DWMC

AdvisorShares Dorsey Wright Micro-Cap ETF
*Unless otherwise stated, data provided by FactSet.

DWMC Fund Description

DWMC is an actively managed portfolio of US-listed micro-cap stocks. The fund follows a rules-based momentum strategy and seeks long-term capital appreciation.

DWMC Factset Analytics Insight

DWMC is an actively-managed US micro-cap ETF. However, it is active in name only, as the fund follows a rules-based process to select US micro-cap stocks based on relative strength. The investment universe contains the lower half of the Russell 2000 Index by market-cap and 1,000 other micro-cap stocks. Stocks ranked in the top 50% by relative strength are included in the portfolio. DWMC components receive a modified equal weighting when added to the portfolio. Positions are held until their relative strength falls below the 50% threshold.

DWMC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/21/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DWMC -2.92% -10.55% -11.34% 3.96% 19.64% -- --
DWMC (NAV) -9.99% -13.77% -14.74% 0.66% 17.56% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Micro Cap Index -8.83% -16.36% -10.42% -3.51% 16.79% 11.40% 12.51%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DWMC Summary Data

AdvisorShares
07/10/18
Open-Ended Fund
1.27%
$7.03M
$142.11K
0.78%
FDM, IWC

DWMC Portfolio Data

$983.88M
20.93
2.39
0.47%
N/A
159

DWMC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Micro Cap Index

DWMC Portfolio Management

1.27%
--
--
--

DWMC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DWMC Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

DWMC Factset Analytics Block Liquidity

As of 01/24/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DWMC. DWMC is rated a 3 out of 5.

DWMC Tradability

3,857
$142.11K
910
$33.64K
0.78%
$0.29
-0.16%
3.81% / -4.05%
None
91.00%
25,000
0.04
0.06%
0.36%
0
$33.46
3

DWMC Top 10 Holdings[View All]

Calix, Inc. 1.53%
1.44%
1.30%
1.30%
1.09%
Veritiv Corp 1.09%
13.18%

DWMC Countries


DWMC
Segment Benchmark
100.00%
99.92%
--
0.08%

DWMC Regions


DWMC
Segment Benchmark
100.00%
99.92%
--
0.08%

DWMC Economic Development


DWMC
Segment Benchmark
100.00%
100.00%

DWMC Performance Statistics

0.86
1.07
0.94
1.28
0.80%
MSCI USA Micro Cap Index

DWMC Benchmark Comparison Holdings

159
1134
75
12.69%

DWMC Benchmark Comparison Summary


DWMC
Segment Benchmark
159
1134
$983.88M
$332.02M
20.93
-8.16
2.39
1.68
0.85%
1.19%
Low
Low

DWMC Benchmark Comparison Market Cap Size


DWMC
Segment Benchmark
0.00%
0.00%
5.64%
0.00%
50.33%
10.48%
44.03%
89.52%