DBEH iMGP DBi Hedge Strategy ETF
HFRX Equity Hedge USD

NAV as of 13-May-2022

26.5085

4 Week: 26.28 - 27.40

52 Week: 25.59 - 33.25

Latest Closing Price

26.56

Premium / Discount

0.05

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

Fund Manager:
iM Global Partner Fund Management
Asset Under Management:
60,256,725
Launch Date:
16/12/2019
Asset Class:
Equity
Replication Method:
Not Applicable
Number of Holdings:
29
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Long / Short Equity
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-3.811.08-3.51
1 Day0.990.000.00
1 Week-0.141.84-0.08
1 Month-2.384.11-0.58
3 Months-0.647.69-0.08
6 Months-19.1619.75-0.97
1 Year-16.1520.97-0.77
2 Years13.5525.340.53
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.000023.57675.0544
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.000013.000075.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 29

Number of Bond Holdings: 17

Number of Equity Holdings: 0

Total Market Value: 60,256,725

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1MSCI Emerging Markets Index Future Dec 2039.28291581588,778,480
22 Year Treasury Note Future Dec 2034.597535357,731,445
3United States Treasury Bills 0%13.37462,990,0002,990,0002,988,794
4E-mini Nasdaq 100 Future Dec 2013.094913132,926,300
5MSCI EAFE Index Future Dec 2012.814630302,863,650
6Ultra US Treasury Bond Future Dec 2011.916112122,662,875
7E-mini S&P MidCap 400 Future Dec 2011.861314142,650,620
8US Treasury Bond Future Dec 2011.828515152,643,281

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant36.33
Large20.04
Medium17.09
Small11.67
Micro1.73

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

19.3984

Price/Book*

1.8563

Price/Sales*

1.3652

Price/Cash Flow*

7.2292

Dividend Yield*

2.4560

Growth Measures

Long-Term Earnings

8.6826

Historical Earnings

4.9993

Sales Growth

6.8767

Cash-Flow Growth

4.2162

Book-Value Growth

7.2518

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

17

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*103.83

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years34.61
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days117.56
183 to 364 Days0.00

Data Source: Morningstar

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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
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(6) may be drawn from fund data published on various dates.

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