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USMF: WisdomTree U.S. Multifactor Fund (ETF)
Basic Info 44.55 0.3(0.68%) May 03
Asset Class: | EQUITY |
MyPlanIQ Rating: | (96%) |
Start Date: | 06/30/2017 |
Last Dividend Date: | 03/22/2024 |
12-Mo. Yield | 1.39% |
Expenses | - |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 6.3 | 22.5 | 6.2 | 10.1 | 8.9 | 13.4 | -8.8 | 21.2 | 11.9 | 23.5 | -4.7 | 12.4 |
Sharpe Ratio | NA | 1.95 | 1.91 | 0.24 | 0.43 | 0.5 | 0.78 | -0.52 | 1.66 | 0.35 | 2.02 | -0.4 | 4.07 |
Draw Down(%) | NA | 5.6 | 6.7 | 18.1 | 36.2 | 36.2 | 10.0 | 18.1 | 6.0 | 36.2 | 5.2 | 19.5 | 1.7 |
Standard Deviation(%) | NA | 9.0 | 10.1 | 14.8 | 19.5 | 17.9 | 11.8 | 19.8 | 12.8 | 33.0 | 10.9 | 15.1 | 6.3 |
Treynor Ratio | NA | 0.27 | 0.27 | 0.05 | 0.1 | 0.11 | 0.12 | -0.13 | 0.26 | 0.13 | 0.27 | -0.08 | 0.67 |
Alpha | NA | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.02 | 0.03 | 0.0 | -0.03 | 0.0 | 0.0 | 0.06 |
Beta | NA | 0.64 | 0.73 | 0.76 | 0.85 | 0.84 | 0.77 | 0.76 | 0.83 | 0.92 | 0.8 | 0.77 | 0.38 |
RSquared | NA | 0.72 | 0.76 | 0.85 | 0.91 | 0.88 | 0.78 | 0.91 | 0.8 | 0.96 | 0.87 | 0.75 | 0.16 |
Yield(%) | N/A | 0.3 | 1.6 | 1.6 | 1.8 | N/A | 1.5 | 1.6 | 1.7 | 1.5 | 1.2 | 1.3 | 0.7 |
Dividend Growth(%) | N/A | -75.0 | -6.2 | N/A | N/A | N/A | -15.2 | 11.9 | 25.5 | 51.6 | -16.2 | 105.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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