WisdomTree Managed Futures Strategy ETF (WDTI)

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38.91 +0.18  +0.46% NYSE Arca Sep 22, 20:00 Delayed 2m USD
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WDTI Key Stats

WDTI Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.62% 0.53% 0.42% 51
3M -1.24% -1.15% -2.21% 39
6M -1.27% -1.46% -0.97% 51
1Y -7.45% -7.47% -5.49% 73
3Y -3.52% -3.51% 0.78% 97
5Y -0.83% -0.82% 1.60% 87
10Y -- -- -1.47% --
As of Sept. 22, 2017. Returns for periods of 1 year and above are annualized.

WDTI Asset Allocation

Type % Net % Long % Short
Cash 77.23% 77.23% 0.00
Stock 0.00 0.00 0.00
Bond 5.81% 5.81% 0.00
Convertible 0.00 0.00 0.00
Preferred 0.00 0.00 0.00
Other 16.96% 16.96% 0.00
As of Sept. 22, 2017
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WDTI Top 5 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Bill 55.99% -- --
-- Wt Cayman Managed Futures Mutual Funds 16.96% -- --
-- Us Long Bond(Cbt) Dec17 Xcbt 20171219 2.93% -- --
-- Us 10yr Note (Cbt)dec17 Xcbt 20171219 2.88% -- --
-- US Treasury Bill 0.50% -- --
As of Sept. 22, 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 6.66 yrs
Vassilis Dagioglu 6.66 yrs

WDTI Net Fund Flows

1M 7.731M
3M 7.759M
6M -16.16M
YTD -40.53M
1Y 590817.0
3Y 11.18M
5Y 37.56M
10Y --
As of Aug. 31, 2017

WDTI Risk Info

Beta (5Y) -0.09
Max Drawdown (All) 27.79%
Historical Sharpe (10Y) --
Historical Sortino (All) -0.903
30-Day Rolling Volatility 3.63%
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 8/31/2016
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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