IMF vs MRSK

Comparison between INVESCO MANAGED FUTURES STRATEGY ETF (IMF, ETF) and TOEWS AGILITY SHARES MANAGED RISK ETF (MRSK, ETF).

IMF vs MRSK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMF(ETF)	MRSK(ETF)
Net Assets	$304M	$304M
Expense Ratio	0.65%	0.98%
Max Drawdown	15.10%	24.34%
Sharpe Ratio	1.27	1.14
5Y Beta	0.28	0.59
5Y Dividends CAGR	N/A	-35.14%

Net Assets

IMF

$304M

MRSK

$304M

Expense Ratio

Winner

IMF

0.65%

MRSK

0.98%

Max Drawdown

Winner

IMF

15.10%

MRSK

24.34%

Sharpe Ratio

Winner

IMF

1.27

MRSK

1.14

5Y Beta

Winner

IMF

0.28

MRSK

0.59

5Y Dividends CAGR

IMF

N/A

MRSK

-35.14%

IMF vs MRSK - Holdings Comparison

IMF and MRSK have 0 common holdings. Overlap is 0.00%

IMF's top 25 holdings weight is 568.53%. MRSK's top 25 holdings weight is 77.41%.

Rank	IMF	MRSK
#1	INVESCO PREMIER US GOVERNMENT MONEY INST (IUGXX) - 352.56%	ISHARES CORE S&P 500 ETF (IVV) - 77.41%
#2	POWERSHARES CAYMAN FD 9017639 (n/a) - 107.56%	N/A
#3	AUSTRALIAN DOLLAR FUTURE JUNE 26 (n/a) - 34.89%	N/A
#4	S&P TSX 60 INDEX FUTURE JUNE 26 (n/a) - 26.51%	N/A
#5	E-MINI S&P 500 FUTURE JUNE 26 (n/a) - 22.96%	N/A
#6	MSCI EMERGING MARKETS INDEX FUTURE JUNE 26 (n/a) - 18.74%	N/A
#7	FTSE 100 INDEX FUTURE JUNE 26 (n/a) - 18.55%	N/A
#8	FUTURE ON TOPIX (n/a) - 18.10%	N/A
#9	E-MINI RUSSELL 2000 INDEX FUTURE JUNE 26 (n/a) - 17.81%	N/A
#10	IBEX 35 INDEX FUTURE JUNE 26 (n/a) - 16.46%	N/A
#11	OMX STOCKHOLM 30 INDEX FUTURE JUNE 26 (n/a) - 16.40%	N/A
#12	FUTURE ON FTSE MIB INDEX (n/a) - 15.73%	N/A
#13	EURO STOXX 50 FUTURE JUNE 26 (n/a) - 15.31%	N/A
#14	CAC 40 INDEX FUTURE JUNE 26 (n/a) - 10.55%	N/A
#15	DAX FUTURE JUNE 26 (n/a) - 8.24%	N/A
#16	CASH (n/a) - -0.16%	N/A
#17	ASX SPI 200 INDEX FUTURE JUNE 26 (n/a) - -4.74%	N/A
#18	BRITISH POUND FUTURE JUNE 26 (n/a) - -7.00%	N/A
#19	SUGAR NO 16 FUTURE JUNE 26 (n/a) - -11.74%	N/A
#20	EURO FX FUTURE JUNE 26 (n/a) - -15.62%	N/A
#21	NEW ZEALAND $ FUT JUN26 (n/a) - -26.10%	N/A
#22	JPN YEN CURR FUT JUN26 (n/a) - -30.19%	N/A
#23	C$ CURRENCY FUT JUN26 (n/a) - -36.29%	N/A
#24	N/A	N/A
#25	N/A	N/A
Total Holdings	23	1

IMF vs MRSK - Historical Returns

Returns include dividend reinvestment.

Period	IMF	MRSK
1 month	-2.08%	+1.80%
3 months	+2.71%	+6.34%
6 months	+14.05%	+5.67%
1 year	+17.81%	+17.78%
5 years(CAGR)	N/A	+8.07%
Max(CAGR)	+2.26%	+11.16%

IMF

-2.08%

Winner

MRSK

+1.80%

IMF

+2.71%

Winner

MRSK

+6.34%

Winner

IMF

+14.05%

MRSK

+5.67%

Winner

IMF

+17.81%

MRSK

+17.78%

5Y(CAGR)

IMF

N/A

MRSK

+8.07%

Max(CAGR)

IMF

+2.26%

Winner

MRSK

+11.16%

IMF vs MRSK - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	IMF	MRSK
2026	+10.82%	+4.56%
2025	-7.96%	+12.32%
2024	N/A	+15.04%
2023	N/A	+13.54%
2022	N/A	-12.22%
2021	N/A	+21.28%
2020	N/A	+16.38%

IMF vs MRSK Drawdown Comparison

The maximum drawdown for IMF was -15.10%, occurring on Aug 1, 2025. Recovery took 242 trading sessions.

The maximum drawdown for MRSK was -14.70%, occurring on Jun 16, 2022. Recovery took 389 trading sessions.

The current IMF drawdown is -2.88%. The current MRSK drawdown is -0.68%.

Rank	IMF	MRSK
#1	-15.10% Mar 19, 2025 - Mar 6, 2026	-14.70% Dec 27, 2021 - Jul 17, 2023
#2	-2.97% Mar 12, 2026 - Mar 31, 2026	-12.22% Sep 7, 2023 - Feb 9, 2024
#3	-2.95% May 19, 2026 - Jun 9, 2026	-11.71% Dec 6, 2024 - Jul 21, 2025
#4	-1.67% Apr 6, 2026 - Apr 22, 2026	-7.82% Jan 27, 2026 - May 6, 2026
#5	-0.84% Mar 6, 2026 - Mar 10, 2026	-7.58% Jul 18, 2024 - Nov 6, 2024
#6	-0.75% May 5, 2026 - May 11, 2026	-5.49% Aug 6, 2020 - Dec 15, 2020
#7	-0.66% May 13, 2026 - May 19, 2026	-5.14% Sep 2, 2021 - Oct 28, 2021
#8	-0.28% Apr 23, 2026 - Apr 28, 2026	-4.97% Mar 27, 2024 - May 14, 2024
#9	-0.09% Mar 31, 2026 - Apr 2, 2026	-4.81% Oct 28, 2025 - Nov 28, 2025
#10	-0.06% May 1, 2026 - May 5, 2026	-4.11% Jul 31, 2023 - Sep 7, 2023
#11	N/A	-3.82% Dec 12, 2025 - Jan 27, 2026
#12	N/A	-3.70% Feb 24, 2021 - Mar 12, 2021
#13	N/A	-3.54% Jun 2, 2026 - Jun 10, 2026
#14	N/A	-3.33% Nov 5, 2021 - Dec 27, 2021
#15	N/A	-2.86% Jan 26, 2021 - Feb 3, 2021