DBMF
iMGP DBi Managed Futures Strategy ETF
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -2.54 | 0.72 | -3.52 |
| 1 Day | -0.32 | 0.00 | 0.00 |
| 1 Week | 0.21 | 0.98 | 0.22 |
| 1 Month | 1.61 | 2.26 | 0.71 |
| 3 Months | 3.16 | 3.32 | 0.95 |
| 6 Months | 8.74 | 5.70 | 1.53 |
| 1 Year | -15.24 | 14.27 | -1.07 |
| 2 Years | 1.49 | 22.74 | 0.07 |
| 3 Years | 15.18 | 26.35 | 0.58 |
| 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 | 1.8403 | 9.7983 | 23.0739 |
| 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 | 60.0000 | 24.0000 | 30.0000 |
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 | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bills 0.01% | 341.6204 | 457,256,000 | -188,512,000 | 452,939,266 |
| 2 | Im Dbi Cayman Managed Futures Y7ay | 99.7030 | 4,366,661 | 4,366,661 | 132,191,734 |
| 3 | Future on E-mini S&P 500 Futures | 53.8242 | 15,900 | 15,900 | 71,363,175 |
| 4 | Future on 10 Year Treasury Note | 50.2964 | 59,400,000 | 59,400,000 | 66,685,781 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 9.95 |
| Large | 9.22 |
| Medium | 2.99 |
| Small | 0.01 |
| 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*
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 115.34 |
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 | 0.00 |
| 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 | 100.14 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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