NYSEArca - Nasdaq Real Time Price USD
WisdomTree Managed Futures Strategy Fund (WTMF)
34.78
+0.23
+(0.67%)
At close: May 7 at 3:59:54 PM EDT
34.00
-0.78
(-2.24%)
After hours: May 7 at 5:48:03 PM EDT
ETF Summary
The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. It is non-diversified.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | -1.09% |
| 5y Average Return | 4.73% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.20 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| WTMF | Category Average | WTMF | Category Average | WTMF | Category Average | |
| Alpha | -2.38 | -4.61 | -0.33 | 2.52 | -1.73 | 0.41 |
| BETA | 0.2 | -0.26 | 0.22 | -0.12 | 0.1 | -0.05 |
| Mean Annual Return | 0.29 | -0.14 | 0.4 | 0.34 | 0.09 | 0.17 |
| R-squared | 24.34 | 19.05 | 24.86 | 7.81 | 6.66 | 4.04 |
| Standard Deviation | 6.35 | 11.5 | 6.56 | 11.32 | 6.05 | 10.72 |
| Sharpe Ratio | -0.17 | -0.62 | 0.3 | 0.09 | -0.16 | 0 |
| Treynor Ratio | -6.62 | 19.87 | 8.46 | -10.25 | -10.94 | -13.78 |
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