WisdomTree Managed Futures (WDTI)

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42.70 -0.01  -0.02% NYSE Arca May 26, 20:00 Delayed 2m USD
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WDTI Key Stats

Expense Ratio (1-1-16) 0.95%
Assets Under Management (5-26-16) 188.14M
30-Day Average Volume (5-25-16) 22023.13
Net Asset Value (5-26-16) 42.76
Discount or Premium to NAV (5-26-16) -0.14%
Turnover Ratio (8-31-15) 0.00%

WDTI Asset Allocation

Type % Net % Long % Short
Cash -3.48% 141.6% 145.1%
Stock 0.00% 0.00% 0.00%
Bond 23.01% 23.01% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 80.47% 96.64% 16.17%
As of May 25, 2016

WDTI Net Fund Flows

1M -12.64M
3M -12.64M
6M -20.95M
YTD -16.81M
1Y -37.41M
3Y 52.62M
5Y 144.69M
10Y --
As of April 30, 2016

WDTI Net Share Class Flows

1M -12.64M
3M -12.64M
6M -20.95M
YTD -16.81M
1Y -37.41M
3Y 52.62M
5Y 144.69M
10Y --
As of April 30, 2016
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 63.84% -- --
-- Wt Cayman Managed Futures Mutual Funds 35.80% -- --
-- US Treasury Bill 24.96% -- --
-- Wti Crude Future Sep16 Xnym 20160822 13.71% -- --
-- US Treasury Bill 12.49% -- --
-- Us Long Bond(Cbt) Sep16 Xcbt 20160921 11.51% -- --
-- Us 10yr Note (Cbt)sep16 Xcbt 20160921 11.50% -- --
-- Soybean Future Jul16 Xcbt 20160714 8.68% -- --
-- Copper Future Jul16 Xcec 20160727 7.07% -- --
-- Natural Gas Futr Sep16 Xnym 20160829 6.22% -- --
As of May 25, 2016
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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 5.24 yrs
Vassilis Dagioglu 5.24 yrs

WDTI Risk Info

Beta -0.0292
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.5943
30-Day Rolling Volatility 8.10%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.85%

WDTI Performance

  Returns Total Returns
1M 1.18% 1.18%
3M -0.32% -0.32%
6M 1.67% 1.67%
1Y -2.49% -2.49%
3Y 3.69% 3.69%
5Y -17.16% -15.75%
As of May 26, 2016

WDTI Comparables

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WDTI Attributes

Key Dates
Inception Date 1/5/2011
Last Annual Report Date 8/31/2015
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.

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