iMGP DBi Managed Futures Strategy ETF · AMEX:DBMF
iMGP DBi Managed Futures Strategy ETF — iMGP DBi Managed Futures Strategy ETF [DBMF] — Investor Presentation (July 2026)
20 slides from iMGP DBi Managed Futures Strategy ETF's investor presentation, July 2026
Slide 1: iMGP DBi Managed Futures Strategy ETF [DBMF]
20 iMGP DBi Managed Futures Strategy ETF [DBMF] The Essential Alternative Asset Class Efficient Institutional-Grade Exposure to Managed Futures Q2 2026 For institutional use only
Slide 2: DBMF: Truly Alternative Delivering Real Diversification and Alpha-Generation
DBMF: Truly Alternative Delivering Real Diversification and Alpha-Generation 10 The correlation and beta of managed futures to equities has Equity Precious Metals been roughly zero for over two decades. DBMF By contrast, many widely-used diversifying strategies have high correlation to equities
Slide 3: DBi
DBi • Innovator in the replication of pre-fee hedge fund returns. • Seeks to outperform hedge fund strategies through fee and expense disintermediation. AUMS HQ • Largest strategies include DBMF (US ETF), sub-advisory mandates $6.9 billion Greenwich, CT with SEI, JPM and swaps with various asset man
Slide 4: iMGP DBi Managed Futures Strategy ETF [DBMF]
iMGP DBi Managed Futures Strategy ETF [DBMF] Built to Provide Model Allocator Fiduciaries with Efficient Exposure to the Managed Futures Space in an ETF Seeks to Deliver True Diversification Looks to Provide “Index-Plus” Performance Low/zero correlation to stocks and bonds Seeking to outperform
Slide 5: DBi Solution: Seeks to Deliver Efficient Replication of Pre-Fee Returns
DBi Solution: Seeks to Deliver Efficient Replication of Pre-Fee Returns 1 2 3 Load recent returns of leading Distill current “major themes” Seek to deliver higher net returns CTAs – add back costs positioning across four major through lower trading costs and fees market categories using ten futures
Slide 6: DBi Replication of Managed Futures
DBi Replication of Managed Futures • DBi’s replication seeks to be a repeatable investment process with structural alpha. • The premise is that, over short intervals, DBi can accurately estimate the core exposures of the managed futures space with ten major markets: - Equities: SP500, EAFE, EM - Bon
Slide 7: Index-Plus: Proof of Concept
Index-Plus: Proof of Concept DBi launched in 2016 its managed futures strategy designed to replicate the pre-fee performance of the SG CTA. Reducing fee and expense drag creates structural alpha. DBi has outperformed 100% (7/31/2016 – 5/31/2026) of the constituents of the index with a correlat
Slide 8: Manager Selection in Managed Futures – A Fool's Errand?
Manager Selection in Managed Futures – A Fool’s Errand? Below: return-based rankings of the current constituents of the Societe Generale CTA Hedge Fund Index Wide dispersion with no persistence of returns 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 Graham Quant Macro Graham Quant Macro Sys
Slide 9: 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-19 Apr-20 Apr-21 Apr-22 Apr-23 Apr-24 Apr-25 Apr-26 DBMF (NAV) DBMF (Price) Bloomberg US Agg Bond SG CTA Morningstar Systematic Trend Category iM DBi Managed iM DBi Managed Bloomberg US Morningstar US
Slide 10: DBMF Performance Since Inception vs SG CTA Index and Peer Groups
DBMF Performance Since Inception (May 2019 – June 2026) vs SG CTA Index, Morningstar® Category Mutual Fund and ETF Peer Groups Annualized Returns 10 - DBMF outp e rform s SG CTA Ind e x, Mutua l Fund a nd ETF Pe e r Group s - Effic ie nt re p lic a tion c om b ine d with lowe r fe e s a nd s truc tu
Slide 11: Fee Reduction is the Purest Form of Alpha
“Fee Reduction is the Purest Form of Alpha” ANNUAL PERFORMANCE EXPENSE RATIO since inception 1.98 9.12 5.44 4.37 0.92 0.85 1.58 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 12: 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 13: DBMF Performance
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 14: Contact Us
Contact Us Questions about the fund? Please contact our relationship management team. 323.372.1960 www.imgp.com team@imgp.com 2301 Rosecrans Ave. Suite 2150 El Segundo, CA 90245 For institutional use only 14 PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
Slide 15: Managed Futures 101
The Essential Asset Class for Alternative Allocations Managed Futures 101 PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
Slide 16: The What and Why of Managed Futures
The What and Why of Managed Futures • Primarily a high cost, illiquid hedge fund strategy for institutional investors and large family offices. • Fund managers analyze price signals to detect changes in information and sentiment across equity, rates, currency and commodity markets. • Changes in info
Slide 17: Managed Futures: A Brief History
Managed Futures: A Brief History Developed in During the late 1970s and 1980s 2000s, the first In 2015, DBi by traders (CTAs) mutual fund and launched its who recognized that recent price UCITS versions replication moves often were launched, model to signaled further with limited efficiently seek pr
Slide 18: Managed Futures Alpha Explained
Managed Futures Alpha Explained • Managed futures funds typically generate alpha by capitalizing on unexpected shifts in information • Unconstrained investors – e.g. managed futures and macro hedge funds – often can identify the shift early and enter into contrarian, alpha-generating trades • Meanwh
Slide 19: Why Own Managed Futures – Crisis Alpha
Why Own Managed Futures – Crisis Alpha Managed futures funds has tended to generate the most alpha during protracted bear markets during regime shifts. % Returns For instance, in 2022 the SG CTA (Hedge Fund) index and DBMF rose when stocks, bonds and most diversifiers declined in tandem. 2022 PERFOR
Slide 20: iM Global Partner
iM Global Partner iM Global Partner is a worldwide asset management network providing access to highly talented investment firms. 11 GLOBAL LOCATIONS Who we are We are a global asset management network built on trust, respect and integrity, scouring the globe for the most talented investment compani
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