WisdomTree Managed Futures Strategy ETF (WDTI)

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39.86 +0.13  +0.33% NYSE Arca Apr 28, 20:00 Delayed 2m USD
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WDTI Key Stats

Net Asset Value 39.93
Discount or Premium to NAV -0.18%
Turnover Ratio 0.00

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.89% 0.61% 21
3M -2.21% -0.58% 79
6M -4.62% -1.34% 82
1Y -4.94% -2.00% 75
3Y -1.04% 3.25% 94
5Y -1.65% 0.65% 75
As of April 28, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 31.37% 90.51% 59.14%
Stock 0.00 0.00 0.00
Bond -10.59% 0.00 10.59%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 79.21% 86.21% 7.00%
As of April 27, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 53.66% -- --
-- Wt Cayman Managed Futures Mutual Funds 31.82% -- --
-- US Treasury Bill 24.78% -- --
-- Live Cattle Futr Jun17 Xcme 20170630 8.63% -- --
-- Cotton No.2 Futr Jul17 Ifus 20170707 7.88% -- --
-- Copper Future Jul17 Xcec 20170727 7.60% -- --
-- Cocoa Future Jul17 Ifus 20170714 7.00% -- --
-- Gold 100 Oz Futr Jun17 Xcec 20170628 5.33% -- --
-- Us Long Bond(Cbt) Jun17 Xcbt 20170621 5.30% -- --
-- Us 10yr Note (Cbt)jun17 Xcbt 20170621 5.29% -- --
As of April 27, 2017
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WDTI Basic Info

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

WDTI Manager Info

Name Tenure
James Stavena 6.24 yrs
Vassilis Dagioglu 6.24 yrs

WDTI Net Fund Flows

1M -15.93M
3M -40.30M
6M 825964.6
YTD -40.30M
1Y -11.94M
3Y 36.44M
5Y -40.43M
10Y --
As of March 31, 2017

WDTI Risk Info

Beta (5Y) -0.0517
Max Drawdown (All) 26.17%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.8288
30-Day Rolling Volatility 4.55%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.75%

WDTI Comparables

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WDTI Attributes

Key Dates
Inception Date 1/5/2011
Last Annual Report Date 8/31/2016
Last Prospectus Date 1/1/2017
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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