WisdomTree Managed Futures (WDTI)

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41.30 +0.13  +0.31% NYSE Arca Aug 29, 20:00 Delayed 2m USD
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WDTI Key Stats

Expense Ratio 0.65%
Share Class Assets Under Management 181.94M
30-Day Average Daily Volume Upgrade
Net Asset Value 41.35
Discount or Premium to NAV -0.11%
Turnover Ratio 0.00

WDTI Asset Allocation

Type % Net % Long % Short
Cash 43.81% 93.85% 50.04%
Stock 0.00% 0.00% 0.00%
Bond 17.92% 17.92% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 38.27% 65.68% 27.42%
As of Aug. 26, 2016

WDTI Net Fund Flows

1M 0.00
3M -4.263M
6M -16.90M
YTD -21.08M
1Y -45.86M
3Y 44.02M
5Y 18.05M
10Y --
As of July 31, 2016

WDTI Net Share Class Flows

1M 0.00
3M -4.263M
6M -16.90M
YTD -21.08M
1Y -45.86M
3Y 44.02M
5Y 18.05M
10Y --
As of July 31, 2016
View More Holdings

WDTI Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 65.78% -- --
-- Wt Cayman Managed Futures Mutual Funds 28.29% -- --
-- US Treasury Bill 10.67% -- --
-- Lean Hogs Future Dec16 Xcme 20161214 9.44% -- --
-- Us 10yr Note (Cbt)dec16 Xcbt 20161220 8.98% -- --
-- Us Long Bond(Cbt) Dec16 Xcbt 20161220 8.94% -- --
-- Gold 100 Oz Futr Dec16 Xcec 20161228 8.91% -- --
-- Cotton No.2 Futr Dec16 Ifus 20161207 8.37% -- --
-- Silver Future Dec16 Xcec 20161228 8.35% -- --
-- Cocoa Future Dec16 Ifus 20161214 6.43% -- --
As of Aug. 26, 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 5.57 yrs
Vassilis Dagioglu 5.57 yrs

WDTI Risk Info

Beta -0.0518
Max Drawdown (All) 25.61%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.6741
30-Day Rolling Volatility 4.51%
Daily Value at Risk (VaR) 1% (All) 1.06%
Monthly Value at Risk (VaR) 1% (All) 4.82%

WDTI Performance

  Returns Total Returns
1M -1.37% -1.37%
3M -3.57% -3.57%
6M -3.49% -3.49%
1Y -0.13% -0.13%
3Y -1.21% -1.21%
5Y -17.46% -16.05%
As of Aug. 29, 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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