WTMF
WisdomTree Managed Futures Strategy ETF
$36.43
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Trend Following |
|---|---|
| Market Cap | 196.722M |
| 52 Week High | 37.53 |
| 52 Week Low | 33.002 |
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Key Data
| Symbol | WTMF |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 36.43 |
| Price Yesterday | 36.43 |
| Market Cap | 196.72 |
| YTD Return | 3.88% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0065 |
Overview
| 52 Week High | 37.53 |
|---|---|
| 52 Week Low | 33.00 |
| Market Cap | 196.72M |
| Shares Outstanding | 5.40M |
| Income Dividend Yield | 4.56% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 4.56% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 21.44% |
| One Months | -0.35% |
| Three Months | -11.40% |
| Six Months | 8.99% |
| Nine Months | 13.55% |
| One Year | 10.40% |
| Three Years | 3.84% |
| Five Years | 4.37% |
| Ten Years | 1.48% |
| YTD | 7.66% |
| Since Inception | -0.12% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.39% |
| One Month | -0.03% |
| Three Months | -2.93% |
| Six Months | 4.32% |
| Nine Months | 9.88% |
| One Year | 10.39% |
| Three Years | 11.90% |
| Five Years | 23.75% |
| Ten Years | 15.77% |
| YTD | 3.88% |
| Since Inception | -1.59% |
Yearly Returns
| 2024 | 3.88% |
|---|---|
| 2023 | 16.68% |
| 2022 | -6.52% |
| 2021 | 9.46% |
| 2020 | 0.48% |
| 2019 | -2.75% |
| 2018 | 0.25% |
| 2017 | -3.40% |
| 2016 | -0.79% |
| 2015 | -4.08% |
Risk against SP-DA
| Alpha | -4.04% |
|---|---|
| Beta | 0.39 |
| Correlation | 66.51% |
| Downside Deviation | 1.31% |
| Coefficient of determination | 44.23% |
| Standard Deviation | 1.88% |
| Sharpe Ratio | -2.82 |
| Sortino | -14.03 |
| Treynor | 12.92 |
| Ulcer Index | 1.53 |
| Ulcer Performance Index | -11.93 |