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iMGP DBi Managed Futures Strategy ETF ETF , DBMF

29.59 -0.25 -0.84%
07/23/2024 10:15 PM NYA
Plus500. 80% of retail CFD accounts lose money


NAV

29.6412
Nav
07/10/2024
Last Update

Ratings

Morningstar Rating
n/a
Sustainability Rating

Key Data

iM Global Partner Fund Management
Issuer
Bloomberg US Agg Bond
Benchmark
1.05 B
Net Asset
USD
Currency
0.85 %
TER
05/07/2019
Inception
Yes
Distributing
Systematic Trend
Type
United States
Applied In
State Street Bank and Trust Company
Custodian
US53700T8273
ISIN
DBMF
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year 16.67
Performance since Inception 62.32
High 1 Year 30.10
Maximum Loss 1 Year -8.11
Name %
Alpha 1 Year 5.05
Alpha 3 Years -2.54
Alpha 5 Years 5.47
Average Gain 1 Year 3.02
Average Gain 3 Years 3.11
Average Gain 5 Years 2.86
Average Loss 1 Year -1.80
Average Loss 3 Years -2.87
Average Loss 5 Years -2.27
Batting Average 1 Year 66.67
Batting Average 3 Years 63.89
Batting Average 5 Years 63.33
Beta 1 Year -1.05
Beta 3 Years -1.40
Beta 5 Years -1.06
Capture Ratio Down 1 Year -152.18
Capture Ratio Down 3 Years -155.59
Capture Ratio Down 5 Years -141.21
Capture Ratio Up 1 Year -15.82
Capture Ratio Up 3 Years -101.96
Capture Ratio Up 5 Years -27.09
Correlation 1 Year -73.71
Correlation 3 Years -73.45
Correlation 5 Years -54.56
High 1 Year 30.10
Information Ratio 1 Year 0.56
Information Ratio 3 Years 0.62
Information Ratio 5 Years 0.61
Low 1 Year 25.77
Maximum Loss 1 Year -8.11
Maximum Loss 3 Years -17.17
Maximum Loss 5 Years -17.17
Performance Current Year 16.67
Performance since Inception 62.32
Risk adjusted Return 3 Years 3.22
Risk adjusted Return 5 Years 5.83
Risk adjusted Return Since Inception 4.79
R-Squared (R²) 1 Year 54.34
R-Squared (R²) 3 Years 53.96
R-Squared (R²) 5 Years 29.76
Sortino Ratio 1 Year 1.38
Sortino Ratio 3 Years 0.68
Sortino Ratio 5 Years 1.08
Tracking Error 1 Year 17.58
Tracking Error 3 Years 19.86
Tracking Error 5 Years 16.34
Trailing Performance 1 Month -0.20
Trailing Performance 1 Week -1.54
Trailing Performance 1 Year 12.86
Trailing Performance 2 Years 3.21
Trailing Performance 3 Months 2.34
Trailing Performance 3 Years 31.36
Trailing Performance 4 Years 49.24
Trailing Performance 5 Years 56.58
Trailing Performance 6 Months 13.79
Trailing Return 1 Month 1.11
Trailing Return 1 Year 12.51
Trailing Return 2 Months 0.77
Trailing Return 2 Years 2.17
Trailing Return 3 Months 4.75
Trailing Return 3 Years 9.29
Trailing Return 4 Years 11.13
Trailing Return 5 Years 9.70
Trailing Return 6 Months 17.31
Trailing Return 9 Months 7.80
Trailing Return Since Inception 9.98
Trailing Return YTD - Year to Date 17.31
Treynor Ratio 1 Year -8.91
Treynor Ratio 3 Years -3.82
Treynor Ratio 5 Years -7.08

Historical Prices for iMGP DBi Managed Futures Strategy ETF

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Price change over selected period: 0% 0

Sustainability Rating

No Rating available
Rating vs. Category
Alternative
Category

Investment Policy

The investment seeks long-term capital appreciation. The fund seeks to achieve its objective by: (i) investing its assets pursuant to a managed futures strategy; (ii) allocating up to 20% of its total assets in its wholly-owned subsidiary, which is organized under the laws of the Cayman Islands, is advised by the Sub-Advisor, and will comply with the fund's investment objective and investment policies; and (iii) investing directly in select debt instruments for cash management and other purposes. It is non-diversified.

Terms

Initial minimum savings amount
Distribution Distributing

funds category comparison

Name 1y Perf.
Simplify Managed Futures Strategy ETF 12.90
Stadion Flex Fund Class 1 15.51
Stadion Flex Fund Class 0 15.63
Stadion Flex Fund Class 8 15.63

Investment Trust

Name iM Global Partner Fund Management
Address iM Global Partner Fund Management
Zip Code
Website http://www.imgpfunds.com