Performance analysis of DBMF (IMGP DBI MANAGED FUTURES STRATEGY ETF)
Annual Return
Over the past 3 years, DBMF has had an average annual return of +9.89%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, DBMF has had an average annual return of +8.73%, underperforming the benchmark SPY, which returned +12.73% annual.
Since May 8, 2019, DBMF has had an average annual return of +9.39%, underperforming the benchmark SPY, which returned +15.91% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.62% | +13.84% | +7.24% | -8.94% | +21.53% | +11.39% | +1.80% | +10.68% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.02% | +7.81% | -3.82% | +1.36% | +1.44% | -0.76% | +2.32% | +12.62% | |||||
| 2025 | +1.19% | -2.30% | -1.64% | +0% | -0.16% | +2.70% | -0.46% | +1.33% | +5.79% | +3.88% | +1.90% | +1.09% | +13.84% |
| 2024 | +2.44% | +3.64% | +5.45% | +4.36% | -0.97% | +2.27% | -3.72% | -3.08% | +1.18% | -4.27% | +1.04% | -0.77% | +7.24% |
| 2023 | -3.23% | +0.75% | -7.32% | +0.99% | +0.56% | +3.45% | -0.37% | +0.33% | +4.64% | -0.38% | -5.21% | -2.86% | -8.94% |
| 2022 | +0.40% | +3.11% | +7.07% | +10.59% | -0.98% | +3.48% | -3.58% | +2.72% | +5.77% | +0.98% | -8.84% | +0.36% | +21.53% |
| 2021 | -0.12% | +4.44% | +2.92% | +2.24% | +2.89% | -1.30% | +0.74% | -2.64% | -0.14% | +4.16% | -2.37% | +0.32% | +11.39% |
| 2020 | +1% | -2.11% | +1.30% | +2.22% | -3.09% | -1.87% | +3.56% | -0.64% | -3.01% | -0.00930% | +0.73% | +4.02% | +1.80% |
| 2019 | +1.36% | +1.34% | +2.19% | +7.48% | -1.52% | -1.13% | +0.73% | +0.04% | +10.68% |
Drawdown analysis of DBMF (IMGP DBI MANAGED FUTURES STRATEGY ETF)
The maximum drawdown for the DBMF was -20.44%, occurring on Mar 24, 2023. Recovery took 688 trading sessions.
Since May 8, 2019 DBMF has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.44% | Oct 20, 2022 | 106 | Mar 24, 2023 | 688 | Dec 19, 2025 | 794 |
| -10.43% | Feb 20, 2020 | 19 | Mar 18, 2020 | 225 | Feb 8, 2021 | 244 |
| -7.38% | Jun 13, 2022 | 33 | Aug 1, 2022 | 36 | Sep 21, 2022 | 69 |
| -6.73% | Sep 4, 2019 | 7 | Sep 13, 2019 | 86 | Jan 16, 2020 | 93 |
| -6.18% | Nov 16, 2021 | 11 | Dec 2, 2021 | 49 | Feb 11, 2022 | 60 |
| -6.10% | Feb 27, 2026 | 16 | Mar 23, 2026 | 49 | Jun 2, 2026 | 65 |
| -5.49% | Jun 15, 2021 | 45 | Aug 18, 2021 | 58 | Nov 9, 2021 | 103 |
| -4.75% | Sep 27, 2022 | 5 | Oct 4, 2022 | 11 | Oct 19, 2022 | 16 |
| -4.03% | Mar 17, 2021 | 5 | Mar 24, 2021 | 17 | Apr 19, 2021 | 22 |
| -3.89% | May 6, 2022 | 15 | May 27, 2022 | 7 | Jun 8, 2022 | 22 |
| -3.71% | Jan 29, 2026 | 2 | Feb 2, 2026 | 5 | Feb 9, 2026 | 7 |
| -3.69% | Jun 3, 2026 | 16 | Jun 26, 2026 | 16 | Jul 21, 2026 | 32 |
| -3.56% | Mar 8, 2022 | 6 | Mar 16, 2022 | 3 | Mar 21, 2022 | 9 |
| -3.36% | Feb 24, 2021 | 2 | Feb 26, 2021 | 9 | Mar 11, 2021 | 11 |
| -2.86% | May 2, 2022 | 2 | May 4, 2022 | 2 | May 6, 2022 | 4 |
| -2.75% | Mar 23, 2022 | 6 | Mar 31, 2022 | 3 | Apr 5, 2022 | 9 |
| -2.65% | Feb 14, 2022 | 3 | Feb 17, 2022 | 4 | Feb 24, 2022 | 7 |
| -2.52% | Apr 19, 2021 | 3 | Apr 22, 2021 | 11 | May 7, 2021 | 14 |
| -2.41% | May 7, 2021 | 3 | May 12, 2021 | 2 | May 14, 2021 | 5 |
| -2.41% | Jun 19, 2019 | 5 | Jun 26, 2019 | 5 | Jul 3, 2019 | 10 |
| -2.28% | Jul 3, 2019 | 5 | Jul 11, 2019 | 9 | Jul 24, 2019 | 14 |
| -2.22% | Aug 1, 2019 | 2 | Aug 5, 2019 | 3 | Aug 8, 2019 | 5 |
| -2.13% | Jan 23, 2020 | 6 | Jan 31, 2020 | 6 | Feb 10, 2020 | 12 |
| -1.73% | Apr 19, 2022 | 4 | Apr 25, 2022 | 3 | Apr 28, 2022 | 7 |
| -1.63% | May 17, 2021 | 2 | May 19, 2021 | 3 | May 24, 2021 | 5 |