Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMRM (DeltaShares S&P 400 Managed Risk ETF) | NA | -6.35% | 2.80% | NA | NA | NA | NA | … | … |
Data as of 04/25/2022, Common starting date is 08/03/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMRM (DeltaShares S&P 400 Managed Risk ETF) | 08/03/2017 | 04/25/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.35 | 2.80 | NA | NA | NA | NA | … | … | -8.54 | 16.12 | -1.92 | 13.77 | -9.56 | 8.93 |
| Sharpe Ratio | NA | -0.44 | 0.18 | NA | NA | NA | NA | … | … | -2.01 | 1.12 | -0.16 | 1.16 | -0.86 | 2.60 |
| Standard Deviation(%) | NA | 13.97 | 13.31 | NA | NA | NA | NA | … | … | 12.59 | 14.43 | 13.54 | 10.65 | 12.72 | 8.66 |
| Draw Down(%) | NA | 11.80 | 20.77 | NA | NA | NA | NA | … | … | 9.01 | 8.42 | 20.77 | 6.61 | 16.82 | 2.30 |
| Yield(%) | 0.00 | 0.85 | 0.82 | 1.00 | 0.50 | 0.33 | 0.25 | … | … | 0.21 | 0.85 | 0.43 | 1.43 | 1.22 | 0.66 |
Data as of 04/25/2022, Common starting date is 08/03/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMRM (DeltaShares S&P 400 Managed Risk ETF) |
-1.81%
Oct 2017 – Oct 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMRM (DeltaShares S&P 400 Managed Risk ETF) |
9.02%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart