IMGP DBI MANAGED FUTURES STRATEGY ETF
Symbol: DBMF
Exchange: NYSE
Sector: Technology
Category: Systematic Trend
Inception date: 07/05/2019
Latest date: 15/10/2026
Current price: $32.83
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
1.83%
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
5.94%
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
9.04%
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
22.35%
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
31.73%
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
32.67%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.083%
Best day
3.288%
Worst day
-3.312%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $32.49 | $32.87 | $32.33 | $32.83 | 7,978,900 |
| 14/10/2026 | $33.57 | $33.60 | $32.97 | $33.06 | 1,799,200 |
| 13/10/2026 | $33.03 | $33.26 | $33.00 | $33.22 | 1,901,600 |
| 12/10/2026 | $33.35 | $33.40 | $33.29 | $33.31 | 986,700 |
| 09/10/2026 | $33.10 | $33.25 | $33.08 | $33.15 | 2,158,900 |
| 08/10/2026 | $33.21 | $33.34 | $32.88 | $32.91 | 2,836,900 |
| 07/10/2026 | $33.35 | $33.38 | $32.97 | $33.07 | 2,466,200 |
| 06/10/2026 | $32.99 | $33.08 | $32.88 | $33.04 | 1,446,000 |
| 05/10/2026 | $33.04 | $33.30 | $33.03 | $33.13 | 3,599,800 |
| 02/10/2026 | $32.58 | $32.95 | $32.48 | $32.91 | 2,225,700 |