Imgp Dbi Managed Etf Performance
| DBMF Etf | USD 25.78 0.07 0.27% |
The etf retains a Market Volatility (i.e., Beta) of -0.0475, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IMGP DBi are expected to decrease at a much lower rate. During the bear market, IMGP DBi is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iMGP DBi Managed are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable primary indicators, IMGP DBi is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Transce3nd LLC Makes New 49,000 Investment in iMGP DBi Managed Futures Strategy ETF | 04/23/2025 |
2 | Css LLC Il Has 4.68 Million Position in iMGP DBi Managed Futures Strategy ETF | 05/21/2025 |
3 | Greenwood Capital Associates LLC Makes New 344,000 Investment in iMGP DBi Managed Futures Strategy ETF | 06/13/2025 |
4 | iMGP DBi Managed Futures Strategy ETF Shares Sold by Optivise Advisory Services LLC | 06/18/2025 |
5 | EG Advisors LP Cuts Stake in iMGP DBi Managed Futures Strategy ETF | 06/25/2025 |
6 | DBMF A Managed Futures Strategy That Can Mitigate Correlation Risk In A Portfolio - Seeking Alpha | 07/09/2025 |
7 | iMGP DBi Managed Futures Strategy ETF Stock Position Lifted by Sage Private Wealth Group LLC | 07/15/2025 |
| In Threey Sharp Ratio | -0.51 |
IMGP DBi Relative Risk vs. Return Landscape
If you would invest 2,511 in iMGP DBi Managed on April 22, 2025 and sell it today you would earn a total of 67.00 from holding iMGP DBi Managed or generate 2.67% return on investment over 90 days. iMGP DBi Managed is currently generating 0.043% in daily expected returns and assumes 0.3273% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than IMGP, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
IMGP DBi Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMGP DBi's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iMGP DBi Managed, and traders can use it to determine the average amount a IMGP DBi's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1314
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| Negative Returns | DBMF |
Estimated Market Risk
| 0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average IMGP DBi is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IMGP DBi by adding it to a well-diversified portfolio.
IMGP DBi Fundamentals Growth
IMGP Etf prices reflect investors' perceptions of the future prospects and financial health of IMGP DBi, and IMGP DBi fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IMGP Etf performance.
| Total Asset | 920.59 M | |||
About IMGP DBi Performance
By analyzing IMGP DBi's fundamental ratios, stakeholders can gain valuable insights into IMGP DBi's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IMGP DBi has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if IMGP DBi has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund seeks to achieve its objective by investing its assets pursuant to a managed futures strategy allocating up to 20 percent of its total assets in its wholly-owned subsidiary, which is organized under the laws of the Cayman Islands, is advised by the Sub-Advisor, and will comply with the funds investment objective and investment policies and investing directly in select debt instruments for cash management and other purposes. Im Dbi is traded on NYSEARCA Exchange in the United States.| Latest headline from thelincolnianonline.com: iMGP DBi Managed Futures Strategy ETF Stock Position Lifted by Sage Private Wealth Group LLC | |
| The fund created three year return of -2.0% |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iMGP DBi Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
The market value of iMGP DBi Managed is measured differently than its book value, which is the value of IMGP that is recorded on the company's balance sheet. Investors also form their own opinion of IMGP DBi's value that differs from its market value or its book value, called intrinsic value, which is IMGP DBi's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IMGP DBi's market value can be influenced by many factors that don't directly affect IMGP DBi's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IMGP DBi's value and its price as these two are different measures arrived at by different means. Investors typically determine if IMGP DBi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IMGP DBi's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.