WisdomTree Managed Futures Strategy ETF (WDTI)

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38.85 -0.04  -0.10% NYSE Arca Jul 21, 20:00 Delayed 2m USD
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WDTI Key Stats

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.20% -2.11% 32
3M -2.75% -0.76% 73
6M -4.48% -1.55% 81
1Y -7.37% -6.02% 60
3Y -2.90% 1.85% 100
5Y -1.30% 0.40% 77
10Y -- -1.86% --
As of July 21, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 68.15% 123.6% 55.49%
Stock 0.00 0.00 0.00
Bond 18.70% 18.70% 0.00
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 13.15% 60.62% 47.47%
As of July 20, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 66.06% -- --
-- Wt Cayman Managed Futures Mutual Funds 35.77% -- --
-- US Treasury Bill 15.21% -- --
-- Soybean Future Nov17 Xcbt 20171114 11.57% -- --
-- Coffee \'c\' Future Sep17 Ifus 20170919 11.15% -- --
-- Cocoa Future Sep17 Ifus 20170914 10.97% -- --
-- Live Cattle Futr Dec17 Xcme 20171229 10.69% -- --
-- Cotton No.2 Futr Dec17 Ifus 20171206 7.14% -- --
-- Us 10yr Note (Cbt)sep17 Xcbt 20170920 7.03% -- --
-- Copper Future Sep17 Xcec 20170927 7.03% -- --
As of July 20, 2017
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WDTI Ratings

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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 6.32 yrs
Vassilis Dagioglu 6.32 yrs

WDTI Net Fund Flows

1M 3.921M
3M -4.073M
6M -44.37M
YTD -44.37M
1Y 895857.8
3Y 24.15M
5Y 13.13M
10Y --
As of June 30, 2017

WDTI Risk Info

Beta (5Y) -0.0819
Max Drawdown (All) 26.76%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.8859
30-Day Rolling Volatility 3.68%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.70%

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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