IM DBI MANAGED FUTURES STRATEGY ETF
Free full Seasonality data:
DBMF vs SPY 1 Year Daily ReturnsDBMF has a beta of 0.24. In the past year, DBMF has been less volatile than the S&P500.
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DBMF Historical BetaSince 2024-06-13, the beta for DBMF changed by +0.03 and had an average of 0.3.
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DBMF Sharpe RatioDBMF has a 1 year sharpe of -1.33 which is -1.74 compared to the S&P500.
Display:
1y
Timeframe:
1y
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DBMF Daily P/L Normal Distribution
Timeframe:
1y
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DBMF 1 Year DrawdownDBMF had a max drawdown of 19.52% in the previous year.
1y
DBMF Yearly Drawdown Duration