WisdomTree Managed Futures (WDTI)

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41.72 -0.02  -0.05% NYSE Arca Jul 28, 20:00 Delayed 2m USD
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WDTI Key Stats

Expense Ratio (1-1-16) 0.65%
Assets Under Management (7-28-16) 179.51M
30-Day Average Volume (7-28-16) 24016.87
Net Asset Value (7-28-16) 41.75
Discount or Premium to NAV (7-28-16) -0.06%
Turnover Ratio (8-31-15) 0.00%

WDTI Asset Allocation

Type % Net % Long % Short
Cash 31.25% 84.98% 53.73%
Stock 0.00% 0.00% 0.00%
Bond 14.16% 14.16% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 54.59% 70.82% 16.24%
As of July 27, 2016

WDTI Net Fund Flows

1M -4.263M
3M -16.90M
6M -21.08M
YTD -21.08M
1Y -41.67M
3Y 48.22M
5Y 38.01M
10Y --
As of June 30, 2016

WDTI Net Share Class Flows

1M -4.263M
3M -16.90M
6M -21.08M
YTD -21.08M
1Y -41.67M
3Y 48.22M
5Y 38.01M
10Y --
As of June 30, 2016
View More Holdings

WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 60.51% -- --
-- Wt Cayman Managed Futures Mutual Funds 24.05% -- --
-- US Treasury Bill 19.64% -- --
-- Silver Future Sep16 Xcec 20160928 7.57% -- --
-- Gold 100 Oz Futr Dec16 Xcec 20161228 7.11% -- --
-- Us Long Bond(Cbt) Sep16 Xcbt 20160921 7.09% -- --
-- Us 10yr Note (Cbt)sep16 Xcbt 20160921 7.07% -- --
-- Live Cattle Futr Dec16 Xcme 20161230 7.01% -- --
-- Soybean Future Nov16 Xcbt 20161114 6.02% -- --
-- Cotton No.2 Futr Dec16 Ifus 20161207 5.40% -- --
As of July 27, 2016
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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 5.49 yrs
Vassilis Dagioglu 5.49 yrs

WDTI Risk Info

Beta -0.0459
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.6204
30-Day Rolling Volatility 6.30%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.83%

WDTI Performance

  Returns Total Returns
1M -2.03% -2.03%
3M -2.36% -2.36%
6M 0.09% 0.09%
1Y 0.82% 0.82%
3Y -0.97% -0.97%
5Y -16.51% -15.08%
As of July 28, 2016

WDTI Comparables

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WDTI Attributes

Key Dates
Inception Date 1/5/2011
Last Annual Report Date 8/31/2015
Last Prospectus Date 1/1/2016
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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