WisdomTree Managed Futures Strategy ETF (WDTI)

Add to Watchlists
Create an Alert
41.51 +0.28  +0.68% NYSE Arca Dec 8, 16:59 Delayed 2m USD
View Full Chart
WDTI Price Chart

WDTI Key Stats

Expense Ratio 0.91%
Share Class Assets Under Management 189.27M
30-Day Average Daily Volume Upgrade
Net Asset Value 41.33
Discount or Premium to NAV 0.13%
Turnover Ratio 0.00
View All WDTI News

WDTI News

  • Wire
    Headline
    Time (ET)

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV) Cat. Total Return (Price) % Rank in Cat. (Price)
1M -0.79% -- 61 -- 75
3M -1.27% -- 14 -- 50
6M -4.00% -- 54 -- 75
1Y -2.47% -- 29 -- 50
3Y 0.07% -- 65 -- 1
5Y -1.96% -- 61 -- 1
As of Dec. 6, 2016
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 80.21% 119.3% 39.07%
Stock 0.00 0.00 0.00
Bond -12.89% 0.00 12.89%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 32.68% 32.68% 0.00
As of Dec. 2, 2016
View More Holdings

WDTI Top 5 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 111.4% -- --
-- Wt Cayman Managed Futures Mutual Funds 32.68% -- --
-- Us 10yr Note (Cbt)mar17 Xcbt 20170322 6.49% -- --
-- Us Long Bond(Cbt) Mar17 Xcbt 20170322 6.41% -- --
-- US Treasury Bill 1.34% -- --
As of Dec. 2, 2016
Advertisement

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 5.82 yrs
Vassilis Dagioglu 5.82 yrs

WDTI Net Fund Flows

1M 8.209M
3M 8.209M
6M 8.088M
YTD -8.726M
1Y -4.531M
3Y 47.98M
5Y -36.72M
10Y --
As of Nov. 30, 2016

WDTI Risk Info

Beta (5Y) -0.0731
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.675
30-Day Rolling Volatility 5.98%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.80%

WDTI Comparables

Edit

WDTI Attributes

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

Access our powerful Excel Add-in with a YCharts Professional Membership. Learn More.

Advertisement

You've hit the 10 page limit on YCharts.

Experience the power of YCharts.
Start your Free 7-Day Trial.

Start My Free Trial No credit card required.

Already a subscriber? Sign in.

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}
Start your free 7-Day Trial.

{{root.upsell.info.button_text}} No credit card required.

Already a subscriber? Sign in.