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 18 January 2019
Asset Under Management 107.44 Million (USD)
1 Month Total Return 2.41 %
Year To Date Return 3.45 %
1 Year Total Return -8.92 %
3 Year Annualized Total Return
NAV 49.9715
Share Outstanding 2,150,000
Top 10 Holdings (18 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US TREASURY N/B BOND 0.5493531594
US DOLLAR CASH 0.0268567711
S+P MID 400 EMINI MAR19 FAH9 FUTR 0.0151089911
ATMOS ENERGY CORP ATO EQUI 0.0030381015
DOMINO'S PIZZA INC DPZ EQUI 0.0029479154
IDEX CORP IEX EQUI 0.0028934995
UGI CORP UGI EQUI 0.0026334148
STERIS PLC STE EQUI 0.0026049834
ZEBRA TECHNOLOGIES CORP-CL A ZBRA EQUI 0.0025854122
PTC INC PTC EQUI 0.0025593605