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DBMF · iMGP DBi Managed Futures Strategy ETF

Over the last 7 years (2019-06 to 2026-10), $10,000 invested in DBMF with dividends reinvested grew to $18,966, 9.01% a year, with a worst peak-to-trough fall of -20.15%. Past performance doesn't predict future results.

Growth of $10,000 · 2019-06 to 2026-10 · dividends reinvested

CAGR (annualized return)
9.01%
Volatility (annualized)
11.25%
Worst drawdown
-20.15%
Sharpe ratio
0.57

How DBMF held up in past market crashes

DBMF has been through 2 of the market crashes since 2000 in our data. Its deepest price fall was 10.4% in the 2020 COVID crash, when the S&P 500 fell 34.1%. It took 11 months from the bottom to get back to its high. No fund is safe from losses; past falls do not predict future ones.

Deepest price fall and recovery time of DBMF in each market crash, next to the S&P 500
CrashDBMF deepest fallS&P 500 (SPY)Peak to bottomBack to peak
2020 COVID crash-10.4%-34.1%Feb 2020 to Mar 202011 months
2022 bear market-7.4%-25.4%Jun 2022 to Aug 20222 months

Price declines in the fund's listing currency, dividends not included, inside each crash's S&P 500 peak-to-bottom window. See how 50 popular ETFs compare in the crash study.

About DBMF

iMGP DBi Managed Futures Strategy ETF is an actively managed alternative ETF designed to provide exposure to a managed futures strategy. The fund seeks to replicate the pre-fee performance of a representative basket of leading managed futures hedge funds by using long and short positions in futures and forward contracts.

Fund description from our market-data provider.

Put DBMF to the test

Every tool below opens prefilled with DBMF: free, no account needed.

Educational use only, not investment advice. Results are hypothetical.Read full disclaimer

This tool is for educational and informational purposes only and does not provide financial, investment, tax, legal, or accounting advice. Results are hypothetical and based on historical data and assumptions that may be inaccurate. Past performance does not guarantee future results. Consult a licensed professional before making investment decisions.