Imgp Dbi Managed Etf Performance
| DBMF Etf | USD 29.30 0.36 1.24% |
The etf retains a Market Volatility (i.e., Beta) of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IMGP DBi's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMGP DBi is expected to be smaller as well.
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 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly abnormal primary indicators, IMGP DBi may actually be approaching a critical reversion point that can send shares even higher in January 2026. ...more
IMGP DBi Relative Risk vs. Return Landscape
If you would invest 2,713 in iMGP DBi Managed on September 20, 2025 and sell it today you would earn a total of 217.00 from holding iMGP DBi Managed or generate 8.0% return on investment over 90 days. iMGP DBi Managed is currently generating 0.1238% in daily expected returns and assumes 0.8407% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than IMGP, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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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 = 0.1472
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Based on monthly moving average IMGP DBi is performing at about 11% 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.