WisdomTree Managed Futures Strategy ETF (WDTI)

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39.34 +0.01  +0.03% NYSE Arca Mar 22, 16:59 Delayed 2m USD
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WDTI Key Stats

Expense Ratio 0.65%
Share Class Assets Under Management 173.58M
30-Day Average Daily Volume Upgrade
Net Asset Value 39.45
Discount or Premium to NAV -0.31%
Turnover Ratio 0.00

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.82% -0.40% 64
3M -4.79% -0.59% 88
6M -6.40% -2.71% 75
1Y -5.22% -3.86% 64
3Y -0.18% 3.05% 86
5Y -1.44% 0.50% 72
As of March 21, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 37.99% 100.9% 62.95%
Stock 0.00 0.00 0.00
Bond -10.00% 0.00 10.00%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 72.01% 85.39% 13.38%
As of March 21, 2017
View More Holdings

WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 59.27% -- --
-- Wt Cayman Managed Futures Mutual Funds 29.60% -- --
-- US Treasury Bill 24.26% -- --
-- Cocoa Future Jul17 Ifus 20170714 8.20% -- --
-- Cotton No.2 Futr Jul17 Ifus 20170707 7.64% -- --
-- Copper Future May17 Xcec 20170526 7.36% -- --
-- Gasoline Rbob Fut Jun17 Xnym 20170531 6.94% -- --
-- Ny Harb Ulsd Fut Jun17 Xnym 20170531 6.91% -- --
-- Wti Crude Future Jun17 Xnym 20170522 6.75% -- --
-- Live Cattle Futr Jun17 Xcme 20170630 5.32% -- --
As of March 21, 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 6.08 yrs
Vassilis Dagioglu 6.08 yrs

WDTI Net Fund Flows

1M -12.16M
3M 8.544M
6M 16.75M
YTD -24.37M
1Y 3.990M
3Y 52.37M
5Y -33.13M
10Y --
As of Feb. 28, 2017

WDTI Risk Info

Beta (5Y) -0.0503
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.7647
30-Day Rolling Volatility 4.95%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.77%

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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