WTMF
WisdomTree Managed Futures Strategy ETF
$36.97
0.27 (0.74%)
Currency in USD / Last Updated: 4/26/2024
| Category | Trend Following |
|---|---|
| Market Cap | 192.244M |
| 52 Week High | 37.53 |
| 52 Week Low | 32.116 |
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Key Data
| Symbol | WTMF |
|---|---|
| Type | ETF |
| Category | Trend Following |
| Price | 36.97 |
| Price Yesterday | 36.7 |
| Market Cap | 192.24 |
| YTD Return | 5.42% |
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 | 32.12 |
| Market Cap | 192.24M |
| Shares Outstanding | 5.20M |
| Income Dividend Yield | 4.50% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 4.50% |
Returns Annualized
| One Day | 535.35% |
|---|---|
| Five Days | 21.10% |
| One Months | -11.34% |
| Three Months | 27.55% |
| Six Months | 24.48% |
| Nine Months | 13.22% |
| One Year | 15.13% |
| Three Years | 4.85% |
| Five Years | 3.98% |
| Ten Years | 1.80% |
| YTD | 17.86% |
| Since Inception | -0.01% |
Returns Total
| One Day | 0.74% |
|---|---|
| Five Days | 0.38% |
| One Month | -1.04% |
| Three Months | 6.27% |
| Six Months | 11.46% |
| Nine Months | 9.80% |
| One Year | 15.11% |
| Three Years | 15.24% |
| Five Years | 21.49% |
| Ten Years | 19.48% |
| YTD | 5.42% |
| Since Inception | -0.13% |
Yearly Returns
| 2024 | 5.42% |
|---|---|
| 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 | 0.26% |
|---|---|
| Beta | 0.42 |
| Correlation | 73.85% |
| Downside Deviation | 0.90% |
| Coefficient of determination | 54.54% |
| Standard Deviation | 1.96% |
| Sharpe Ratio | -1.86 |
| Sortino | -14.06 |
| Treynor | 22.98 |
| Ulcer Index | 0.97 |
| Ulcer Performance Index | -13.06 |