DBMF ETF Analysis: iMGP DBi Managed Futures | NYSE

Systematic Trend | NYSE, USA | Market Cap: 4.043m USD | 12M Return: 27.9% | Charts, Fundamentals & Technical Analysis

Managed Futures, Systematic Trend, Futures Contracts, Debt Instruments
Total Rating 71
Safety 65
Buy Signal -0.21
Systematic Trend
Category Rotation: +14.9
TER: 0.85%
AUM: 4.04B
Avg Turnover: 45.6M
Risk 3d forecast
Volatility9.44%
VaR 5th Pctl1.66%
VaR vs Median-2.20%
Reward TTM
Sharpe Ratio1.64
Rel. Str. IBD55.3
Rel. Str. Peer Group83.3
Character TTM
Beta0.385
Beta Downside0.539
Hurst Exponent0.318
Drawdowns 3y
Max DD15.60%
CAGR/Max DD0.63
CAGR/Mean DD1.76

Warnings

Volatile

Tailwinds

No distinct edge detected

Seasonality 7.1 years of data

Jan +0.0% 2
Feb +2.9% 20
Mar +0.9% 0
Apr +1.4% 36
May -0.2% 23
Jun +1.0% 13
Jul -0.6% 19
Aug -0.2% 15
Sep +1.8% 21
Oct -0.4% 15
Nov -1.9% 20
Dec -0.8% 37

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

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 July 28, 2026, the stock is trading at USD 31.27 with a total of 1,174,204 shares traded. Over the past week, the price has changed by +1.07%, over one month by +2.96%, over three months by +2.64% and over the past year by +27.94%.

Current recommended Stop Loss: 30.90 (which is 1.2% or 1.8 ATR below the current price).

Is DBMF a buy, sell or hold?

iMGP DBi Managed Futures has no consensus analysts rating.