DBEH

iMGP 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.

DBEH MSCI ESG Analytics Insight

iMGP DBi Hedge Strategy ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iMGP DBi Hedge Strategy ETF ranks in the 34th percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 01/14/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DBEH -13.62% -14.67% -0.77% -14.78% -- -- --
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
$92.66K
0.59%

DBEH Portfolio Data

Long/Short Equity
0.06%
N/A
--

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 01/19/22
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

3,205
$92.66K
365
$11.48K
0.59%
$0.19
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

79.18%
7.49%
6.04%
3.92%
1.27%

DBEH Top 5 Holdings Short

--

DBEH Performance Statistics

19.72%
1.78%
-1.32%
0.01
0.01
-0.27
1.11

DBEH Correlations (Daily Returns 12 Mo)

0.90
0.23
0.28

DBEH MSCI ESG Ratings

6.10 / 10
14.55
34.42
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