DBMFE
•
Alternatives
IMGP DBI MANAGED FUTURES FUND R ETF EUR
TER (bps):
55
AUM (USD m):
6
ISIN:
LU2951555403
Domicile:
Luxembourg
Share Class Currency:
EUR
ESG:
No
Geographical Focus:
Europe
As of:
13 Nov 2025
Climate Fund:
No
Benchmark
The actively managed iMGP DBi Managed Futures Fund R EUR ETF aims to deliver long-term capital appreciation by employing a UCITS-compliant managed futures strategy designed to approximate the returns of leading Managed Futures Alternative Funds. The strategy involves long and short positions across equities, fixed income, currencies, and commodities using highly liquid futures and forward contracts. A key feature of the fund is its Dynamic Beta Engine, a proprietary quantitative model that analyzes recent performance trends of major Managed Futures Alternative Funds. This model identifies an optimized portfolio of liquid derivative contracts to simulate their asset allocation, ensuring a dynamic and adaptive approach to market movements.
PERFORMANCE
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