WTMFWisdomTree Managed Futures Strategy Fund

Diversifier15y track recordRanked #56 of 240 in this goal

Seeks to provide investors with positive total returns in rising or falling markets.

By WisdomTree · Launched 2011

Annual Cost

0.66%

#3,374 of 5,562 · average

Fund Size

$235M

#2,185 of 5,562 · mid-size

Return (1Y)Goal

+20.8%

Track Record

15 years

#854 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,150+21.5%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Managed futures

What it actually holds

By weight

Concentration

Top 10 holdings = 97.3% of fundconcentrated

TREASURY BILL

84.9%

WisdomTree Floating Rate Treasury Fund

4.4%

DREYFUS TRSY OBLIG CASH M

2.7%

Dreyfus Treasury Obligations Cash Management Fund

2.2%

OSAKA EXCHANGE,INCNKZ5

1.2%

MONTREAL EXCHANGE INC.PTZ5

0.5%

DREY INST PREF GOV MM-MDSVXX

0.4%

EUREX CLEARING AKTIENGESELLSCHAFTVGZ5

0.4%

COMMODITY EXCHANGE, INC.SIF6

0.4%

CHICAGO MERCANTILE EXCHANGE INC.RTYZ5

0.3%

Asset allocation

Other

76.0%

Bonds

16.4%

Stocks

7.9%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

8.9%Low

Year-on-year price swings

Max drawdown

-15.6%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.69Decent risk-adjusted returns

Sortino (3Y)

1.00Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to provide investors with positive total returns in rising or falling markets.
Strategy: Actively managed ETF aiming for positive total returns in all market conditions, using a quantitative strategy to capture price trends in commodity, currency, equity, and U.S. Treasury futures. Invests primarily in U.S. listed futures contracts and may allocate up to 10% in bitcoin ETPs and futures.
Inception date: January 5, 2011
Fund family: WisdomTree