Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMRL (DeltaShares S&P 500 Managed Risk ETF) | NA | 6.53% | 10.75% | 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 |
|---|---|---|
| DMRL (DeltaShares S&P 500 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 | 6.53 | 10.75 | NA | NA | NA | NA | … | … | -7.70 | 27.98 | 5.47 | 21.93 | -4.25 | 9.31 |
| Sharpe Ratio | NA | 0.50 | 0.70 | NA | NA | NA | NA | … | … | -1.57 | 2.05 | 0.30 | 1.87 | -0.40 | 2.81 |
| Standard Deviation(%) | NA | 13.46 | 14.84 | NA | NA | NA | NA | … | … | 14.67 | 13.66 | 17.49 | 10.96 | 13.95 | 8.39 |
| Draw Down(%) | NA | 11.61 | 18.06 | NA | NA | NA | NA | … | … | 11.61 | 4.93 | 18.06 | 6.86 | 14.38 | 2.47 |
| Yield(%) | 0.00 | 1.14 | 1.28 | 1.50 | 0.75 | 0.50 | 0.38 | … | … | 0.28 | 1.20 | 0.83 | 1.91 | 1.69 | 0.72 |
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 |
|---|---|---|---|---|
| DMRL (DeltaShares S&P 500 Managed Risk ETF) |
4.61%
Jan 2018 – Jan 2021 |
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 |
|---|---|---|---|---|
| DMRL (DeltaShares S&P 500 Managed Risk ETF) |
18.06%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart