iMGP SICAV - Sirios Absolute Return Fund - R EUR HP PR UCITS ETF- Capitalisation · LSE:SARF
iMGP SICAV - Sirios Absolute Return Fund - R EUR HP PR UCITS ETF- Capitalisation — iMGP DBi Managed Futures Fund — Investor Presentation (July 2026)
18 slides from iMGP SICAV - Sirios Absolute Return Fund - R EUR HP PR UCITS ETF- Capitalisation's investor presentation, July 2026
Slide 1: DBi Managed Futures
DBi Managed Futures July 2026
Slide 2: Facts & figures
Facts & figures DBi Managed Futures strategy 10 year 6.6% +23% Annual return Return in 2022 USD 5.6bn since inception AUM as of 6/30/26 -0.01 4.9% Fee efficient Correlation to MSCI AC Alpha p.a. versus MSCI AC World since inception World since inception Source: Bloomberg, DBi and DBi calculations. D
Slide 3: About DBi
About DBi 2012 10+ • Pioneered a more efficient way to invest in the managed futures (“CTA” or “trend following”) space – a process called “pre-fee hedge fund replication.” • Today, DBi ranks among the world’s largest managed futures managers and manages the world’s largest hedge fund ETF with AuM o
Slide 4: Investment Objective: More Alpha for Clients
Investment Objective: More Alpha for Clients DBi has pioneered a systematic, repeatable methodology to efficiently replicate the managed futures/trend “signal” Hedge funds / mutual funds DBi replication Trading TC Costs Fees Net Return Mgmt/ Perf Fees Trend Signal Net Return For illustrative purpose
Slide 5: A Systematic, Repeatable Investment Process
A Systematic, Repeatable Investment Process • On a weekly basis, DBi uses a quantitative model to isolate the broad positions and cross-asset relationships of a pool of leading funds. • In 2016, DBi determined that ten major markets could effectively isolate the strategy “signal”. • DBi’s model eval
Slide 6: Outperforming Hedge Funds Since 2016
Outperforming Hedge Funds Since 2016 2000 Past performance does not predict future returns 1800 DBi Managed Futures Strategy (Net) SG CTA Index (Index) 1600 1400 1200 1000 800 600 Jul 16 Jan 17 Jul 17 Jan 18 Jul 18 Jan 19 Jul 19 Jan 20 Jul 20 Jan 21 Jul 21 Jan 22 Jul 22 Jan 23 Jul 23 Jan 24 Jul 24 J
Slide 7: Goal: Diversification, But Higher Returns
Goal: Diversification, But Higher Returns Past performance does not predict future returns • Managed futures funds seek to Correlation to MSCI AC World Performance during 2022 anticipate significant price moves 0.60 30% 23.2% 25% across commodities, rates, 0.50 20% 20.1% currencies and equities. 0.4
Slide 8: True Diversification is Scarce and Valuable
True Diversification is Scarce and Valuable Most “liquid” diversifiers have a high correlation to equities and low rates of annualized return DBi Managed Futures Past performance does not predict future returns Strategy 7.00 5.00 EAA Fund Systematic Trend EAA Fund Macro Trading EAA Fund Equity Marke
Slide 9: Performance since inception
Performance since inception 200 Past performance does not predict future returns 160 120 80 Jul-16 Feb-17 Sep-17 Apr-18 Nov-18 Jun-19 Jan-20 Aug-20 Mar-21 Oct-21 May-22 Dec-22 Jul-23 Feb-24 Sep-24 Apr-25 Nov-25 Jun-26 DBi Managed Futures Strategy SG CTA Index EAA Fund Systematic Trend USD Bloomberg
Slide 10: Built to Enhance Multi-Asset Portfolios
Built to Enhance Multi-Asset Portfolios 250 Past performance does not predict future returns 200 150 100 50 0 10.00% 12.00% 8.70% 9.80% 9.50% Max Drawdown 8.10% 10.00% 8.00% 0.00% 8.00% 6.00% -5.00% 6.00% 4.00% -10.00% 4.00% 2.00% 2.00% -15.00% 0.00% -20.00% - 0.00% 16.70% Standard Deviation - Perfo
Slide 11: Key Information
rmation Key Information 3131
Slide 12: iMGP DBi Managed Futures Fund
iMGP DBi Managed Futures Fund Fund facts Bloomberg ISIN Class Max. Ongoing Launch Share class Legal structure Luxembourg SICAV - UCITS ticker code hedging Mgt fee charges1 date Type/investment zone Alternative/Global C USD IMDBCUS LX LU2550036581 No 1.60% 1.94% 14/08/2023 Sub-manager DBi LLC Fund la
Slide 13: iMGP DBi Managed Futures Fund R USD UCITS ETF
iMGP DBi Managed Futures Fund R USD UCITS ETF Fund facts Trading Bloomberg Ongoing Exchange Trading hours Listing date ISIN Currency ticker charges1 Legal structure Luxembourg SICAV - UCITS Type/investment zone Alternative/Global Euronext Paris 9:00 - 17:30 CEST USD 14/03/2025 LU2951555585 DBMF:FP 0
Slide 14: iMGP DBi Managed Futures Fund R EUR UCITS ETF
iMGP DBi Managed Futures Fund R EUR UCITS ETF Fund facts Trading Bloomberg Ongoing Exchange Trading hours Listing date ISIN Currency ticker charges1 Legal structure Luxembourg SICAV - UCITS Type/investment zone Alternative/Global Euronext Paris 9:00 - 17:30 CEST EUR 31/03/2025 LU2951555403 DBMFE:FP
Slide 15: iMGP DBi Managed Futures ex-Commodities Fund R USD UCITS ETF
iMGP DBi Managed Futures ex-Commodities Fund R USD UCITS ETF Bloomberg Ongoing Fund facts Exchange Trading hours Currency Listing date ISIN ticker charges1 Legal structure Luxembourg SICAV - UCITS Type/investment zone Alternative/Global Euronext Paris 9:00 – 17:30 CEST USD 04/04/2025 LU3024069877 MF
Slide 16: DBi's solutions in Europe at a glance
DBi’s solutions in Europe at a glance UCITS Fund UCITS Fund UCITS Fund iMGP DBi Managed Futures Fund iMGP DBi Managed Futures ex- SEI Liquid Alternative Fund Commodities Fund • Zero correlation, crisis alpha • Zero correlation, crisis alpha • Diversified Multi-Strategy • Strategy launched in 2016 •
Slide 17: Disclaimer
Disclaimer This marketing document has been issued by iM Global Partner SAS a French company domiciled at 20 rue Treilhard, F-75008 Paris (France), supervised and authorized by the Autorité des Marchés Financiers under number 6925760 as a portfolio management company, for professional investors only
Slide 18: Thank you
Thank you Our international offices Paris London Luxembourg Madrid +33 (0)1 88 40 75 00 +44 (0)20 3808 8090 +352 26 27 36 1 +34 91 198 77 18 20, rue Treilhard 62 Threadneedle Street 10-12 blvd F.D. Roosevelt Paseo de la Castellana, 43, 75008 Paris EC2R 8HP London L-2450 28046 Madrid France United Ki
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