Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMRS (DeltaShares S&P 600 Managed Risk ETF) | NA | -5.24% | 1.09% | 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 |
|---|---|---|
| DMRS (DeltaShares S&P 600 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 (%) | 0.01 | -5.24 | 1.09 | NA | NA | NA | NA | … | … | -7.25 | 13.07 | -6.34 | 11.64 | -5.97 | 10.83 |
| Sharpe Ratio | NA | -0.38 | 0.05 | NA | NA | NA | NA | … | … | -1.78 | 0.96 | -0.51 | 0.92 | -0.54 | 1.58 |
| Standard Deviation(%) | NA | 13.34 | 12.82 | NA | NA | NA | NA | … | … | 12.26 | 13.66 | 12.89 | 11.10 | 13.51 | 17.66 |
| Draw Down(%) | NA | 11.61 | 21.15 | NA | NA | NA | NA | … | … | 8.73 | 8.07 | 21.15 | 6.84 | 19.65 | 3.65 |
| Yield(%) | 0.00 | 0.82 | 0.72 | 0.98 | 0.49 | 0.33 | 0.25 | … | … | 0.34 | 0.65 | 0.28 | 1.33 | 1.24 | 0.78 |
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 |
|---|---|---|---|---|
| DMRS (DeltaShares S&P 600 Managed Risk ETF) |
-2.33%
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 |
|---|---|---|---|---|
| DMRS (DeltaShares S&P 600 Managed Risk ETF) |
5.74%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart