WisdomTree Managed Futures Strategy ETF (WDTI)

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40.46 -0.03  -0.07% NYSE Arca Feb 17, 20:00 Delayed 2m USD
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WDTI Key Stats

Expense Ratio 0.65%
Share Class Assets Under Management 194.55M
30-Day Average Daily Volume Upgrade
Net Asset Value 40.53
Discount or Premium to NAV -0.18%
Turnover Ratio 0.00

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.37% 1.47% 87
3M -1.27% 1.55% 83
6M -2.16% -4.25% 30
1Y -2.20% -5.61% 38
3Y -0.53% 3.03% 79
5Y -1.85% 0.39% 72
As of Feb. 17, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 85.66% 102.8% 17.16%
Stock 0.00 0.00 0.00
Bond -13.04% 0.00 13.04%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 27.39% 27.39% 0.00
As of Feb. 17, 2017
View More Holdings

WDTI Top 5 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 90.83% -- --
-- Wt Cayman Managed Futures Mutual Funds 27.39% -- --
-- Us 10yr Note (Cbt)jun17 Xcbt 20170621 6.54% -- --
-- Us Long Bond(Cbt) Jun17 Xcbt 20170621 6.50% -- --
-- US Treasury Bill 1.13% -- --
As of Feb. 17, 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 5.99 yrs
Vassilis Dagioglu 5.99 yrs

WDTI Net Fund Flows

1M -12.21M
3M 28.91M
6M 33.06M
YTD -12.21M
1Y 16.15M
3Y 64.52M
5Y -3.297M
10Y --
As of Jan. 31, 2017

WDTI Risk Info

Beta (5Y) -0.0623
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.7798
30-Day Rolling Volatility 4.80%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.78%

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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