AAM S&P Developed Markets High Dividend Value ETF ETF , DMDV

20.80 -0.25 -1.18%

03/17/2023 09:15 PM NYA

NAV

20.8874

03/13/2023

Ratings

n/a

Key Data

AAM

S&P Dev ExUS Div & Free CF Yld TR USD

2.16 M

USD

11/27/2018

Yes

Foreign Large Value

United States

U.S. Bank N.A

US26922A3471

DMDV

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name	%
High 1 Year	122.32
Volatility 1 Year	11.74
Sharpe Ratio 1 Year	-0.46
Maximum Loss 1 Year	-4.80

Name	%
Alpha 1 Year	1.78
Alpha 3 Years	3.16
Alpha 5 Years	2.86
Average Gain 1 Year	1.02
Average Gain 3 Years	0.88
Average Gain 5 Years	0.81
Average Loss 1 Year	-1.18
Average Loss 3 Years	-1.34
Average Loss 5 Years	-0.92
Batting Average 1 Year	66.67
Batting Average 3 Years	66.67
Batting Average 5 Years	60.00
Beta 1 Year	0.29
Beta 3 Years	0.45
Beta 5 Years	0.45
Capture Ratio Down 1 Year	27.90
Capture Ratio Down 3 Years	30.98
Capture Ratio Down 5 Years	30.27
Capture Ratio Up 1 Year	41.16
Capture Ratio Up 3 Years	56.87
Capture Ratio Up 5 Years	60.15
Correlation 1 Year	64.97
Correlation 3 Years	65.49
Correlation 5 Years	66.24
High 1 Year	122.32
Information Ratio 1 Year	0.89
Information Ratio 3 Years	0.68
Information Ratio 5 Years	0.58
Low 1 Year	115.72
Maximum Loss 1 Year	-4.80
Maximum Loss 3 Years	-6.57
Maximum Loss 5 Years	-7.37
Risk adjusted Return 3 Years	1.71
Risk adjusted Return 5 Years	2.62
Risk adjusted Return Since Inception	2.25
R-Squared (R²) 1 Year	42.21
R-Squared (R²) 3 Years	42.89
R-Squared (R²) 5 Years	43.88
Sharpe Ratio 1 Year	-0.46
Sharpe Ratio 3 Years	0.21
Sharpe Ratio 5 Years	0.14
Sortino Ratio 1 Year	-0.19
Sortino Ratio 3 Years	0.55
Sortino Ratio 5 Years	0.85
Tracking Error 1 Year	9.08
Tracking Error 3 Years	6.19
Tracking Error 5 Years	4.99
Trailing Return 1 Month	-1.65
Trailing Return 1 Year	-3.07
Trailing Return 2 Months	0.87
Trailing Return 2 Years	-1.62
Trailing Return 3 Months	3.15
Trailing Return 3 Years	2.75
Trailing Return 4 Years	3.60
Trailing Return 5 Years	2.28
Trailing Return 6 Months	5.87
Trailing Return 9 Months	2.17
Trailing Return Since Inception	2.56
Trailing Return YTD - Year to Date	0.87
Treynor Ratio 1 Year	-2.94
Treynor Ratio 3 Years	5.05
Treynor Ratio 5 Years	6.27
Volatility 1 Year	11.74
Volatility 3 Years	10.38
Volatility 5 Years	8.80

Loading..
Date	Open	Close	Daily High	Daily Low

Price change over selected period: 0% 0

Sustainability Rating

No Rating available

Equity

Carbon Risk Score

13.85

100

11.28

Low High

Fossil-Fuel Involvement

21.18

100

13.3

Low High

Investment Policy

The investment seeks to track the total return performance, before fees and expenses, of the S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield Index. The index is designed to provide exposure to the constituents of the S&P Developed BMI Ex-U.S. & Korea LargeMidCap Index that exhibit both high dividend yield and sustainable dividend distribution characteristics, while maintaining diversified sector exposure. At least 80% of the fund’s net assets will be invested in equities that (i) are traded principally on an exchange in a Developed ex-U.S. & Korea Markets country and (ii) have had a positive realized annual dividend yield within the past year.

Terms

Initial minimum savings amount
Savings Plan	No
Distribution	Distributing

funds category comparison

Name	1y Perf.
Federated Hermes International Strategic Value Dividend Fund Class C Shares	-4.97
PIMCO RAE Global ex-US Fund Class A	-4.95
Columbia Overseas Value Fund Class A	-4.93
DFA International Value Portfolio Institutional Class	-4.92
Templeton International Climate Change Fund Class A	-4.91

Investment Trust

Name	AAM
Address	AAM
Zip Code	80132
Website	http://www.aamlive.com/publicsite/mutual-funds