DBMF
iMGP DBi Managed Futures Strategy ETF
SG CTA PR USD
NAV as of
4 Week: 31.16 - 32.39
52 Week: 25.35 - 32.39
Latest Closing Price
31.27
Premium / Discount
0.33
Expense Ratio
0.95%
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 21.22 | 1.06 | 19.93 |
| 1 Day | 0.10 | 0.00 | 0.00 |
| 1 Week | -1.11 | 1.01 | -1.09 |
| 1 Month | 1.49 | 5.25 | 0.28 |
| 3 Months | 16.68 | 9.21 | 1.81 |
| 6 Months | 11.76 | 14.93 | 0.79 |
| 1 Year | 9.11 | 17.69 | 0.51 |
| 2 Years | 24.53 | 21.33 | 1.15 |
| 3 Years | 22.93 | 26.20 | 0.88 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 1.8403 | 9.7983 |
| 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 | 0.0000 | 60.0000 | 24.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 36
Number of Bond Holdings: 17
Number of Equity Holdings: 0
Total Market Value: 58,681,776
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | MSCI EAFE Index TAS Future June 21 | 26.3645 | 73 | 73 | 8,188,045 |
| 2 | E-mini S&P 500 Future June 21 | 24.5437 | 37 | 37 | 7,622,555 |
| 3 | 2 Year Treasury Note Future June 21 | 11.3694 | 16 | 0 | 3,531,000 |
| 4 | United States Treasury Bills 0% | 9.1572 | 2,844,000 | 0 | 2,843,957 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 27.99 |
| Large | 20.25 |
| Medium | 6.83 |
| Small | 0.03 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
18.9023
Price/Book*
2.3253
Price/Sales*
1.9016
Price/Cash Flow*
11.8596
Dividend Yield*
1.9686
Growth Measures
Long-Term Earnings
11.6563
Historical Earnings
-2.4891
Sales Growth
-1.0182
Cash-Flow Growth
4.2665
Book-Value Growth
2.7812
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
17
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 99.99 |
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 | 11.23 |
| 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 | 12.26 |
| 91 to 182 Days | 37.42 |
| 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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