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DBMFiMGP DBi Managed Futures Strategy ETF

DiversifierTake a bet7y track recordRanked #30 of 266 in this goal

Seeks long-term capital appreciation.

By iM Global Partner Fund Management · Launched 2019

Annual Cost

0.85%

#4,507 of 5,854 · expensive

Fund Size

$3.9B

#515 of 5,854 · large

Return (1Y)Goal

+27.5%

Track Record

7 years

#1,875 of 5,854 · established

Performance

Total-return NAV · USD
Growth of $10,000
$12,752+27.5%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Managed futures

What it actually holds

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)
12.7%Moderate

Year-on-year price swings

Max drawdown
-20.5%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
0.55Decent risk-adjusted returns
Sortino (3Y)
0.76Moderate 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

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Data updated on 2026-08-03