JAMF

WisdomTree Japan Multifactor Fund
D

70
*Unless otherwise stated, data provided by FactSet.

JAMF Fund Description

The WisdomTree Japan Multifactor ETF is an actively-managed portfolio of Japanese equities.

JAMF Factset Analytics Insight

JAMF is an actively-managed take on Japanese multi-factor investing. The fund seeks to identify equity securities that have the highest potential for returns using factors such as: value, quality, momentum, and correlation. JAMF uses a proprietary quantitative model to find stocks for inclusion, though a more active approach may be taken depending on such factors as market conditions and investment opportunities. Additionally, JAMF will manage currency risk by dynamically hedging fluctuations in relative value of the Japanese Yen against the U.S. dollar.

JAMF MSCI ESG Analytics Insight

WisdomTree Japan Multifactor Fund has an MSCI ESG Fund Rating of BBB based on a score of 4.90 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. WisdomTree Japan Multifactor Fund ranks in the 39th percentile within its peer group and in the 21st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JAMF Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
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PERFORMANCE [as of 09/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JAMF 5.91% 0.71% 3.40% -8.59% 2.85% -- --
JAMF (NAV) 5.72% 1.33% 2.85% -7.90% 4.18% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI Japan Large Cap Index 6.94% 5.90% 12.97% 1.65% 7.29% 5.78% 5.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JAMF Summary Data

WisdomTree
01/07/16
Open-Ended Fund
0.43%
$1.23M
$1.56K
0.25%

JAMF Portfolio Data

$7.40B
10.88
1.07
3.80%
09/24/19
195

JAMF Index Data

No Underlying Index
Proprietary
Proprietary
MSCI Japan Large Cap Index

JAMF Portfolio Management

0.43%
-0.39%
-0.14%
-0.86%

JAMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JAMF Fund Structure

Open-Ended Fund
Yes
Yes
75% / 25%
N/A
N/A
High
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

JAMF Factset Analytics Block Liquidity

As of 09/16/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JAMF. JAMF is rated a 3 out of 5.

JAMF Tradability

55
$1.56K
0
0
0.25%
$0.06
0.11%
4.67% / -3.39%
None
0.00%
50,000
0
0.26%
0.15%
0
$24.77
3

JAMF Sector/Industry Breakdown


JAMF
Segment Benchmark
22.92%
26.25%
19.71%
17.87%
14.40%
10.18%
14.06%
15.32%
11.15%
8.64%
7.67%
8.23%
5.83%
5.56%
1.68%
1.61%
1.60%
5.44%
0.96%
0.90%

JAMF Top 10 Holdings[View All]

1.28%
1.20%
1.20%
1.15%
1.14%
1.03%
0.99%
0.97%
0.96%
0.93%
10.85%

JAMF Countries


JAMF
Segment Benchmark
100.00%
100.00%

JAMF Regions


JAMF
Segment Benchmark
100.00%
100.00%

JAMF Economic Development


JAMF
Segment Benchmark
100.00%
100.00%

JAMF Performance Statistics

0.89
0.94
0.99
0.95
0.36%
MSCI Japan Large Cap Index

JAMF MSCI ESG Ratings

BBB
4.90 / 10
21.11
39.35
2.39%
4.11%
150.05

JAMF Benchmark Comparison Holdings

195
1296
195
18.86%

JAMF Benchmark Comparison Summary


JAMF
Segment Benchmark
195
1296
$7.40B
$31.98B
10.88
14.65
1.07
1.19
2.52%
2.50%
Low
Low

JAMF Benchmark Comparison Market Cap Size


JAMF
Segment Benchmark
13.58%
56.90%
29.27%
28.93%
51.55%
11.95%
5.59%
2.21%