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iM DBi Managed Futures Strategy ETF (DBMF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS56170L8283
CUSIP53700T827
IssuerLitman Gregory Capital Partners LLC
Inception DateMay 8, 2019
RegionNorth America (U.S.)
CategoryHedge Fund, Actively Managed
Index TrackedNo Index (Active)
Asset ClassAlternatives

Expense Ratio

The iM DBi Managed Futures Strategy ETF has a high expense ratio of 0.85%, indicating higher-than-average management fees.


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.


iM DBi Managed Futures Strategy ETF

Popular comparisons: DBMF vs. KMLM, DBMF vs. ABYIX, DBMF vs. PFIX, DBMF vs. SHYG, DBMF vs. DBEH, DBMF vs. SPY, DBMF vs. VOO, DBMF vs. VTI, DBMF vs. SCHD, DBMF vs. WTMF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iM DBi Managed Futures 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.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
6.50%
15.74%
DBMF (iM DBi Managed Futures Strategy ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iM DBi Managed Futures Strategy ETF had a return of 15.70% year-to-date (YTD) and 15.74% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.70%6.12%
1 month7.29%-1.08%
6 months6.50%15.73%
1 year15.74%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.45%3.64%5.45%
20234.63%-0.38%-5.21%-2.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBMF is 70, suggesting that the investment has average results relative to the market 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 DBMF is 7070
iM DBi Managed Futures Strategy ETF(DBMF)
The Sharpe Ratio Rank of DBMF is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of DBMF is 7676Sortino Ratio Rank
The Omega Ratio Rank of DBMF is 7777Omega Ratio Rank
The Calmar Ratio Rank of DBMF is 6161Calmar Ratio Rank
The Martin Ratio Rank of DBMF is 6161Martin 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 Managed Futures Strategy ETF (DBMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBMF
Sharpe ratio
The chart of Sharpe ratio for DBMF, currently valued at 1.77, compared to the broader market0.002.004.001.77
Sortino ratio
The chart of Sortino ratio for DBMF, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.46
Omega ratio
The chart of Omega ratio for DBMF, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for DBMF, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.000.89
Martin ratio
The chart of Martin ratio for DBMF, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.004.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iM DBi Managed Futures Strategy ETF Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
1.77
1.89
DBMF (iM DBi Managed Futures Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iM DBi Managed Futures Strategy ETF granted a 3.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.91 per share.


PeriodTTM20232022202120202019
Dividend$0.91$0.75$2.25$2.68$0.22$2.37

Dividend yield

3.06%2.91%7.72%10.38%0.86%9.35%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.25
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.68
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20
2019$0.03$0.00$0.00$0.05$0.00$0.00$2.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.00%
-3.66%
DBMF (iM DBi Managed Futures Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iM DBi Managed Futures 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 Managed Futures Strategy ETF was 20.39%, occurring on Mar 24, 2023. The portfolio has not yet recovered.

The current iM DBi Managed Futures Strategy ETF drawdown is 5.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.39%Oct 21, 2022106Mar 24, 2023
-10.43%Feb 21, 202019Mar 18, 2020225Feb 8, 2021244
-7.38%Jun 14, 202233Aug 1, 202236Sep 21, 202269
-6.73%Sep 5, 20197Sep 13, 201986Jan 16, 202093
-6.18%Nov 17, 202111Dec 2, 202149Feb 11, 202260

Volatility

Volatility Chart

The current iM DBi Managed Futures Strategy ETF volatility is 3.87%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.87%
3.44%
DBMF (iM DBi Managed Futures Strategy ETF)
Benchmark (^GSPC)