DMRMDeltaShares S&P 400 Managed Risk ETF
DMRM Fund Description
DMRM offers dynamic exposure to US midcap equity, 5-year Treasuries, and T-bills, with the goal of maintaining a given volatility level. The fund is rebalanced daily.
DMRM Factset Analytics Insight
DMRM combines US midcap exposure (the S&P Midcap 400 Index), mid-term bonds (5-year Treasuries), and cash- equivalents (T-bills), with the aim of limiting volatility. The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield-to-maturity of the bond index. As market volatility increases, the fund shifts assets from equities to bonds and cash. A synthetic put position hedges some of the remaining downside risk by moving more assets to bonds and/or cash when the fund’s value declines. DMRM is not the cheapest asset allocator fund available, but it charges lower fees than other US-focused funds of its type.
DMRM Charts And Performance
DMRM Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of DMRM. DMRM is rated a N/A out of 5.