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iM DBi Hedge Strategy ETF (DBEH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS56170L7947
CUSIP53700T835
IssuerLitman Gregory Capital Partners LLC
Inception DateDec 18, 2019
RegionNorth America (U.S.)
CategoryLong-Short, Actively Managed
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Expense Ratio

DBEH features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for DBEH: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: DBEH vs. DBMF, DBEH vs. VOO, DBEH vs. EQLS, DBEH vs. spy, DBEH vs. SPY, DBEH vs. FTLS, DBEH vs. ACIO, DBEH vs. GAA, DBEH vs. DBEF, DBEH vs. SVOL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iM DBi Hedge Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptember
4.65%
12.89%
DBEH (iM DBi Hedge Strategy ETF)
Benchmark (^GSPC)

Returns By Period

iM DBi Hedge Strategy ETF had a return of 5.57% year-to-date (YTD) and 9.83% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.57%22.85%
1 month0.13%4.16%
6 months4.11%15.77%
1 year9.83%35.40%
5 years (annualized)N/A14.46%
10 years (annualized)N/A12.04%

Monthly Returns

The table below presents the monthly returns of DBEH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.15%1.61%2.01%-2.52%2.16%1.42%1.36%-0.07%5.57%
20232.48%-0.34%-0.92%0.02%0.11%3.05%1.63%-1.13%-1.64%0.16%1.73%1.97%7.23%
2022-3.42%-1.19%4.22%-2.79%0.03%-2.87%3.50%-1.43%-3.22%2.95%0.86%-2.44%-6.05%
20212.05%0.70%0.01%1.80%0.51%0.15%-0.45%0.33%-1.82%2.44%-3.33%2.63%4.95%
2020-0.12%-3.84%-8.27%7.58%2.97%2.47%5.35%3.24%-2.33%-0.59%13.18%3.24%23.38%
20190.10%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBEH is 31, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DBEH is 3131
Combined Rank
The Sharpe Ratio Rank of DBEH is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of DBEH is 2424Sortino Ratio Rank
The Omega Ratio Rank of DBEH is 2727Omega Ratio Rank
The Calmar Ratio Rank of DBEH is 4848Calmar Ratio Rank
The Martin Ratio Rank of DBEH is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iM DBi Hedge Strategy ETF (DBEH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBEH
Sharpe ratio
The chart of Sharpe ratio for DBEH, currently valued at 1.16, compared to the broader market0.002.004.001.16
Sortino ratio
The chart of Sortino ratio for DBEH, currently valued at 1.60, compared to the broader market0.005.0010.001.60
Omega ratio
The chart of Omega ratio for DBEH, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for DBEH, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.22
Martin ratio
The chart of Martin ratio for DBEH, currently valued at 5.76, compared to the broader market0.0020.0040.0060.0080.00100.005.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current iM DBi Hedge Strategy ETF Sharpe ratio is 1.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iM DBi Hedge Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptember
1.16
2.32
DBEH (iM DBi Hedge Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iM DBi Hedge Strategy ETF granted a 5.62% dividend yield in the last twelve months. The annual payout for that period amounted to $1.54 per share.


PeriodTTM20232022202120202019
Dividend$1.54$0.81$0.39$4.81$0.02$0.00

Dividend yield

5.62%3.05%1.54%17.43%0.06%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for iM DBi Hedge Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.24$0.00$0.00$0.48$0.00$0.00$0.00$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.81$4.81
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2019$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptember
-1.99%
-0.19%
DBEH (iM DBi Hedge Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iM DBi Hedge Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iM DBi Hedge Strategy ETF was 21.42%, occurring on Mar 16, 2020. Recovery took 42 trading sessions.

The current iM DBi Hedge Strategy ETF drawdown is 1.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.42%Feb 20, 202011Mar 16, 202042Jul 10, 202053
-9.84%Jan 4, 202243Mar 7, 2022500Mar 7, 2024543
-6.07%Feb 16, 202127Mar 24, 2021152Nov 4, 2021179
-6%Jul 17, 202414Aug 5, 2024
-5.41%Nov 5, 202115Dec 1, 202122Jan 3, 202237

Volatility

Volatility Chart

The current iM DBi Hedge Strategy ETF volatility is 1.96%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptember
1.96%
4.31%
DBEH (iM DBi Hedge Strategy ETF)
Benchmark (^GSPC)