DBMF,KMLM: Total Return Chart (with Dividends Reinvested)

Wed 2020-12-02💬 to Wed 2026-06-03	YTD Return	1 Year Return
DBMF ×	+12.42% 2026-06-03	+31.40% 2026-06-03
iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund
KMLM ×	+10.79% 2026-06-03	+13.68% 2026-06-03
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

---

Returns

Wed 2020-12-02💬 to Wed 2026-06-03	Overall Return	Exponential Trendline
DBMF ×	+74.50% +10.65%/yr	+5.97%/yr (R2=0.614)
iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund
KMLM ×	+39.73% +6.27%/yr	+1.52%/yr (R2=0.054)
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

---

Growth of $10,000

Wed 2020-12-02💬 to Wed 2026-06-03	Start Value	End Value
DBMF ×	$10,000.00 2020-12-02	$17,449.64 2026-06-03
iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund
KMLM ×	$10,000.00 2020-12-02	$13,972.93 2026-06-03
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

---

Annual Returns

Year	DBMF	KMLM
2026 (YTD)	+12.42%	+10.79%
2025	+13.84%	−2.98%
2024	+7.24%	−1.70%
2023	−8.94%	−5.66%
2022	+21.60%	+24.24%
2021	+11.49%	+7.04%
2020	+1.80%	+5.40%
2019	+10.67%	—

---

Drawdowns

Wed 2020-12-02💬 to Wed 2026-06-03	Current Drawdown	Worst Drawdown
DBMF ×	—	−20.39% 2023-03-24 from 2022-10-20 peak
iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund
KMLM ×	−17.83% from 2022-10-14 peak	−31.01% 2025-06-20 from 2022-10-14 peak
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund

---

Rolling Returns

Period ending Wed 2026-06-03	1 Year	2 Years	3 Years	5 Years	10 Years
DBMF ×	+31.40%	+19.71% +9.42%/yr	+36.06% +10.80%/yr	+50.94% +8.58%/yr	—
iMGP DBi Managed Futures Strategy ETF Exchange-Traded Fund
KMLM ×	+13.68%	+4.33% +2.14%/yr	−1.42% −0.47%/yr	+18.00% +3.37%/yr	—
KFA Mount Lucas Index Strategy ETF Exchange-Traded Fund