DBMFiMGP DBi Managed Futures Strategy ETF

Diversifier Take a bet7y track recordRanked #34 of 281 in this goal

Seeks long-term capital appreciation.

By iM Global Partner Fund Management · Launched 2019

Annual Cost

0.85%

#4,672 of 6,035 · expensive

Fund Size

$4.1B

#512 of 6,035 · large

Return (1Y)

+26.4%

Track Record

7 years

#1,890 of 6,035 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,583+25.8%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Managed futures

Holdings

By weight

Concentration

Top 10 holdings = 76.1% of fundconcentrated

United States Treasury

50.8%

United States Treasury

11.0%

United States Treasury

8.2%

United States Treasury

2.9%

United States Treasury

1.1%

Commodities Exchange Center

0.6%

Fixed Income Clearing Corp.

0.5%

Chicago Mercantile Exchange

0.5%

United States Treasury

0.5%

Chicago Board of Trade

0.2%

Asset allocation

Cash

44.8%

Bonds

33.5%

Stocks

15.9%

Other

5.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

12.9%Moderate

Year-on-year price swings

Max drawdown

-20.5%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.59Decent risk-adjusted returns

Sortino (3Y)

0.82Moderate downside risk

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks long-term capital appreciation.
Strategy: Actively manages a portfolio using a managed futures strategy, investing in long and short positions in derivatives, primarily futures and forward contracts, along with debt instruments for liquidity. Focuses on U.S.-based exchanges and aims for a volatility of 8-10% annually.
Inception date: May 7, 2019
Fund family: iM Global Partner Fund Management