Performance analysis of IMF (INVESCO MANAGED FUTURES STRATEGY ETF)
Annual Return
Since Mar 19, 2025, IMF has had an average annual return of +4.11%, underperforming the benchmark SPY, which returned +28.13% annual.
| 2026 | 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.07% | -7.96% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.96% | +4.66% | +2.48% | +2.31% | +0.07% | +0.89% | +14.07% | ||||||
| 2025 | -2.45% | -11.62% | +1.23% | -0.95% | -0.68% | +0.98% | +1.66% | -0.61% | +1.11% | +3.93% | -7.96% |
Drawdown analysis of IMF (INVESCO MANAGED FUTURES STRATEGY ETF)
The maximum drawdown for the IMF was -15.10%, occurring on Aug 1, 2025. Recovery took 149 trading sessions.
The current IMF drawdown is -0.83%.
Since Mar 19, 2025 IMF has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.10% | Mar 19, 2025 | 93 | Aug 1, 2025 | 149 | Mar 6, 2026 | 242 |
| -2.97% | Mar 12, 2026 | 7 | Mar 23, 2026 | 6 | Mar 31, 2026 | 13 |
| -1.71% | May 19, 2026 | 7 | May 29, 2026 | Ongoing | Ongoing | Ongoing |
| -1.68% | Apr 6, 2026 | 2 | Apr 8, 2026 | 10 | Apr 22, 2026 | 12 |
| -0.84% | Mar 6, 2026 | 1 | Mar 9, 2026 | 1 | Mar 10, 2026 | 2 |
| -0.75% | May 5, 2026 | 2 | May 7, 2026 | 2 | May 11, 2026 | 4 |
| -0.66% | May 13, 2026 | 2 | May 15, 2026 | 2 | May 19, 2026 | 4 |
| -0.28% | Apr 23, 2026 | 2 | Apr 27, 2026 | 1 | Apr 28, 2026 | 3 |
| -0.08% | Mar 31, 2026 | 1 | Apr 1, 2026 | 1 | Apr 2, 2026 | 2 |
| -0.07% | May 1, 2026 | 1 | May 4, 2026 | 1 | May 5, 2026 | 2 |