MRSK vs IMF

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

MRSK vs IMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

MRSK

$304M

IMF

$304M

Expense Ratio

MRSK

0.98%

Winner

IMF

0.65%

Max Drawdown

MRSK

24.34%

Winner

IMF

15.10%

Sharpe Ratio

MRSK

1.14

Winner

IMF

1.27

5Y Beta

MRSK

0.59

Winner

IMF

0.28

5Y Dividends CAGR

MRSK

-35.14%

IMF

N/A

MRSK vs IMF - Holdings Comparison

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

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

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

MRSK vs IMF - Historical Returns

Returns include dividend reinvestment.

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

Winner

MRSK

+1.80%

IMF

-2.08%

Winner

MRSK

+6.34%

IMF

+2.71%

MRSK

+5.67%

Winner

IMF

+14.05%

MRSK

+17.78%

Winner

IMF

+17.81%

5Y(CAGR)

MRSK

+8.07%

IMF

N/A

Max(CAGR)

Winner

MRSK

+11.16%

IMF

+2.26%

MRSK vs IMF - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

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

MRSK vs IMF Drawdown Comparison

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

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

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

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