iMGP DBi Managed Futures Strategy ETF · AMEX:DBMF
iMGP DBi Managed Futures Strategy ETF — Investor Presentation (August 2026)
15 slides from iMGP DBi Managed Futures Strategy ETF's investor presentation, August 2026
Slide 1: DBMF Monthly Performance Update
DBMF iMGP DBi Managed Futures Strategy ETF Monthly Performance Update “Out with Crisis Alpha, in with All Weather” August 2026 PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
Slide 2: Important Disclosures
Important Disclosures The Fund’s investment objectives, risks, charges, and expenses must be considered carefully before investing. The statutory and summary prospectuses contain this and other important information about the investment company, and it may be obtained by calling 800-960-0188 or visi
Slide 3: DBMF Performance (as of 8/31/26)
DBMF Performance Average annual total returns Three Since inception Performance as of 8/31/26 Three-month Year-to-date One year Five Year year (5/7/19) iMGP DBi Managed Futures Strategy ETF (NAV) 2.04% 13.06% 27.80% 9.86% 9.08% 9.17% iMGP DBi Managed Futures Strategy ETF (Price) 1.74% 12.84% 27.73%
Slide 4: DBMF Performance (as of 6/30/26)
DBMF Performance Average annual total returns Three Since inception Performance as of 6/30/26 Three-month Year-to-date One year Five Year year (5/7/19) iMGP DBi Managed Futures Strategy ETF (NAV) 2.23% 10.11% 25.54% 8.82% 8.38% 9.15% iMGP DBi Managed Futures Strategy ETF (Price) 2.04% 10.07% 25.66%
Slide 5: Performance Update – August 2026
Performance Update – August 2026 FUND PERFORMANCE August Themes 12.84% 13.06% Out with “Crisis Alpha,” in with “All Weather” Dancing through the Macro Minefield Enter the Sloth 10.79% 10.83% DBMF DBMF (NAV) SG CTA Index Morningstar Systematic Trend Bloomberg US Agg 2.49% 2.23% 1.72% 1.49% 0.39
Slide 6: Enter the Sloth
Enter the Sloth D B M F Powered by EA DBi’ | Made to move differently 2 ~y Discover why DBMF’s liquid, uncorrelated, managed futures strategy could be what your Alts allocation is missing at www.dbmf.com a)
Slide 7: YTD 2026 Performance
YTD 2026 Performance 18% 13% YTD Return % 8% 3% -2% Jan-01-2026 Jan-23-2026 Feb-14-2026 Mar-08-2026 Mar-30-2026 Apr-21-2026 May-13-2026 Jun-04-2026 Jun-26-2026 Jul-18-2026 Aug-09-2026 Aug-31-2026 DBMF (NAV) DBMF (Price) Bloomberg US Agg Bond SG CTA Morningstar Systematic Trend Category Source: Morni
Slide 8: DBMF: Performance Since Inception v Index, Category & AGG
DBMF: Performance Since Inception v Index, Category & AGG 100% 80% 60% Return % 40% 20% 0% -20% Apr-2019 Dec-2019 Aug-2020 Apr-2021 Dec-2021 Aug-2022 Apr-2023 Dec-2023 Aug-2024 Apr-2025 Dec-2025 Aug-2026 DBMF (NAV) DBMF (Price) Bloomberg US Agg Bond SG CTA Morningstar Systematic Trend Category iM DB
Slide 9: Vol-Adjusted Positioning – August vs July 2026
Vol-Adjusted Positioning – August vs July 2026 40% 36% 35% 30% 28% 20% 16% 10% 0% 2% -10% -11% -13% -20% -16% -23% -30% -40% -38% -50% Crude Oil Gold EUR/USD JPY/USD Short Term Rates Intermediate Long Term Rates S&P 500 EAFE Emerging Markets Term Rates Volatility Adjusted Exposure (Oct 31,31, (Augus
Slide 10: Contribution: August 2026
Contribution: August 2026 0.80% 0.60% 0.60% 0.47% 0.40% 0.30% 0.29% 0.20% 0.16% 0.09% 0.05% 0.02% 0.00% -0.20% -0.18% -0.40% -0.38% -0.60% Crude Oil Gold EUR/USD JPY/USD 2 Yr Treasury 10 Yr Treasury 30 Yr Treasury S&P 500 EAFE Emerging Markets Aug-2026 Source: Bloomberg & DBi. Past results are not i
Slide 11: Contribution: YTD 2026
Contribution: YTD 2026 8.00% 6.92% 6.00% 4.50% 4.00% 2.00% 1.67% 0.94% 0.85% 0.63% 0.00% -0.03% -0.96% -1.34% -2.00% -2.41% -4.00% Crude Oil Gold EUR/USD JPY/USD 2 Yr Treasury 10 Yr Treasury 30 Yr Treasury S&P 500 EAFE Emerging Markets 2026 YTD Source: Bloomberg & DBi. Past results are not indicativ
Slide 12: Fee Reduction is the Purest Form of Alpha
“Fee Reduction is the Purest Form of Alpha” ANNUAL PERFORMANCE EXPENSE RATIO since inception 2.03 9.32 5.49 4.69 0.85 1.41 DBMF Bloomberg US SoGen CTA Morningstar US Aggregate TR Index Fund Systematic DBMF Morningstar US Fund Trend Systematic Trend Source: Source: Morningstar, eVestment, DBi. Data r
Slide 13: The Alts Solution for the Model Revolution - Highlights
DBMF The Alts Solution for the Model Revolution - Highlights $4.10B* 7 Years 9.27%* +23.07%** AUM (as of 8/31/26) Track Record (May 2026) Annual Return (NAV) Return in 2022 (Since Inception: 5/7/2019) -0.08 742 bps* Alpha vs. S&P 500 p.a. 85 bps Correlation to S&P 500 Expense Ratio (Since Inception:
Slide 14: Why DBMF?
Why DBMF? DBi brings the benefits of managed futures to a new generation of investors A history of powerful diversification and alpha-generating attributes Largest managed futures ETF with six+ year track record (~$4.1B as of 8/31/2026 in the Morningstar® Systematic Trend category) Low fees
Slide 15: Contact Us
Contact Us Questions about the fund? Please contact our relationship management team. www.imgp.com team@imgp.com 2301 Rosecrans Ave. Suite 2150 El Segundo, CA 90245 15 PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
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