WisdomTree Managed Futures Strategy Fund (WTMF)
WTMF is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Managed Futures Index. WTMF launched on Jan 5, 2011 and has a 0.65% expense ratio.
ETF Info
| ISIN | US97717W1255 |
|---|---|
| CUSIP | 97717W125 |
| Issuer | WisdomTree |
| Inception Date | Jan 5, 2011 |
| Region | North America (U.S.) |
| Category | Hedge Fund |
| Index Tracked | WisdomTree Managed Futures Index |
| Asset Class | Alternatives |
Expense Ratio
WTMF has a high expense ratio of 0.65%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree Managed Futures Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
WisdomTree Managed Futures Strategy Fund had a return of 4.28% year-to-date (YTD) and 13.26% in the last 12 months. Over the past 10 years, WisdomTree Managed Futures Strategy Fund had an annualized return of 1.74%, while the S&P 500 had an annualized return of 10.37%, indicating that WisdomTree Managed Futures Strategy Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.28% | 5.57% |
| 1 month | -2.48% | -4.16% |
| 6 months | 10.00% | 20.07% |
| 1 year | 13.26% | 20.82% |
| 5 years (annualized) | 3.75% | 11.56% |
| 10 years (annualized) | 1.74% | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.60% | 4.42% | 3.02% | |||||||||
| 2023 | -0.90% | 2.80% | 2.61% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of WTMF is 80, placing it in the top 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
WisdomTree Managed Futures Strategy Fund(WTMF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree Managed Futures Strategy Fund granted a 4.55% dividend yield in the last twelve months. The annual payout for that period amounted to $1.66 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.66 | $1.66 | $1.67 | $5.21 | $0.17 | $0.60 | $1.39 |
Dividend yield | 4.55% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Managed Futures Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.32 | $0.00 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.44 | $0.00 | $0.22 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.21 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 |
| 2018 | $1.39 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Managed Futures Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree Managed Futures Strategy Fund was 30.78%, occurring on Jun 8, 2020. The portfolio has not yet recovered.
The current WisdomTree Managed Futures Strategy Fund drawdown is 6.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.78% | May 2, 2011 | 2291 | Jun 8, 2020 | — | — | — |
| -3.66% | Mar 7, 2011 | 7 | Mar 15, 2011 | 15 | Apr 5, 2011 | 22 |
| -1.98% | Feb 10, 2011 | 4 | Feb 15, 2011 | 8 | Feb 28, 2011 | 12 |
| -1.54% | Jan 13, 2011 | 8 | Jan 25, 2011 | 5 | Feb 1, 2011 | 13 |
| -0.83% | Feb 3, 2011 | 3 | Feb 7, 2011 | 2 | Feb 9, 2011 | 5 |
Volatility
Volatility Chart
The current WisdomTree Managed Futures Strategy Fund volatility is 2.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.