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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