DMRI

Fund Description
DeltaShares S&P International Managed Risk ETF seeks to track the investment results, before fees and expenses, of the S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index. The S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index is designed to simulate a downside-protected portfolio that utilizes a framework that includes a targeted volatility and a synthetic option overlay to hedge the portfolio s downside risk. The framework allocates the index weights between the equity and reserve asset and then the volatility of the combined allocation is hedged using a synthetic put option. This framework provides for lower drawdowns and a stable volatility profile for the index while allowing for a higher participation in the upside of the components.
Fund Profile
Fund Name Deltashares S&P International Managed Risk ETF
Fund Exchange Ticker DMRI
Fund Sponsor DeltaShares
Fund ISIN US89349P4046
Net Expense Ratio 0.50 %
Fund Inception Date 31 July 2017
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Global or ExUS Equities - Factor & Thematic
Asset Class Equities (Stocks)
Index Linked Passive
Index Name S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index
Index Provider S&P DJ Indices
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large & Mid Cap
Growth Value Core / Blend
Continent Not Applicable
Key Statistics
Return As of Date 22 January 2019
Asset Under Management 212.14 Million (USD)
1 Month Total Return 3.66 %
Year To Date Return 2.47 %
1 Year Total Return -14.58 %
3 Year Annualized Total Return
NAV 46.1178
Share Outstanding 4,600,000
Top 10 Holdings (23 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US TREASURY N/B BOND 0.2309305714
MSCI EAFE MAR19 MFSH9 FUTR 0.0210204470
US DOLLAR CASH 0.0199468682
NESTLE SA-REG NESN EQUI 0.0142632390
NOVARTIS AG-REG NOVN EQUI 0.0123318824
ROCHE HOLDING AG-GENUSSCHEIN ROG EQUI 0.0098743374
HSBC HOLDINGS PLC HSBA EQUI 0.0091777215
TOYOTA MOTOR CORP 7203 EQUI 0.0090498905
ROYAL DUTCH SHELL PLC-A SHS RDSA EQUI 0.0078254710
TOTAL SA FP EQUI 0.0074225761