DMRM

DeltaShares S&P 400 Managed Risk ETF
*Unless otherwise stated, data provided by FactSet.

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

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Select ETFs to compare their performance:
PERFORMANCE [as of 12/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DMRM 1.34% 2.22% 10.98% 7.79% -- -- --
DMRM (NAV) 1.26% 2.62% 11.23% -7.73% -- -- --
S&P 400 Managed Risk 2.0 Index 1.30% 2.73% 11.73% 9.06% 5.21% 5.57% --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DMRM Summary Data

Transamerica
DeltaShares
07/31/17
Open-Ended Fund
0.45%
$95.60M
0.49%

DMRM Portfolio Data

1.32%
12/23/19

DMRM Index Data

Volatility
Fixed
N/A

DMRM Fund Structure

No
Yes
No Policy
N/A
N/A
Low
N/A
N/A

DMRM Tax Exposures

20.00% / 39.60%
0.06%
No
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

DMRM Factset Analytics Block Liquidity

As of 12/12/19
5
4
3
2
1

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.

DMRM Tradability

452
$22.47K
300
$15.72K
0.49%
$0.25
-0.03%
0.86% / -1.33%
None
0.00%
50,000
0.01
0.05%
--
0
$53.22
N/A