evenfolioETF Details
Invesco·Systematic Trend·IMF · Cboe BZX
Invesco Managed Futures Strategy ETF (IMF)
- Price
- $52.82
- —30 Oct 2026
- Assets
- $324.5M
- Total net assets
- Expense ratio
- 0.65%
- Category 1.78%
- Yield
- 0.86%
- Trailing distributions
- 1Y return
- 20.8%+4.6%
- Category 16.1%
- 3Y CAGR
- —
- Category 7.9%
- 5Y CAGR
- —
- Category 6.5%
Loading NAV history…
Invesco Managed Futures Strategy ETF
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
- —
- Tracking error
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | -1.8% | +1.7% | +1.7% | +15.0% | +20.8% | — | — | — | +3.6% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | -1.5% | -3.5% | -1.0% | +0.6% | +4.6% | — | — | — | -5.0% |
Holdings
The 3 largest positions make up 1,090.7% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| IUGXX | Invesco Premier US Government Money Inst | 890.45% |
| FGBSZ26 | Euro Schatz Future Dec 26 | 100.24% |
| FGBMZ26 | Euro Bobl Future Dec 26 | 100.04% |
Portfolio valuation
Weighted averages of what the fund holds.
- P/E
- 17.1
- P/B
- 2.6
- P/S
- 2.0
- P/CF
- 11.8
Sector allocation
Share of the equity the fund holds.
- Financial services27.7%
- Technology17.4%
- Industrials15.8%
- Energy7.5%
- Consumer discretionary6.4%
- Health care6.4%
- Materials5.9%
- Consumer staples4.6%
- Communication services3.7%
- Utilities3.5%
- Real estate1.1%
Asset mix
- Cash530.3%
- Stocks470.7%
- Other282.6%
- Preferred shares0.0%
ETF details
- Issuer
- Invesco
- Category
- Alternatives · Systematic Trend
- Ticker
- IMF
- Exchange
- Cboe BZX
- Inception
- 17 Mar 2025 (1.6 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.65% (category 1.78%)
- Holdings turnover
- 0% (category 108%)
- Distribution yield
- 0.86%
- Beta, 3 years
- 0.00
- Total net assets
- $324.5M
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
Other systematic trend ETFs
Other ETFs in the Systematic Trend category.
- FMF · First Trust Managed Futures Strategy FundFirst Trust · $287.7M · ER 0.98%5Y 5.4%
- WTMF · WisdomTree Managed Futures Strategy FundWisdomTree · $278.9M · ER 0.66%5Y 6.8%
- CTAP · Simplify US Equity PLUS Managed Futures Strategy ETFSimplify Asset Management · $166.1M · ER 0.10%
- HXF · Mast HedgeIndex Managed Futures Strategy ETFMast Investments · $63.5M · ER 0.80%
- ISMF · iShares Managed Futures Active ETFBlackRock · $59.1M · ER 0.80%
- SDMF · Simplify DBi CTA Managed Futures Index ETFSimplify Asset Management · $42.7M · ER 0.35%