −$1.2M | $1.3M |
| Dec 2021 | $148K | $975K | −$826K |
| Nov 2021 | $99K | $2.0M | −$1.9M |
| Oct 2021 | $123K | $6.5M | −$6.3M |
| Sep 2021 | $849K | $3.8M | −$3.0M |
| Aug 2021 | $262K | $3.0M | −$2.7M |
| Jul 2021 | $526K | $270K | $256K |
IIIRX Assets Under Management
Net assets of Delaware Ivy Proshares Interest Rate Hedged High Yield Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-06-30 | $12.42M |
| 2022-03-31 | $18.25M |
| 2021-12-31 | $21.08M |
| 2021-09-30 | $30.28M |
| 2021-06-30 | $35.88M |
| 2021-03-31 | $38.23M |
| 2020-12-31 | $37.70M |
| 2020-09-30 | $37.81M |
| 2020-06-30 | $39.87M |
| 2020-03-31 | $42.80M |
| 2019-12-31 | $56.38M |
| 2019-09-30 | $60.51M |
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.