iMGP DBi Managed Futures R EUR ETF
ISINLU2951555403
TickerDBMFE.PA
- Total annual cost
- 0.83%
- Category
- ETF
- Data available from
- Apr 30, 2025
- Underlying assets
- 0
TER 0.75% + transaction cost 0.08%
Metrics at a glance
CAGR
+22.40%
Volatility
11.54%
Sharpe
1.77
Sortino
2.90
Calmar
5.46
Ulcer Index
1.45
Max Drawdown
3.74%
VaR 95%
2.32%
VaR 99%
3.02%
% Positive Months
66.67%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
iMGP DBi Managed Futures R EUR ETF
No data available
Top holdings
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