Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WDTI (WisdomTree Managed Futures Strategy ETF) | NA | -0.15% | -3.07% | -0.90% | NA | NA | NA | … | … |
Data as of 05/01/2018, Common starting date is 01/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WDTI (WisdomTree Managed Futures Strategy ETF) | 01/06/2011 | 05/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | -0.15 | -3.07 | -0.90 | NA | NA | NA | … | … | -0.62 | -3.38 | -0.79 | -4.09 | 5.01 | 2.95 | -10.90 | -7.90 |
| Sharpe Ratio | NA | -0.21 | -0.63 | -0.21 | NA | NA | NA | … | … | -0.49 | -0.87 | -0.17 | -0.66 | 1.03 | 0.52 | -1.83 | -0.95 |
| Standard Deviation(%) | NA | 4.75 | 5.50 | 5.55 | NA | NA | NA | … | … | 6.11 | 4.66 | 5.97 | 6.26 | 4.84 | 5.58 | 6.03 | 8.44 |
| Draw Down(%) | NA | 4.04 | 12.51 | 13.81 | NA | NA | NA | … | … | 2.51 | 7.24 | 5.47 | 8.85 | 2.12 | 4.17 | 12.96 | 15.15 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 0.10 | 0.08 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.56 |
Data as of 05/01/2018, Common starting date is 01/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WDTI (WisdomTree Managed Futures Strategy ETF) |
-7.49%
Apr 2011 – Apr 2014 |
-3.95%
Mar 2011 – Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WDTI (WisdomTree Managed Futures Strategy ETF) |
2.41%
Jun 2012 – Jun 2015 |
-0.12%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart