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iMGP DBi Managed Futures Strategy ETF (DBMF)

NYSEArca - NYSEArca Delayed price. Currency in USD
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30.21+0.72 (+2.44%)
At close: 04:00PM EDT
29.82 -0.39 (-1.29%)
After hours: 04:09PM EDT

Risk statistics

3 yearsDBMFCategory average
5 yearsDBMFCategory average
10 yearsDBMFCategory average
Alpha
8.146.3
06.42
03.92
BETA
-0.32-0.23
0-0.1
0-0.05
Mean annual return
0.790.67
00.63
00.42
R-squared
14.5316.44
07.85
04.83
Standard deviation
13.711.8
011.12
010.84
Sharpe ratio
0.470.37
00.46
00.32
Treynor ratio
-18.41-18.35
0-41.95
0-0.19