DBMF

iMGP DBi Managed Futures Strategy ETF

SG CTA PR USD

NAV as of 21-Sep-2023

28.4119

4 Week: 27.60 - 28.46

52 Week: 25.70 - 34.79

Latest Closing Price

28.37

Premium / Discount

0.15

Expense Ratio

0.85%

Investment Objective

The investment seeks long-term capital appreciation. The fund seeks to achieve its objective by: (i) investing its assets pursuant to a managed futures strategy; (ii) allocating up to 20% of its total assets in its wholly-owned subsidiary, which is organized under the laws of the Cayman Islands, is advised by the Sub-Advisor, and will comply with the fund's investment objective and investment policies; and (iii) investing directly in select debt instruments for cash management and other purposes. It is non-diversified.

Main Fund Characteristics

Fund Manager:
iM Global Partner Fund Management
Asset Under Management:
1,096,345,258
Launch Date:
06/05/2019
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
7
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Futures
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-2.540.72-3.52
1 Day-0.320.000.00
1 Week0.210.980.22
1 Month1.612.260.71
3 Months3.163.320.95
6 Months8.745.701.53
1 Year-15.2414.27-1.07
2 Years1.4922.740.07
3 Years15.1826.350.58
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00001.84039.798323.0739
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.000060.000024.000030.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 7

Number of Bond Holdings: 2

Number of Equity Holdings: 1

Total Market Value: 1,096,345,258

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0.01%341.6204457,256,000-188,512,000452,939,266
2Im Dbi Cayman Managed Futures Y7ay99.70304,366,6614,366,661132,191,734
3Future on E-mini S&P 500 Futures53.824215,90015,90071,363,175
4Future on 10 Year Treasury Note50.296459,400,00059,400,00066,685,781

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant9.95
Large9.22
Medium2.99
Small0.01
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

13.3735

Price/Book*

1.6223

Price/Sales*

1.1459

Price/Cash Flow*

7.1788

Dividend Yield*

3.6753

Growth Measures

Long-Term Earnings

10.1995

Historical Earnings

15.4817

Sales Growth

10.1120

Cash-Flow Growth

8.7480

Book-Value Growth

7.7265

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

2

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*115.34

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 Years0.00
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 Days100.14
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

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.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

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