C000207161 Performance — iM DBi Managed Futures Strategy ETF
Data updated: 2021-08-23
C000207161 returned +16.83% over one year to Jun 2021. Over one year the fund trailed its Commodities category average: $100 grew to $117, against $124 for the category. Volatility over the past 12 months was 8.50% a year. In the 12 months to Jun 2021 the fund took in a net $59.5M, and assets reached $53.88M.
C000207161 Growth of $100
What $100 invested in iM DBi Managed Futures Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000207161 | Category average |
|---|---|---|
| 1 year (Jul 2020 – Jun 2021) | $117 | $124 |
| Since data start (Jan 2020 – Jun 2021) | $113 | $118 |
C000207161 Trailing Returns
Total returns to Jun 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.83% |
C000207161 Annual Returns
Calendar-year total returns of iM DBi Managed Futures Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Jun) | +10.85% |
| 2020 | +1.86% |
C000207161 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | −0.4% | +5.1% | +2.3% | +1.9% | +2.4% | −0.8% | — | — | — | — | — | — |
| 2020 | +0.8% | −1.8% | +1.0% | +1.8% | −3.2% | −1.9% | +4.3% | −0.3% | −3.2% | +0.1% | +0.5% | +4.1% |
C000207161 Risk
Risk measures from monthly returns over Jul 2020 – Jun 2021.
- 1-year volatility (annualised): 8.50%
- Best month: +5.14% (Feb 2021)
- Worst month: −3.19% (Sep 2020)
C000207161 Fund Flows
Monthly money in and out of iM DBi Managed Futures Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: $59.5M
- 12-month gross sales (incl. reinvestments): $44.5M
- Sales ÷ redemptions: -2.96×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2021 | $4.3M | $0 | $4.3M |
| May 2021 | $12.8M | $0 | $12.8M |
| Apr 2021 | $2.8M | $0 | $2.8M |
| Mar 2021 | $1.4M | $0 | $1.4M |
| Feb 2021 | $677K | −$3.4M | $4.1M |
| Jan 2021 | $1.3M | −$5.9M | $7.2M |
| Dec 2020 | $0 | −$4.4M | $4.4M |
| Nov 2020 | $0 | $0 | $0 |
| Oct 2020 | $614K | −$1.2M | $1.9M |
| Sep 2020 | $0 | $0 | $0 |
| Aug 2020 | $14.5M | $0 | $14.5M |
| Jul 2020 | $6.2M | $0 | $6.2M |
C000207161 Assets Under Management
Net assets of iM DBi Managed Futures Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2021-06-30 | $53.88M |
| 2021-03-31 | $32.88M |
| 2020-12-31 | $36.45M |
| 2020-09-30 | $40.00M |
| 2020-06-30 | $19.57M |
| 2020-03-31 | $24.03M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.