(DBMF) iMGP DBi Managed Futures - NYSE

ETF Category: Systematic Trend | Exchange: NYSE (USA) | Market Cap: 4.017m USD | Total Return: 23.6% in 12m

Managed Futures, Systematic Trend, Futures Contracts, Debt Instruments
Total Rating 65
Safety 45
Buy Signal -0.33
Systematic Trend
Category Rotation: -11.3
TER: 0.85%
AUM: 4.02B
Avg Turnover: 45.8M
Risk 3d forecast
Volatility11.0%
VaR 5th Pctl1.94%
VaR vs Median-2.04%
Reward TTM
Sharpe Ratio1.43
Rel. Str. IBD44.9
Rel. Str. Peer Group83.3
Character TTM
Beta0.397
Beta Downside0.568
Hurst Exponent0.252
Drawdowns 3y
Max DD15.60%
CAGR/Max DD0.53
CAGR/Mean DD1.49

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality

Coming soon
Description: DBMF iMGP DBi Managed Futures

The iMGP DBi Managed Futures Strategy ETF (DBMF) pursues its investment objective through a multi-pronged approach: it deploys assets pursuant to a managed futures strategy, allocates up to 20% of total assets into a wholly-owned subsidiary, and invests directly in select debt instruments for cash management purposes. The fund operates as a non-diversified ETF.

As a systematic trend-following ETF, DBMF typically employs rules-based, quantitative models to take long and short positions across global futures markets, including commodities, currencies, and fixed income. The use of a wholly-owned offshore subsidiary is a common structural feature in managed futures funds, as it allows the portfolio to access derivatives and commodities markets that may have tax or regulatory advantages when held in a Cayman Islands subsidiary rather than directly at the fund level.

Headlines to Watch Out For
  • Rising volatility boosts trend-following managed futures returns
  • Commodity trend reversals pressure systematic CTA performance
  • Fed rate path shifts inflation hedge demand and cash yields
What is the price of DBMF shares?

As of June 29, 2026, the stock is trading at USD 30.26 with a total of 2,644,462 shares traded. Over the past week, the price has changed by -2.13%, over one month by -2.51%, over three months by +0.17% and over the past year by +23.61%.

Current recommended Stop Loss: 29.60 (which is 2.2% or 2.4 ATR below the current price).

Is DBMF a buy, sell or hold?

iMGP DBi Managed Futures has no consensus analysts rating.