WTMF
WisdomTree Managed Futures Strategy ETF
ICE BofA 0-3 M US Trsy Bill TR USD
NAV as of
4 Week: 33.89 - 34.76
52 Week: 31.50 - 36.46
Latest Closing Price
34.71
Premium / Discount
-0.14
Expense Ratio
0.65%
Investment Objective
The investment seeks to provide investors with positive total returns in rising or falling markets. 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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 10.07 | 0.48 | 20.86 |
| 1 Day | 0.28 | 0.00 | 0.00 |
| 1 Week | 0.27 | 0.66 | 0.42 |
| 1 Month | 3.00 | 2.55 | 1.17 |
| 3 Months | 7.76 | 4.03 | 1.93 |
| 6 Months | 6.37 | 5.64 | 1.13 |
| 1 Year | -2.31 | 9.71 | -0.24 |
| 2 Years | -14.17 | 20.47 | -0.69 |
| 3 Years | -1.35 | 22.10 | -0.06 |
| 5 Years | -13.25 | 24.17 | -0.55 |
| 10 Years | -15.73 | 27.15 | -0.58 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 2.7502 | 5.0764 | -4.0685 | -1.0066 | -3.2116 | 0.3241 | -2.7347 | 0.3748 | 8.9921 | -5.8288 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 31.0000 | 69.0000 | 69.0000 | 45.0000 | 91.0000 | 17.0000 | 87.0000 | 71.0000 | 28.0000 | 89.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 14
Number of Bond Holdings: 2
Number of Equity Holdings: 0
Total Market Value: 188,215,545
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bills 0.01% | 46.1417 | 86,500,000 | 0 | 85,248,057 |
| 2 | Wt Cayman Managed Futures Mutual Funds | 15.9647 | 82,859 | 0 | 29,495,227 |
| 3 | Nikkei 225 Index Future June23 | 6.3266 | 53,000 | 1,000 | 11,688,472 |
| 4 | Future on E-mini S&P 500 Futures | 6.0791 | 2,700 | 50 | 11,231,325 |
| 5 | EURO STOXX 50 Index Total Return June23 | 5.8338 | 2,350 | 30 | 10,778,116 |
| 6 | S+p/Tsx 60 Ix Fut Jun23 Xmod 20230615 | 5.7683 | 12,200 | 200 | 10,657,152 |
| 7 | WisdomTree Floating Rate Treasury ETF | 3.3281 | 122,267 | 0 | 6,148,807 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 4.20 |
| Large | 2.84 |
| Medium | 0.91 |
| Small | 0.01 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
15.1514
Price/Book*
2.3648
Price/Sales*
1.4842
Price/Cash Flow*
8.8532
Dividend Yield*
2.6821
Growth Measures
Long-Term Earnings
12.5451
Historical Earnings
18.8158
Sales Growth
10.6682
Cash-Flow Growth
11.2284
Book-Value Growth
6.0494
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
2
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 98.65 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 95.16 |
| AA | 4.84 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.00 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 3.33 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 1.50 |
| 91 to 182 Days | 46.14 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
