iM DBi Managed Futures Strategy ETF (DBMF)
DBMF is an actively managed ETF by Litman Gregory Capital Partners LLC. DBMF launched on May 8, 2019 and has a 0.85% expense ratio.
ETF Info
| ISIN | US56170L8283 |
|---|---|
| CUSIP | 53700T827 |
| Issuer | Litman Gregory Capital Partners LLC |
| Inception Date | May 8, 2019 |
| Region | North America (U.S.) |
| Category | Hedge Fund, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Expense Ratio
DBMF features an expense ratio of 0.85%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DBMF vs. KMLM, DBMF vs. ABYIX, DBMF vs. DBEH, DBMF vs. PFIX, DBMF vs. SHYG, DBMF vs. SPY, DBMF vs. WTMF, DBMF vs. SCHD, DBMF vs. VOO, DBMF vs. VTI
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.
Returns By Period
iM DBi Managed Futures Strategy ETF had a return of 10.73% year-to-date (YTD) and 2.09% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.73% | 19.50% |
| 1 month | 1.00% | 3.09% |
| 6 months | -0.65% | 10.74% |
| 1 year | 2.09% | 33.68% |
| 5 years (annualized) | 6.54% | 14.10% |
| 10 years (annualized) | N/A | 11.26% |
Monthly Returns
The table below presents the monthly returns of DBMF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.45% | 3.64% | 5.45% | 4.36% | -0.97% | 2.28% | -3.73% | -3.08% | 1.17% | 10.73% | |||
| 2023 | -3.23% | 0.75% | -7.33% | 0.99% | 0.56% | 3.44% | -0.36% | 0.33% | 4.63% | -0.38% | -5.21% | -2.86% | -8.94% |
| 2022 | 0.40% | 3.11% | 7.07% | 10.59% | -0.98% | 3.48% | -3.58% | 2.72% | 5.77% | 0.97% | -8.84% | 0.42% | 21.60% |
| 2021 | -0.12% | 4.44% | 2.92% | 2.24% | 2.89% | -1.30% | 0.74% | -2.64% | -0.14% | 4.17% | -2.37% | 0.41% | 11.49% |
| 2020 | 1.00% | -2.12% | 1.30% | 2.22% | -3.09% | -1.87% | 3.56% | -0.64% | -3.01% | -0.01% | 0.73% | 4.02% | 1.80% |
| 2019 | 1.36% | 1.34% | 2.19% | 7.48% | -1.53% | -1.13% | 0.73% | 0.02% | 10.67% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DBMF is 6, indicating that it is in the bottom 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
iM DBi Managed Futures Strategy ETF granted a 5.06% dividend yield in the last twelve months. The annual payout for that period amounted to $1.41 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $1.41 | $0.75 | $2.25 | $2.68 | $0.22 | $2.37 |
Dividend yield | 5.06% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.66 | ||
| 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 | $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 | $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 | $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 | $0.22 |
| 2019 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $2.29 | $2.37 |
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.
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 9.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.39% | Oct 21, 2022 | 106 | Mar 24, 2023 | — | — | — |
| -10.43% | Feb 21, 2020 | 19 | Mar 18, 2020 | 225 | Feb 8, 2021 | 244 |
| -7.38% | Jun 14, 2022 | 33 | Aug 1, 2022 | 36 | Sep 21, 2022 | 69 |
| -6.73% | Sep 5, 2019 | 7 | Sep 13, 2019 | 86 | Jan 16, 2020 | 93 |
| -6.18% | Nov 17, 2021 | 11 | Dec 2, 2021 | 49 | Feb 11, 2022 | 60 |
Volatility
Volatility Chart
The current iM DBi Managed Futures Strategy ETF volatility is 2.18%, 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.