iMGP DBi Managed Futures R USD
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5.00
1 votes
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iMGP DBi Managed Futures, managed by Dynamic Beta Investments LLC, aims to achieve long-term capital growth by actively managing a diversified portfolio that includes equity indices, government bonds, currencies, and commodities. The fund uses quantitative strategies to take both long and short positions through futures and forward contracts, avoiding significant exposure to individual companies. This approach seeks to generate returns by capitalizing on opportunities across different asset classes while maintaining a low correlation with major market risk factors.
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Tags:
quantitative modelmanaged futures
Ratings & reviews
5.00
1 votes
Performance:
4.00
Innovation:
5.00
Society:
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Nature:
0.00
Simon Frey
Switzerland, 29 Apr 2024
Does what it promises, replicating the performance of +/- 20 of the leading CTAs.
Low correlation to FI and Equities, can be a diversifier to a portfolio (daily liquidity, relatively cheap)
OTHER SHARE CLASSES OF THIS FUND
iMGP DBi Managed Futures I CHF HP
iMGP DBi Managed Futures I CHF HP
iMGP DBi Managed Futures I CHF HP
Annual Return
-50%0%+50%
Risk level
110
0.67%CHF 993.85
iMGP DBi Managed Futures I USD
iMGP DBi Managed Futures I USD
iMGP DBi Managed Futures I USD
Annual Return
-50%0%+50%
Risk level
110
0.68%USD 1,103.05
iMGP DBi Managed Futures I M USD
iMGP DBi Managed Futures I M USD
iMGP DBi Managed Futures I M USD
Annual Return
-50%0%+50%
Risk level
110
0.68%USD 1,107.47
iMGP DBi Managed Futures R EUR D HP
iMGP DBi Managed Futures R EUR D HP
iMGP DBi Managed Futures R EUR D HP
Annual Return
-50%0%+50%
Risk level
110
0.66%EUR 153.37
iMGP DBi Managed Futures R CHF HP
iMGP DBi Managed Futures R CHF HP
iMGP DBi Managed Futures R CHF HP
Annual Return
-50%0%+50%
Risk level
110
0.66%CHF 106.01
iMGP DBi Managed Futures C USD
iMGP DBi Managed Futures C USD
iMGP DBi Managed Futures C USD
Annual Return
-50%0%+50%
Risk level
110
0.67%USD 165.64
iMGP DBi Managed Futures I M CHF HP
iMGP DBi Managed Futures I M CHF HP
iMGP DBi Managed Futures I M CHF HP
Annual Return
-50%0%+50%
Risk level
110
0.67%CHF 1,048.49
iMGP DBi Managed Futures R EUR HP
iMGP DBi Managed Futures R EUR HP
iMGP DBi Managed Futures R EUR HP
Annual Return
-50%0%+50%
Risk level
110
0.68%EUR 148.43
iMGP DBi Managed Futures I M SEK HP
iMGP DBi Managed Futures I M SEK HP
iMGP DBi Managed Futures I M SEK HP
Annual Return
-50%0%+50%
Risk level
110
0.69%SEK 10,497.66
iMGP DBi Managed Futures I M GBP D HP
iMGP DBi Managed Futures I M GBP D HP
iMGP DBi Managed Futures I M GBP D HP