WisdomTree Managed Futures Strategy ETF (WDTI)

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39.75 +0.14  +0.35% NYSE Arca May 24, 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 -0.15% -0.91% 64
3M -1.56% -3.46% 35
6M -3.17% -1.02% 74
1Y -7.19% -3.02% 79
3Y -1.30% 2.36% 93
5Y -1.38% 0.47% 72
As of May 24, 2017
Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 82.04% 118.0% 35.97%
Stock 0.00 0.00 0.00
Bond -12.87% 0.00 12.87%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 30.83% 70.32% 39.49%
As of May 23, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 64.06% -- --
-- Wt Cayman Managed Futures Mutual Funds 37.87% -- --
-- US Treasury Bill 14.77% -- --
-- Cocoa Future Jul17 Ifus 20170714 10.51% -- --
-- Live Cattle Futr Aug17 Xcme 20170831 9.70% -- --
-- Cotton No.2 Futr Jul17 Ifus 20170707 9.62% -- --
-- Soybean Future Jul17 Xcbt 20170714 9.62% -- --
-- Natural Gas Futr Sep17 Xnym 20170829 6.66% -- --
-- Coffee \'c\' Future Jul17 Ifus 20170719 6.50% -- --
-- Copper Future Jul17 Xcec 20170727 6.46% -- --
As of May 23, 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 -3.990M
3M -32.08M
6M -3.164M
YTD -44.29M
1Y -3.284M
3Y 24.23M
5Y -35.77M
10Y --
As of April 30, 2017

WDTI Risk Info

Beta (5Y) -0.0551
Max Drawdown (All) 26.17%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.8163
30-Day Rolling Volatility 4.77%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.73%

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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