WTMF

WisdomTree Managed Futures Strategy ETF

ICE BofA 0-3 M US Trsy Bill TR USD

NAV as of 28-Nov-2023

34.4722

4 Week: 33.92 - 34.73

52 Week: 31.50 - 35.56

Latest Closing Price

34.53

Premium / Discount

-0.13

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

Fund Manager:
WisdomTree
Asset Under Management:
219,935,082
Launch Date:
04/01/2011
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
11
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Futures
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD9.500.4720.02
1 Day0.060.000.00
1 Week-0.330.90-0.37
1 Month2.341.451.62
3 Months-1.674.24-0.39
6 Months-0.825.19-0.16
1 Year6.907.640.90
2 Years-0.2613.96-0.02
3 Years-3.4822.22-0.16
5 Years-13.9524.00-0.58
10 Years-15.8827.28-0.58

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 2.75025.0764-4.0685-1.0066-3.21160.3241-2.73470.37488.9921-5.8288
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 31.000069.000069.000045.000091.000017.000087.000071.000028.000089.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 11

Number of Bond Holdings: 2

Number of Equity Holdings: 0

Total Market Value: 219,935,082

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0%43.624390,500,000089,285,792
2Wt Cayman Managed Futures Mutual Funds15.398082,859031,515,087
32 Year Treasury Note Future Mar 2414.580629,200,000029,842,172
4United States Treasury Bills 0.01%8.133616,856,0002,856,00016,647,100
5WisdomTree Floating Rate Treasury ETF3.3234135,25606,802,024
6Future on E-mini S&P 500 Futures3.12121,40006,388,200
7EURO STOXX 50 Index Total Return Dec233.10761,33006,360,359

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant3.56
Large6.14
Medium1.10
Small0.01
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

13.2947

Price/Book*

2.1752

Price/Sales*

1.4114

Price/Cash Flow*

8.9185

Dividend Yield*

2.9056

Growth Measures

Long-Term Earnings

11.6505

Historical Earnings

18.1298

Sales Growth

10.5264

Cash-Flow Growth

11.2498

Book-Value Growth

6.0581

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

2

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*99.57

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA95.16
AA4.84
A0.00
BBB0.00
BB0.00
B0.00
Below B0.00
Not Rated0.00

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years3.32
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days58.20
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

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.

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