WisdomTree Managed Futures (WDTI)

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41.14 -0.04  -0.10% NYSE Arca Aug 28, 20:00 Delayed 2m USD
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WDTI Key Stats

Expense Ratio (6-30-15) 0.95%
Assets Under Management (8-28-15) 214.04M
30-Day Average Volume (8-28-15) 28125.10
Net Asset Value (8-28-15) 41.16
Discount or Premium to NAV (8-28-15) -0.06%
Turnover Ratio (8-31-14) 0.00%

WDTI Asset Allocation

Type % Net % Long % Short
Cash 139.2% 207.0% 67.80%
Stock 0.00% 0.00% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -39.24% 37.79% 77.03%
As of Aug. 27, 2015
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 81.05% -- --
-- Wt Cayman Managed Futures Mutual Funds 35.72% -- --
-- Us Long Bond(Cbt) Dec15 Xcbt 20151221 16.30% -- --
-- Us 10yr Note (Cbt)dec15 Xcbt 20151221 16.27% -- --
-- Soybean Future Nov15 Xcbt 20151113 10.60% -- --
-- Copper Future Dec15 Xcec 20151229 10.59% -- --
-- Natural Gas Futr Dec15 Xnym 20151125 8.75% -- --
-- Corn Future Dec15 Xcbt 20151214 8.39% -- --
-- Gold 100 Oz Futr Dec15 Xcec 20151229 7.69% -- --
-- Live Cattle Futr Dec15 Xcme 20151231 6.91% -- --
As of Aug. 27, 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 0.0084
Max Drawdown (All) 25.61%
Historical Sharpe (10y) --
Historical Sortino (All) -0.9912
30-Day Rolling Volatility 5.49%
Daily Value at Risk (VaR) 1% (All) 1.14%
Monthly Value at Risk (VaR) 1% (All) 4.93%

WDTI Performance

  Returns Total Returns
1M -0.58% -0.58%
3M -5.94% -5.94%
6M -5.32% -5.32%
1Y -2.27% -2.27%
3Y -0.17% -0.17%
5Y -- --
As of Aug. 28, 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

WDTI Excel Add-In Codes

  • Name: =YCI("WDTI","name")
  • Broad Asset Class: =YCI("WDTI", "broad_asset_class")
  • Broad Category: =YCI("WDTI", "broad_category_group")
  • Prospectus Objective: =YCI("WDTI", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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