DeltaShares® S&P 500 Managed Risk ETF
|Number of Investments (Including Derivatives)||507|
|FORWARD P/E RATIO*||16.41|
|STANDARD DEVIATION* (%)||-|
|DISTRIBUTION YIELD* (%)||2.00|
|30-DAY SEC YIELD* (%) (Subsidized)||1.83|
|30-DAY SEC YIELD* (%) (Unsubsidized)||1.83|
|12-MONTH TRAILING YIELD* (%)||-|
The performance data quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted. For the fund’s most recent month end performance, please call 1-888-316-8077.
* Calculated as of the previous month-end, in comparison to the fund's underlying index.
P/E Ratio is the ratio of the fund's market price to the fund's earnings per share.
P/B Ratio is the ratio of the fund's market price to the most recently reported book value for the prior fiscal year.
Equity Beta illustrates a fund’s sensitivity to price movements in relation to its underlying index.
Standard Deviation is a statistical measurement that helps to gauge the fund’s historical volatility.
Distribution Yield is the annual yield an investor would receive if the most recent fund distribution and current fund price stayed the same going forward. It’s calculated by annualizing the most recent distribution and dividing by the fund’s net asset value (NAV) from the as-of-date. The 30-day SEC Yield is computed in accordance with a standardized method prescribed by rules of the SEC. The 30-day SEC Yield is computed by dividing the fund’s investment income per share earned during a particular 30-day base period by the maximum offering price per share on the last day of the base period, and then annualizing the result. The 30-day SEC Yield is calculated at each month end and updated within the first ten business days of the following month. The subsidized 30-day SEC yield reflects the reimbursements or waivers of certain expenses. Had fees not been waived and/or expenses reimbursed, the yield would be lower. The unsubsidized 30-day SEC yield does not reflect reimbursements or waivers of expense fees.
The “12-month trailing yield” is the yield an investor would have received if they had held the fund over the last twelve months using actual income and capital distributions paid (if any) and assuming the most recent net asset value (NAV).
TOP 10 HOLDINGS
|TICKER/ISIN||NAME||SECTOR||WEIGHT (%)||NOTIONAL VALUE ($)|
|US9128286G05||US TREASURY N/B||14.73||62,070,037|
|MSFT||MICROSOFT CORP||Information Technology||3.18||13,384,128|
|AAPL||APPLE INC||Information Technology||2.98||12,548,024|
|AMZN||AMAZON.COM INC||Consumer Discretionary||2.52||10,633,756|
|BRK/B||BERKSHIRE HATHAWAY INC CL B||Financials||1.42||5,979,336|
|FB||FACEBOOK INC CLASS A||Information Technology||1.41||5,959,180|
|JNJ||JOHNSON + JOHNSON||Health Care||1.31||5,515,146|
|GOOG||ALPHABET INC CL C||Information Technology||1.30||5,479,312|
|GOOGL||ALPHABET INC CL A||Information Technology||1.27||5,362,302|
Holdings are subject to change without prior notice. The number of investments represents the number of holdings (equity, fixed income, futures, options, SWAPS) held in the portfolio excluding cash, currency, foreign currency, and spots.
Sector weights display excludes net other assets (liabilities) and are subject to change.