CPIEX vs. DBMF

In the year-to-date period, CPIEX achieves a 3.12% return, which is significantly higher than DBMF's -3.03% return.

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CPIEX has a 1.75% expense ratio, which is higher than DBMF's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) and iM DBi Managed Futures Strategy ETF (DBMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CPIEX Sharpe Ratio is 1.63, which is higher than the DBMF Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of CPIEX and DBMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CPIEX's dividend yield for the trailing twelve months is around 2.09%, less than DBMF's 6.05% yield.

The maximum CPIEX drawdown since its inception was -48.20%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for CPIEX and DBMF. For additional features, visit the drawdowns tool.

Counterpoint Tactical Equity Fund (CPIEX) and iM DBi Managed Futures Strategy ETF (DBMF) have volatilities of 1.94% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.