The chart shows the growth of an initial investment of $10,000 in 2X DBMF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
|1 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|iM DBi Managed Futures Strategy ETF||2.72%||10.39%||-2.54%||-11.90%||8.62%||N/A|
|SPDR Barclays 1-3 Month T-Bill ETF||0.45%||2.42%||3.46%||4.38%||1.46%||N/A|
|Returns over 1 year are annualized|
Asset Correlations Table
2X DBMF granted a 11.75% dividend yield in the last twelve months.
The 2X DBMF has a high expense ratio of 1.56%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the 2X DBMF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 2X DBMF is 44.16%, recorded on Mar 24, 2023. The portfolio has not recovered from it yet.
|-44.16%||Oct 21, 2022||106||Mar 24, 2023||—||—||—|
|-20.03%||Feb 21, 2020||19||Mar 18, 2020||226||Feb 9, 2021||245|
|-14.21%||Jun 14, 2022||33||Aug 1, 2022||36||Sep 21, 2022||69|
|-12.33%||Sep 5, 2019||7||Sep 13, 2019||87||Jan 17, 2020||94|
|-11.75%||Nov 17, 2021||11||Dec 2, 2021||49||Feb 11, 2022||60|
The current 2X DBMF volatility is 4.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.