DBEH

iM DBi Hedge Strategy ETF
*Unless otherwise stated, data provided by FactSet.

DBEH Fund Description

DBEH is an actively managed fund that seeks to model the performance of long/short equity hedge fund strategies via US futures contracts. The fund seeks long-term capital appreciation.

DBEH Factset Analytics Insight

DBEH launches with tough competition in a narrow space. The fund uses a proprietary, quantitative model to identify the main drivers of performance of a diversified portfolio of the largest long/short equity hedge funds. Based on this model, DBEH is actively managed to hold long and short US futures positions across the broad asset classes of equities, fixed income, and currencies. A large portion of the portfolio may be held in cash or investment grade debt securities to collateralize its derivatives investments, for liquidity purposes, or to enhance yield. Under normal market conditions, the Sub-Advisor, on average, will target an annualized volatility of 8-10% for the fund.

PERFORMANCE [as of 10/12/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DBEH -1.76% -2.20% 3.20% 14.08% -- -- --
DBEH (NAV) 0.64% -0.40% 4.48% 19.72% -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DBEH Summary Data

iM
12/18/19
Open-Ended Fund
0.85%
$20.28M
$84.65K
0.57%

DBEH Portfolio Data

Long/Short Equity
0.06%
N/A
29

DBEH Index Data

No Underlying Index
Proprietary
Proprietary
N/A

DBEH Portfolio Management

0.85%
--
--
--

DBEH Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

DBEH Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

DBEH Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DBEH. DBEH is rated a N/A out of 5.

DBEH Tradability

2,637
$84.65K
335
$10.74K
0.57%
$0.18
0.02%
0.70% / -1.23%
None
--
25,000
0.01
0.03%
--
0
$32.25
N/A

DBEH Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

DBEH Top 5 Holdings Long

18.46%
15.90%
12.29%
8.44%
6.80%

DBEH Top 5 Holdings Short

-0.53%

DBEH Performance Statistics

19.72%
10.77%
-1.32%
0.08
0.12
-0.24
1.13

DBEH Correlations (Daily Returns 12 Mo)

0.90
0.23
0.33