WTMF: WisdomTree Managed Futures Strategy Fund - MutualFunds.com
Continue to site >
Trending ETFs

Welcome to MutualFunds.com

Please help us personalize your experience and select the one that best describes you.

Your personalized experience is almost ready.

Join other Individual Investors receiving FREE personalized market updates and research. Join other Institutional Investors receiving FREE personalized market updates and research. Join other Financial Advisors receiving FREE personalized market updates and research.

Thank you!

Check your email and confirm your subscription to complete your personalized experience.

Thank you for your submission

We hope you enjoy your experience

WisdomTree Managed Futures Strategy ETF

WTMF - Snapshot

Vitals

  • YTD Return 7.5%
  • 3 Yr Annualized Return -0.2%
  • 5 Yr Annualized Return -0.7%
  • Net Assets $117 M
  • Holdings in Top 10 N/A

52 WEEK LOW AND HIGH

$39.81
$34.43
$40.16

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.75%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 97.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) N/A
  • IRA N/A

Fund Classification

  • Primary Theme
  • Fund Type Exchange Traded Fund
  • Investment Style Managed Futures

Compare WTMF to Popular Managed Futures Funds and ETFs

Overview

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

$8.25

+0.61%

$1.97 B

5.08%

$0.42

5.10%

1.21%

$10.98

+0.92%

$1.34 B

3.22%

$0.35

6.81%

1.53%

$11.34

+0.62%

$1.18 B

2.78%

$0.31

7.39%

1.94%

$8.81

-0.34%

$1.17 B

4.40%

$0.39

3.28%

2.16%

$12.26

+0.74%

$941.38 M

1.47%

$0.18

5.96%

1.90%

WTMF - Profile

Distributions

  • YTD Total Return 8.3%
  • 3 Yr Annualized Total Return -0.2%
  • 5 Yr Annualized Total Return -0.7%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.46%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    WisdomTree Managed Futures Strategy Fund
  • Fund Family Name
    WisdomTree
  • Inception Date
    Jan 05, 2011
  • Shares Outstanding
    3100000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    James Stavena

Fund Description

The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The fund is managed using a quantitative, rules-based strategy designed to provide returns that correspond to the performance of the WisdomTree Managed Futures Index. It is non-diversified.


WTMF - Performance

Return Ranking - Trailing

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
YTD 7.5% -3.3% 11.7% 19.39%
1 Yr 6.5% -23.8% 25.2% 31.96%
3 Yr -0.2%* -8.9% 7.4% 46.24%
5 Yr -0.7%* -6.6% 8.7% 53.49%
10 Yr -2.2%* -2.6% 4.7% 86.96%

* Annualized

Return Ranking - Calendar

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
2020 0.0% -16.4% 12.9% 59.79%
2019 -4.3% -9.3% 17.5% 73.96%
2018 -3.2% -25.8% 2.2% 25.56%
2017 -3.4% -5.1% 21.0% 93.75%
2016 -0.8% -20.3% 8.1% 30.67%

Total Return Ranking - Trailing

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
YTD 8.3% -3.3% 11.7% 7.14%
1 Yr 6.5% -27.6% 25.2% 22.68%
3 Yr -0.2%* -10.3% 5.3% 39.78%
5 Yr -0.7%* -6.6% 7.4% 48.84%
10 Yr -2.2%* -2.6% 4.7% 82.61%

* Annualized

Total Return Ranking - Calendar

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
2020 0.0% -16.4% 12.9% 59.79%
2019 -4.3% -9.3% 17.5% 73.96%
2018 -3.2% -20.3% 2.5% 26.67%
2017 -3.4% -5.1% 21.0% 95.00%
2016 -0.8% -20.3% 10.8% 30.67%

WTMF - Holdings

Concentration Analysis

WTMF Category Low Category High WTMF % Rank
Net Assets 117 M 2.09 M 1.97 B 53.06%
Number of Holdings 24 3 806 82.65%
Net Assets in Top 10 167 M -18.8 M 2.04 B 45.92%
Weighting of Top 10 N/A 18.9% 95.0% 40.38%

Top 10 Holdings

  1. United States Treasury Bills 0.01% 82.46%
  2. United States Treasury Bills 0.01% 81.06%
  3. United States Treasury Bills 0.01% 52.05%
  4. Wt Cayman Managed Futures Mutual Funds 21.31%
  5. Wt Cayman Managed Futures Mutual Funds 21.31%
  6. Wt Cayman Managed Futures Mutual Funds 21.31%
  7. Wt Cayman Managed Futures Mutual Funds 21.31%
  8. Wt Cayman Managed Futures Mutual Funds 21.31%
  9. Wt Cayman Managed Futures Mutual Funds 21.31%
  10. Wt Cayman Managed Futures Mutual Funds 21.31%

Asset Allocation

Weighting Return Low Return High WTMF % Rank
Other
67.21% -2.72% 67.21% 1.02%
Cash
34.97% -735.41% 1796.70% 52.04%
Stocks
0.00% -0.78% 60.54% 73.47%
Preferred Stocks
0.00% 0.00% 0.14% 18.37%
Convertible Bonds
0.00% 0.00% 3.34% 36.73%
Bonds
-2.18% -1748.87% 772.87% 81.63%

WTMF - Expenses

Operational Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.75% 0.75% 9.89% 97.94%
Management Fee 0.65% 0.65% 2.99% 1.02%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 4.75% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 1.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 97.00% 0.00% 198.00% 73.53%

WTMF - Distributions

Dividend Yield Analysis

WTMF Category Low Category High WTMF % Rank
Dividend Yield 0.00% 0.00% 0.06% 8.16%

Dividend Distribution Analysis

WTMF Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

WTMF Category Low Category High WTMF % Rank
Net Income Ratio 0.46% -2.10% 2.02% 40.21%

Capital Gain Distribution Analysis

WTMF Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

WTMF - Fund Manager Analysis

Managers

James Stavena


Start Date

Tenure

Tenure Rank

Jan 05, 2011

10.08

10.1%

Mr. Stavena joined Mellon Capital in 1998, where he currently serves as a Managing Director of Asset Allocation. He manages a team of portfolio managers responsible for the implementation of Mellon Capital's asset allocation strategies including Global Alpha, domestic asset allocation, Active Currency, Active Commodity, and custom rules-based strategies. He is a member of the Trade Management Oversight Committee. Prior to joining Mellon Capital, was a currency options trader with CS First Boston and HSBC in New York and London Education: M.B.A., Rice University. He has over 25 years of investment experience.

Vassilis Dagioglu


Start Date

Tenure

Tenure Rank

Jan 05, 2011

10.08

10.1%

Vassilis is the head of the asset allocation portfolio management team. In his current role, he is responsible for managing global tactical asset allocation, strategic asset allocation and multi-asset portfolios including total return, absolute return, multi-asset income, global macro as well as active commodities strategies. Since he joined the company, he has managed several asset allocation portfolios such as mutual funds, hedge funds, and separately managed portfolios and helped develop custom portfolio solutions. Vassilis joined the firm in 1999, shortly after beginning his career in the investment industry. Prior to that, he designed and implemented financial information systems and consulted on enterprise information application development at IBM Global Services and Sybase. He earned an MBA in finance from the University of California at Berkeley.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.17 13.93 5.33 3.76