WisdomTree Managed Futures Strategy ETF (WDTI)

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39.46 -0.05  -0.13% NYSE Arca Nov 22, 15:17 Delayed 2m USD
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WDTI Key Stats

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WDTI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.31% 1.01% 0.84% 52
3M 2.09% 2.09% 3.58% 70
6M -0.35% -0.61% 2.64% 84
YTD -4.70% -4.66% 1.18% 93
1Y -3.99% -3.97% 1.86% 91
3Y -3.20% -3.20% 1.00% 100
5Y -0.43% -0.47% 3.25% 100
10Y -- -- -1.90% --
As of Nov. 21, 2017. Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 86.76% 102.8% 16.06%
Stock 0.00 0.00 0.00
Bond -12.56% 0.00 12.56%
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 25.81% 65.82% 40.01%
As of Nov. 20, 2017
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WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 59.72% -- --
-- Wt Cayman Managed Futures Mutual Funds 27.78% -- --
-- US Treasury Bill 18.80% -- --
-- WTI CRUDE FUTURE MAR18 XNYM 20180220 7.79% -- --
-- Ny Harb Ulsd Fut Mar18 Xnym 20180228 7.75% -- --
-- GASOLINE RBOB FUT MAR18 XNYM 20180228 7.72% -- --
-- SILVER FUTURE MAR18 XCEC 20180327 7.56% -- --
-- Us 10yr Note (Cbt)mar18 Xcbt 20180320 7.54% -- --
-- GOLD 100 OZ FUTR FEB18 XCEC 20180226 7.54% -- --
-- Copper Future Mar18 Xcec 20180327 7.49% -- --
As of Nov. 20, 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
S&P Diversified Trends Indicator TR
100.0%

WDTI Manager Info

Name Tenure
James Stavena 6.83 yrs
Vassilis Dagioglu 6.83 yrs

WDTI Net Fund Flows

1M 0.00
3M -49752.50
6M -4.026M
YTD -48.31M
1Y -7.190M
3Y -5.364M
5Y 41.88M
10Y --
As of Oct. 31, 2017

WDTI Risk Info

Beta (5Y) -0.0812
Max Drawdown (All) 26.55%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.8299
30-Day Rolling Volatility 4.25%
Daily Value at Risk (VaR) 1% (All) 1.05%
Monthly Value at Risk (VaR) 1% (All) 4.68%

WDTI Comparables

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WDTI Attributes

Key Dates
Inception Date 1/5/2011
Last Annual Report Date 8/31/2017
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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