WisdomTree Managed Futures Strategy ETF (WDTI)

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38.63 +0.03  +0.08% NYSE Arca Aug 18, 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 -1.00% -0.58% 67
3M -2.41% -0.93% 75
6M -4.52% -3.45% 64
1Y -6.62% -7.06% 49
3Y -2.66% 1.55% 97
5Y -1.36% 0.68% 81
10Y -- -1.67% --
As of Aug. 18, 2017. Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 57.39% 116.6% 59.22%
Stock 0.00 0.00 0.00
Bond 15.14% 15.14% 0.00
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 27.47% 59.08% 31.61%
As of Aug. 17, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 54.16% -- --
-- Wt Cayman Managed Futures Mutual Funds 28.51% -- --
-- US Treasury Bill 22.40% -- --
-- Copper Future Dec17 Xcec 20171227 8.07% -- --
-- Silver Future Dec17 Xcec 20171227 8.04% -- --
-- Cotton No.2 Futr Dec17 Ifus 20171206 7.70% -- --
-- Us Long Bond(Cbt) Dec17 Xcbt 20171219 5.41% -- --
-- Gold 100 Oz Futr Dec17 Xcec 20171227 5.27% -- --
-- Gasoline Rbob Fut Dec17 Xnym 20171130 5.26% -- --
-- Us 10yr Note (Cbt)dec17 Xcbt 20171219 5.26% -- --
As of Aug. 18, 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 6.32 yrs
Vassilis Dagioglu 6.32 yrs

WDTI Net Fund Flows

1M -3.894M
3M -3.976M
6M -36.05M
YTD -48.26M
1Y -2.998M
3Y 16.03M
5Y 25.67M
10Y --
As of July 31, 2017

WDTI Risk Info

Beta (5Y) -0.0889
Max Drawdown (All) 27.49%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.9201
30-Day Rolling Volatility 3.99%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.69%

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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