Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMRI (DeltaShares S&P International Managed Risk ETF) | NA | -7.09% | 1.18% | NA | NA | NA | NA | … | … |
Data as of 04/25/2022, Common starting date is 08/02/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMRI (DeltaShares S&P International Managed Risk ETF) | 08/02/2017 | 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 | -7.09 | 1.18 | NA | NA | NA | NA | … | … | -10.62 | 12.39 | -4.60 | 17.42 | -11.95 | 4.59 |
| Sharpe Ratio | NA | -0.55 | 0.06 | NA | NA | NA | NA | … | … | -2.33 | 0.94 | -0.33 | 1.40 | -0.89 | 2.24 |
| Standard Deviation(%) | NA | 13.30 | 13.47 | NA | NA | NA | NA | … | … | 13.17 | 13.15 | 14.71 | 11.42 | 14.98 | 4.77 |
| Draw Down(%) | NA | 13.02 | 21.92 | NA | NA | NA | NA | … | … | 12.53 | 6.41 | 21.92 | 7.86 | 19.42 | 2.37 |
| Yield(%) | 0.00 | 2.61 | 2.14 | 2.07 | 1.04 | 0.69 | 0.52 | … | … | 0.49 | 2.95 | 0.60 | 3.36 | 2.58 | 0.68 |
Data as of 04/25/2022, Common starting date is 08/02/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMRI (DeltaShares S&P International Managed Risk ETF) |
-3.84%
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 |
|---|---|---|---|---|
| DMRI (DeltaShares S&P International Managed Risk ETF) |
7.98%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart