Invesco Managed Futures Strategy ETF (IMF)

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Invesco Managed Futures Strategy ETF (IMF) is up 12.3% since the beginning of the year. IMF is currently trading at $52 per share.

Invesco Managed Futures Strategy ETF (IMF) has returned 12.34% so far this year and 20.76% over the past 12 months.

Based on dividend-adjusted daily data since Mar 19, 2025, IMF's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 63% of months were positive and 38% were negative. The best month was Feb 2026 with a return of +4.7%, while the worst month was Apr 2025 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, IMF closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 7, 2025 at -3.7%.

Invesco Managed Futures Strategy ETF has an annualized alpha of -3.50%, beta of 0.28, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since March 19, 2025.

• This ETF participated in 59.62% of S&P 500 Index downside but only 17.91% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.28 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

IMF has an expense ratio of 0.65%, placing it in the medium range.

IMF ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Invesco Managed Futures Strategy ETF provided a 0.90% dividend yield over the last twelve months, with an annual payout of $0.46 per share.

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

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.

The table below displays the maximum drawdowns of the Invesco 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 Invesco Managed Futures Strategy ETF was 15.29%, occurring on Aug 1, 2025. Recovery took 152 trading sessions.

The current Invesco Managed Futures Strategy ETF drawdown is 2.33%.

The chart below shows the rolling one-month volatility.