DBEH
iMGP DBi Hedge Strategy ETF
HFRX Equity Hedge USD
NAV as of
4 Week: 25.24 - 26.17
52 Week: 25.24 - 27.60
Latest Closing Price
25.64
Premium / Discount
0.04
Expense Ratio
0.85%
Investment Objective
The investment seeks long-term capital appreciation. The fund invests in long and short positions in exchange-traded futures contracts across the broad asset classes of equities, fixed income, and currencies. The advisor expects, under normal circumstances, to invest a large portion of the portfolio in investment grade debt securities in order to collateralize its derivative investments, for liquidity purposes, or to enhance yield. It may hold fixed income instruments of varying maturities, but that have an average duration of less than one year. The fund is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 0.36 | 0.52 | 0.71 |
| 1 Day | 0.72 | 0.00 | 0.00 |
| 1 Week | 0.16 | 2.23 | 0.07 |
| 1 Month | -1.45 | 2.93 | -0.49 |
| 3 Months | -1.05 | 4.72 | -0.22 |
| 6 Months | -2.66 | 6.41 | -0.42 |
| 1 Year | -4.06 | 9.80 | -0.41 |
| 2 Years | -19.28 | 23.05 | -0.84 |
| 3 Years | 24.71 | 28.55 | 0.87 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 23.5767 | 5.0544 | -6.5136 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 13.0000 | 75.0000 | 39.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 8
Number of Bond Holdings: 2
Number of Equity Holdings: 0
Total Market Value: 20,627,544
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | MSCI EAFE NTR (USD) - Stnd Index Future Dec22 | 9.8288 | 700 | -300 | 1,229,130 |
| 2 | E-Mini Russ 2000 Dec22 | 8.1497 | 550 | -200 | 1,019,150 |
| 3 | S+P Mid 400 Emini Dec22 | 7.8034 | 400 | -300 | 975,840 |
| 4 | Nasdaq 100e-Mini Dec22 | 5.4923 | 60 | -20 | 686,835 |
| 5 | Us Ultra Bond Cbt Dec22 | 1.0208 | 100,000 | -200,000 | 127,656 |
| 6 | Us Long Bond(Cbt) Dec22 | 0.9636 | 100,000 | -300,000 | 120,500 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 36.33 |
| Large | 20.04 |
| Medium | 17.09 |
| Small | 11.67 |
| Micro | 1.73 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
11.4310
Price/Book*
1.4250
Price/Sales*
1.0947
Price/Cash Flow*
6.1056
Dividend Yield*
4.4094
Growth Measures
Long-Term Earnings
10.5615
Historical Earnings
22.4164
Sales Growth
2.3923
Cash-Flow Growth
13.4133
Book-Value Growth
5.1743
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
2
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 103.83 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 34.61 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 117.56 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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