WTMF

WisdomTree Managed Futures Strategy Fund
C

33
*Unless otherwise stated, data provided by FactSet.

WTMF Fund Description

WTMF is actively managed to provide positive returns in rising and falling markets. The fund seeks to emulate the returns of an index that takes long and short positions in currency, commodity, and Treasury futures.

WTMF Factset Analytics Insight

WTMF seeks positive, uncorrelated returns using long and short positions in commodity, currency, and Treasury futures. The ETF does not explicitly track an underlying index, but nonetheless aims to provide the returns of a WisdomTree benchmark index. The index selects from 24 diversified, near-month futures contracts. At each monthly rebalance, the four most volatile contracts are screened out while the rest are assigned equal weight. The direction of each position, long or short, is determined by the contract’s 3-, 6-, and 12-month momentum signals. If there is a conflict between the three signals, the majority will determine the direction and the position will be reduced—one-third will be replaced with short-term Treasurys. In addition, the index will not take short positions in energy futures. Overall, the strategy favors clear momentum trends without excessive volatility.WTMF’s reasonable fee, asset base, and liquidity set it apart in a space where many peer ETFs struggle with viability. Prior to July 1 2016, the fund traded under the ticker WDTI and aimed to emulate the DTI, a well-known managed futures index.

WTMF 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
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
WTMF -1.56% -0.62% -2.83% -3.36% -2.75% -1.99% --
WTMF (NAV) -1.68% -0.54% -2.87% -3.12% -2.69% -1.98% --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

WTMF Summary Data

WisdomTree
01/05/11
Open-Ended Fund
0.65%
$202.17M
$920.13K
0.11%

WTMF Portfolio Data

Long/Short Broad-based
3.68%
12/23/19
4

WTMF Index Data

No Underlying Index
Momentum
Volatility
N/A

WTMF Portfolio Management

0.65%
--
--
--

WTMF Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

WTMF Fund Structure

Open-Ended Fund
Yes
No
75% / 25%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

WTMF Factset Analytics Block Liquidity

As of 10/18/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of WTMF. WTMF is rated a N/A out of 5.

WTMF Tradability

23,825
$920.13K
13,875
$537.64K
0.11%
$0.04
-0.04%
2.06% / -0.30%
None
100.00%
100,000
0.14
0.01%
--
0
$37.68
N/A

WTMF Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

WTMF Top 5 Holdings Long

74.33%
18.80%
6.09%
0.78%

WTMF Top 5 Holdings Short

--

WTMF Performance Statistics

-3.12%
2.97%
-3.44%
-0.04
-0.04
-1.01
4.45

WTMF Correlations (Daily Returns 12 Mo)

-0.31
0.10
-0.01