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WDTI: WisdomTree Managed Futures Strategy ETF (ETF)
Basic Info
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/06/2011 |
| Last Dividend Date: | 12/21/2011 |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.96% |
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Performance Analytics (As of 05/01/2018)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 01/06/2011 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.0 | -0.2 | -3.1 | -0.9 | -2.8 | -0.6 | -3.4 | -0.8 | -4.1 | 5.0 | 3.0 | -10.9 | -7.9 |
| Sharpe Ratio | NA | -0.21 | -0.63 | -0.21 | -0.5 | -0.49 | -0.87 | -0.17 | -0.66 | 1.03 | 0.52 | -1.83 | -0.95 |
| Draw Down(%) | NA | 4.0 | 12.5 | 13.8 | 26.6 | 2.5 | 7.2 | 5.5 | 8.9 | 2.1 | 4.2 | 13.0 | 15.2 |
| Standard Deviation(%) | NA | 4.7 | 5.5 | 5.6 | 6.1 | 6.1 | 4.7 | 6.0 | 6.3 | 4.8 | 5.6 | 6.0 | 8.4 |
| Treynor Ratio | NA | -0.16 | 3.49 | 1.02 | 1.25 | -0.48 | -0.46 | 0.17 | 0.96 | 8.68 | 0.47 | 3.1 | 1.67 |
| Alpha | NA | -0.01 | -0.01 | 0.0 | -0.01 | -0.02 | -0.02 | 0.0 | -0.02 | 0.02 | 0.0 | -0.04 | -0.03 |
| Beta | NA | 0.06 | -0.01 | -0.01 | -0.02 | 0.06 | 0.09 | -0.06 | -0.04 | 0.01 | 0.06 | -0.04 | -0.05 |
| RSquared | NA | 0.02 | 0.0 | 0.0 | 0.0 | 0.05 | 0.02 | 0.02 | 0.01 | 0.0 | 0.02 | 0.01 | 0.02 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.6 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/06/2011
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