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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.
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Returns By Period
iM DBi Hedge Strategy ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.15% | 1.61% | 2.01% | -2.52% | 2.16% | 1.42% | 1.35% | -0.06% | -0.29% | 5.57% | |||
| 2023 | 2.48% | -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% | 3.40% | -2.02% | 0.03% | -2.87% | 3.50% | -1.43% | -3.22% | 2.95% | 0.86% | -2.44% | -6.05% |
| 2021 | 2.05% | 0.70% | 0.01% | 1.80% | 0.51% | 0.15% | -0.45% | 0.33% | -1.82% | 2.44% | -3.34% | 2.63% | 4.95% |
| 2020 | -0.09% | -3.84% | -8.27% | 7.58% | 2.97% | 3.63% | 4.16% | 3.24% | -1.68% | -1.25% | 11.18% | 5.10% | 23.41% |
| 2019 | 0.05% | 0.05% |
Benchmark Metrics
iM DBi Hedge Strategy ETF has an annualized alpha of 0.58%, beta of 0.51, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 19, 2019.
- This ETF participated in 48.80% of S&P 500 Index downside but only 41.50% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.51 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.58%
- Beta
- 0.51
- R²
- 0.64
- Upside Capture
- 41.50%
- Downside Capture
- 48.80%
Expense Ratio
DBEH has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iM DBi Hedge Strategy ETF (DBEH) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
iM DBi Hedge Strategy ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.00 | $0.81 | $0.39 | $4.81 | $0.02 |
Dividend yield | 0.00% | 3.05% | 1.54% | 17.43% | 0.06% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
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.
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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 23.67%, occurring on Mar 18, 2020. Recovery took 75 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.67% | Feb 13, 2020 | 24 | Mar 18, 2020 | 75 | Jul 7, 2020 | 99 |
| -9.84% | Jan 4, 2022 | 43 | Mar 7, 2022 | 503 | Mar 7, 2024 | 546 |
| -6.07% | Feb 16, 2021 | 27 | Mar 24, 2021 | 157 | Nov 4, 2021 | 184 |
| -6% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -5.8% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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