WisdomTree Managed Futures (WDTI)

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41.16 -0.18  -0.44% NYSE Arca Jul 31, 20:00 Delayed 2m USD
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WDTI Description

WisdomTree Managed Futures is a long-short fund managed by WisdomTree that tracks the Not Benchmarked index and has 222.53M USD assets under management. The fund has a net expense ratio of 0.95% and is traded on the New York Stock Exchange Arca.

WDTI Key Info

Expense Ratio (6-30-15) 0.95%
Assets Under Management (7-31-15) 222.53M
30-Day Average Volume (7-31-15) 22838.27
Net Asset Value (7-31-15) 41.21
Discount or Premium to NAV (7-31-15) -0.12%
Turnover Ratio (8-31-14) 0.00%

WDTI Asset Allocation

Type % Net % Long % Short
Cash 77.12% 120.1% 43.01%
Stock 0.00% 0.00% 0.00%
Bond -28.57% 0.00% 28.57%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 51.45% 86.10% 34.65%
As of July 30, 2015
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 77.70% -- --
-- Wt Cayman Managed Futures Mutual Funds 33.20% -- --
-- Us Long Bond(Cbt) Sep15 Xcbt 20150921 14.47% -- --
-- Us 10yr Note (Cbt)sep15 Xcbt 20150921 14.10% -- --
-- Wti Crude Future Sep15 Xnym 20150820 12.40% -- --
-- Soybean Future Nov15 Xcbt 20151113 8.67% -- --
-- Copper Future Sep15 Xcec 20150928 8.48% -- --
-- Natural Gas Futr Sep15 Xnym 20150827 7.75% -- --
-- Corn Future Sep15 Xcbt 20150914 6.51% -- --
-- Gold 100 Oz Futr Dec15 Xcec 20151229 6.09% -- --
As of July 30, 2015
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WDTI Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Prospectus Objective Growth and Income
Fund Owner Firm Name WisdomTree
Benchmark Index
Not Benchmarked 100.0%

WDTI Manager Info

Name Tenure
James Stavena 4.49 yrs
Vassilis Dagioglu 4.49 yrs

WDTI Risk Info

Beta 0.0141
Max Drawdown (All) 25.61%
Historical Sharpe (10y) --
Historical Sortino (All) -0.9912
30-Day Rolling Volatility 6.52%
Daily Value at Risk (VaR) 1% (All) 1.14%
Monthly Value at Risk (VaR) 1% (All) 4.93%

WDTI Performance

  Returns Total Returns
1M -3.58% -3.58%
3M -5.66% -5.66%
6M -6.92% -6.92%
1Y -2.09% -2.09%
3Y -0.56% -0.56%
5Y -- --
As of July 31, 2015

WDTI Net Flows

1M 4.181M
3M 4.181M
6M 26.11M
YTD 34.83M
1Y 64.88M
3Y 74.52M
5Y --
As of July 31, 2015

WDTI Attributes

Key Dates
Inception Date 1/5/2011
Last Annual Report Date 8/31/2014
Last Prospectus Date 6/30/2015
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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