WisdomTree Managed Futures Strategy ETF (WDTI)

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39.38 +0.06  +0.15% NYSE Arca Jun 22, 16:59 Delayed 2m USD
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WDTI Key Stats

WDTI Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.83% 2.32% 99
3M -0.03% 0.70% 71
6M -4.82% -0.13% 92
1Y -7.74% -1.56% 89
3Y -1.66% 2.71% 96
5Y -0.82% 1.06% 83
As of June 21, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 40.23% 102.1% 61.91%
Stock 0.00 0.00 0.00
Bond 17.18% 17.18% 0.00
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 42.59% 72.59% 30.00%
As of June 22, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 62.43% -- --
-- Wt Cayman Managed Futures Mutual Funds 36.23% -- --
-- US Treasury Bill 14.39% -- --
-- Soybean Future Nov17 Xcbt 20171114 9.51% -- --
-- Gold 100 Oz Futr Aug17 Xcec 20170829 9.47% -- --
-- Live Cattle Futr Aug17 Xcme 20170831 9.12% -- --
-- Cocoa Future Sep17 Ifus 20170914 8.52% -- --
-- Us Long Bond(Cbt) Sep17 Xcbt 20170920 6.45% -- --
-- Copper Future Sep17 Xcec 20170927 6.45% -- --
-- Us 10yr Note (Cbt)sep17 Xcbt 20170920 6.44% -- --
As of June 22, 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 -4.004M
3M -23.92M
6M -15.38M
YTD -48.29M
1Y -7.288M
3Y 20.23M
5Y -23.02M
10Y --
As of May 31, 2017

WDTI Risk Info

Beta (5Y) -0.1161
Max Drawdown (All) 26.17%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.8402
30-Day Rolling Volatility 4.74%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.71%

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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