DMRL

Fund Description
DeltaShares S&P 500 Managed Risk ETF seeks to track the investment results, before fees and expenses, of the S&P 500 Managed Risk 2.0 Index. The S&P 500 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 500 Managed Risk ETF
Fund Exchange Ticker DMRL
Fund Sponsor DeltaShares
Fund ISIN US89349P1075
Net Expense Ratio 0.35 %
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 US Equities - Factor & Thematic
Asset Class Equities (Stocks)
Index Linked Passive
Index Name S&P 500 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 Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 17 June 2019
Asset Under Management 417.92 Million (USD)
1 Month Total Return 0.36 %
Year To Date Return 10.32 %
1 Year Total Return 3.22 %
3 Year Annualized Total Return
NAV 56.0962
Share Outstanding 7,450,000
Top 10 Holdings (17 June 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
MICROSOFT CORP MSFT EQUI 0.0414421887
APPLE INC AAPL EQUI 0.0352108641
AMAZON.COM INC AMZN EQUI 0.0314618554
US DOLLAR CASH 0.0300958903
FACEBOOK INC-CLASS A FB EQUI 0.0176413371
BERKSHIRE HATHAWAY INC-CL B BRK/B EQUI 0.0162700665
JOHNSON & JOHNSON JNJ EQUI 0.0152151591
JPMORGAN CHASE & CO JPM EQUI 0.0146642855
ALPHABET INC-CL C GOOG EQUI 0.0136055078
ALPHABET INC-CL A GOOGL EQUI 0.0132609806