iMGP DBi Managed Futures Strategy ETF · AMEX:DBMF
iMGP DBi Managed Futures Strategy ETF — Investor Presentation (March 2026)
10 slides from iMGP DBi Managed Futures Strategy ETF's investor presentation, March 2026
Slide 1: iMGP DBi Managed Futures Strategy ETF Monthly Performance Update
iMGP DBi Managed Futures Strategy ETF [DBMF] Monthly Performance Update “The Great 2026 Macro Do-Over” March 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: iMGP DBi Managed Futures Strategy ETF Performance
iMGP DBi Managed Futures Strategy ETF Performance Average annual total returns Three Since inception Performance as of 3/31/26 Three-month Year-to-date One year Five Year year (5/7/19) iMGP DBi Managed Futures Strategy ETF (NAV) 7.71% 7.71% 25.88% 9.77% 8.64% 9.14% iMGP DBi Managed Futures Strategy
Slide 4: Performance Update – March 2026
Performance Update – March 2026 FUND PERFORMANCE DBi Managed Futures Strategy March Themes DBi Managed Futures Strategy (NAV) Bloomberg US Aggregate SG CTA Index The Great 2026 Macro Do-Over Morningstar US Fund Systematic Trend Oil: Early, Contrarian and Right? CTA Risk Mitigation Worked in Ma
Slide 5: DBMF: Performance Since Inception v Index, Category & AGG
DBMF: Performance Since Inception v Index, Category & AGG 100% 80% 60% 40% 20% 0% -20% DBMF-NAV DBMF-Price US AGG SG CTA Systematic Trend iM DBi Managed iM DBi Managed Futures Bloomberg US Morningstar US Fund May-2019 to March-2026 Futures Strategy ETF SG CTA Strategy ETF (Price) Aggregate Systemati
Slide 6: Vol-Adjusted Positioning – Q1 2026 vs Q4 2025
Vol-Adjusted Positioning – Q1 2026 vs Q4 2025 50% 40% 30% 28% 22% 20% 15% 10% -11% 30% -18% 0% -10% -6% 14% -20% -30% -30% -40% -50% -46% 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, (Ma
Slide 7: Contribution: YTD 2026
Contribution: YTD 2026 8.00% 7.26% 7.00% 6.00% 5.00% 4.00% 3.00% 2.00% 1.08% 1.00% 0.75% 0.29% 0.09% 0.00% -0.02% -0.04% -0.17% -1.00% -1.09% -1.20% -2.00% 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
Slide 8: Fee Reduction is the Purest Form of Alpha
“Fee Reduction is the Purest Form of Alpha” ANNUAL PERFORMANCE EXPENSE RATIO since inception 1.98 9.16 5.37 4.32 0.92 0.85 1.54 DBMF Bloomberg US SoGen CTA Morningstar US Aggregate TR Index Fund Systematic DBMF Morningstar US ETF Morningstar US Fund Trend Systematic Trend Systematic Trend Source: Mo
Slide 9: Why DBMF?
Why DBMF? We believe it is the Optimal Solution to Managed Futures and the Must-Have Strategy for Alternatives Allocations 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 E
Slide 10: Contact Us
Contact Us Questions about the fund? Please contact our relationship management team. 323.372.1960 www.imgp.com/us/ team@imgp.com 2301 Rosecrans Ave. Suite 2150 El Segundo, CA 90245 10 PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
iMGP DBi Managed Futures Strategy ETF — Investor Presentation (March 2026) on 6ix