IMGP DBI MANAGED FUTURES STRATEGY ETF
Symbol: DBMF
Exchange: NYSE ARCA
Sector: Technology
Category: Systematic Trend
Inception Date: 07/05/2019
Latest Date: 17/04/2026
Current Price: $29.97
Expense Ratio: 0.85%
Assets Under Management
$3.3B
-0.30% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-2.34%
Volatility
17.18%
Sharpe Ratio
-1.925
VaR 95%
-1.82%
CVaR 95%:
-2.51%
Max Drawdown:
-4.89%
Sortino Ratio:
-2.247
Calmar Ratio:
-6.02
Return
4.21%
Volatility
17.59%
Sharpe Ratio
1.786
VaR 95%
-1.63%
CVaR 95%:
-2.50%
Max Drawdown:
-6.47%
Sortino Ratio:
2.242
Calmar Ratio:
5.42
Return
8.76%
Volatility
15.72%
Sharpe Ratio
1.840
VaR 95%
-1.41%
CVaR 95%:
-2.38%
Max Drawdown:
-6.47%
Sortino Ratio:
2.223
Calmar Ratio:
5.03
Return
25.69%
Volatility
12.10%
Sharpe Ratio
1.906
VaR 95%
-1.02%
CVaR 95%:
-1.83%
Max Drawdown:
-6.47%
Sortino Ratio:
2.313
Calmar Ratio:
4.12
Return
14.72%
Volatility
11.55%
Sharpe Ratio
0.396
VaR 95%
-1.10%
CVaR 95%:
-1.80%
Max Drawdown:
-15.60%
Sortino Ratio:
0.492
Calmar Ratio:
0.53
Return
29.56%
Volatility
10.71%
Sharpe Ratio
0.594
VaR 95%
-1.02%
CVaR 95%:
-1.63%
Max Drawdown:
-15.60%
Sortino Ratio:
0.754
Calmar Ratio:
0.64
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.096%
Best Day
3.288%
06/02/2026
Worst Day
-3.583%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $30.06 | $30.07 | $29.76 | $29.97 | 1,702,800 |
| 16/04/2026 | $30.31 | $30.50 | $30.29 | $30.42 | 1,815,600 |
| 15/04/2026 | $30.29 | $30.39 | $30.24 | $30.26 | 724,400 |
| 14/04/2026 | $30.44 | $30.47 | $30.23 | $30.30 | 972,300 |
| 13/04/2026 | $30.55 | $30.61 | $30.42 | $30.44 | 970,900 |
| 10/04/2026 | $30.30 | $30.40 | $30.29 | $30.33 | 955,300 |
| 02/04/2026 | $30.26 | $30.34 | $30.10 | $30.31 | 1,093,100 |
| 01/04/2026 | $30.23 | $30.28 | $30.16 | $30.21 | 1,872,400 |
| 31/03/2026 | $30.09 | $30.19 | $30.00 | $30.15 | 4,744,000 |
| 30/03/2026 | $30.20 | $30.24 | $30.07 | $30.21 | 1,551,400 |