IMGP DBI MANAGED FUTURES STRATEGY ETF
Symbol: DBMF
Exchange: NYSE
Sector: Technology
Category: Systematic Trend
Inception date: 07/05/2019
Latest date: 17/07/2026
Current price: $30.87
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.16%
Ann. -29.44% (Sharpe / Sortino numerator)
Volatility
17.18%
Sharpe ratio
-1.925
VaR 95%
-1.82%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.53%
Ann. 35.05% (Sharpe / Sortino numerator)
Volatility
17.59%
Sharpe ratio
1.786
VaR 95%
-1.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.31%
Ann. 32.56% (Sharpe / Sortino numerator)
Volatility
15.72%
Sharpe ratio
1.840
VaR 95%
-1.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
26.20%
Ann. 26.68% (Sharpe / Sortino numerator)
Volatility
12.10%
Sharpe ratio
1.906
VaR 95%
-1.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.06%
Ann. 8.21% (Sharpe / Sortino numerator)
Volatility
11.55%
Sharpe ratio
0.396
VaR 95%
-1.10%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.23%
Ann. 9.99% (Sharpe / Sortino numerator)
Volatility
10.71%
Sharpe ratio
0.594
VaR 95%
-1.02%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.096%
Best day
3.288%
Worst day
-3.583%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $30.75 | $30.91 | $30.64 | $30.87 | 1,502,600 |
| 16/07/2026 | $30.95 | $30.98 | $30.84 | $30.88 | 1,037,600 |
| 15/07/2026 | $31.05 | $31.05 | $30.86 | $30.99 | 1,065,400 |
| 14/07/2026 | $30.94 | $31.04 | $30.92 | $31.02 | 1,430,400 |
| 13/07/2026 | $30.82 | $31.02 | $30.82 | $30.99 | 924,100 |
| 10/07/2026 | $30.78 | $30.82 | $30.66 | $30.80 | 835,800 |
| 09/07/2026 | $30.80 | $30.80 | $30.72 | $30.76 | 1,681,600 |
| 08/07/2026 | $30.69 | $30.82 | $30.69 | $30.80 | 817,300 |
| 07/07/2026 | $30.62 | $30.70 | $30.52 | $30.68 | 1,044,600 |
| 06/07/2026 | $30.59 | $30.69 | $30.59 | $30.65 | 2,034,600 |