DMRM

Fund Description
DeltaShares S&P MidCap 400 Managed Risk ETF seeks to track the investment results, before fees and expenses, of the S&P 400 Managed Risk 2.0 Index. S&P 400 Managed Risk 2.0 Index Series is composed of an underlying equity index, underlying fixed income index, and an underlying cash equivalent index. Each index is designed to simulate a dynamic portfolio that allocates among the underlying equity index, fixed income index, and cash equivalent index, based on the realized volatilities in the underlying equity and fixed income indices. The exposure to the underlying equity and fixed income indices is hedged with a synthetic put position to further reduce downside risk.
Fund Profile
Fund Name Deltashares S&P 400 Managed Risk ETF
Fund Exchange Ticker DMRM
Fund Sponsor DeltaShares
Fund ISIN US89349P2065
Net Expense Ratio 0.45 %
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 400 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 Mid Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 17 June 2019
Asset Under Management 95.24 Million (USD)
1 Month Total Return 0.31 %
Year To Date Return 7.20 %
1 Year Total Return -5.87 %
3 Year Annualized Total Return
NAV 51.4834
Share Outstanding 1,850,000
Top 10 Holdings (17 June 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US TREASURY N/B BOND 0.2179948463
US DOLLAR CASH 0.0211647940
S+P MID 400 EMINI SEP19 FAU9 FUTR 0.0099928885
IDEX CORP IEX EQUI 0.0055683568
MARKETAXESS HOLDINGS INC MKTX EQUI 0.0055501507
STERIS PLC STE EQUI 0.0054660868
NVR INC NVR EQUI 0.0054111749
LEIDOS HOLDINGS INC LDOS EQUI 0.0053016427
DOMINO'S PIZZA INC DPZ EQUI 0.0052999664
FACTSET RESEARCH SYSTEMS INC FDS EQUI 0.0051854700