WisdomTree Managed Futures Strategy FundWisdomTree Managed Futures Strategy FundWisdomTree Managed Futures Strategy Fund

WisdomTree Managed Futures Strategy Fund

No trades
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Key stats

Assets under management (AUM)
‪195.17 M‬USD
Fund flows (1Y)
‪33.71 M‬USD
Dividend yield (indicated)
4.61%
Discount/Premium to NAV
−0.10%

About WisdomTree Managed Futures Strategy Fund

Issuer
WisdomTree, Inc.
Brand
WisdomTree
Expense ratio
0.65%
Inception date
Jan 5, 2011
Index tracked
No Underlying Index
Management style
Active
WTMF seeks positive, uncorrelated returns using long and short positions in commodity, currency, and Treasury futures. The ETF does not explicitly track an underlying index, but nonetheless aims to provide the returns of a WisdomTree benchmark index. The index selects from 24 diversified, near-month futures contracts. At each monthly rebalance, the four most volatile contracts are screened out while the rest are assigned equal weight. The direction of each position, long or short, is determined by the contracts 3-, 6-, and 12-month momentum signals. If there is a conflict between the three signals, the majority will determine the direction and the position will be reducedone-third will be replaced with short-term Treasurys. In addition, the index will not take short positions in energy futures. Overall, the strategy favors clear momentum trends without excessive volatility. Prior to July 1 2016, the fund traded under the ticker WDTI and aimed to emulate the DTI, a well-known managed futures index.

Classification

Asset Class
Alternatives
Category
Hedge fund strategies
Focus
Global macro
Niche
Managed futures
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary
What's in the fund
Exposure type
Bonds, Cash & Other
Government
Mutual fund
Bonds, Cash & Other100.00%
Government74.42%
Mutual fund16.48%
Cash4.73%
ETF4.36%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy