iMGP DBi Managed Futures Strategy ETFiMGP DBi Managed Futures Strategy ETFiMGP DBi Managed Futures Strategy ETF

iMGP DBi Managed Futures Strategy ETF

No trades
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Key stats


Assets under management (AUM)
‪1.02 B‬USD
Fund flows (1Y)
‪245.96 M‬USD
Dividend yield (indicated)
5.22%
Discount/Premium to NAV
0.2%

About iMGP DBi Managed Futures Strategy ETF


Issuer
Eurazeo SE
Brand
iM
Expense ratio
0.85%
Inception date
May 8, 2019
Index tracked
No Underlying Index
Management style
Active
DBMFs managed futures offering uses hedge-fund replication techniques aiming to imitate the performance of a group of Commodity Trading Advisor (CTA) hedge funds. CTAs use derivatives to invest across asset classes not just commodities. Similarly, DBMF, uses long and short positions in futures and forwards across asset classes to emulate the returns of a group of CTAs. DBMF does not invest directly in hedge funds. Its an actively-managed ETF that can allocate to a Cayman-based subsidiary for the commodity portion of its exposure. (The Cayman arrangement is not uncommon among alternative or commodity ETFs.) Still, the prospectus emphasizes that allocations to asset classes are made by a model and that the active management is largely confined to selecting the most liquid variants of the derivatives needed. The model includes a volatility target.

Classification


Asset Class
Alternatives
Category
Hedge fund strategies
Focus
Global macro
Niche
Managed futures
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary
What's in the fund
Exposure type
Bonds, Cash & Other
Government
Cash
Bonds, Cash & Other100.00%
Government72.65%
Cash27.35%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Displays a symbol's price movements over previous years to identify recurring trends.