Wisdomtree Managed Futures Etf Profile
| WTMF Etf | USD 36.83 0.08 0.22% |
Performance13 of 100
| Odds Of DistressLess than 9
|
WisdomTree Managed is trading at 36.83 as of the 20th of April 2024. This is a -0.22 percent decrease since the beginning of the trading day. The etf's lowest day price was 36.69. WisdomTree Managed has less than a 9 % chance of experiencing financial distress in the next few years and had a good performance during the last 90 days. Equity ratings for WisdomTree Managed Futures are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 21st of March 2024 and ending today, the 20th of April 2024. Click here to learn more.
The fund normally invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in managed futures. Wisdomtree Managed is traded on NYSEARCA Exchange in the United States. More on WisdomTree Managed Futures
Moving together with WisdomTree Etf
| 0.85 | DBMF | iMGP DBi Managed | PairCorr |
| 0.81 | KMLM | KFA Mount Lucas | PairCorr |
| 0.97 | FMF | First Trust Managed | PairCorr |
| 0.72 | CTA | Simplify Exchange Traded | PairCorr |
| 0.93 | VTI | Vanguard Total Stock | PairCorr |
| 0.92 | SPY | SPDR SP 500 | PairCorr |
WisdomTree Etf Highlights
Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. WisdomTree Managed's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding WisdomTree Managed or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
| Thematic Ideas | (View all Themes) |
| Business Concentration | Long/short ETFs, Absolute Returns ETFs, Systematic Trend, WisdomTree (View all Sectors) |
| Issuer | WisdomTree |
| Inception Date | 2011-01-05 |
| Entity Type | Regulated Investment Company |
| Asset Under Management | 192.24 Million |
| Average Trading Valume | 55,930.7 |
| Asset Type | Multi Asset |
| Category | Absolute Returns |
| Focus | Long/Short |
| Market Concentration | Blended Development |
| Region | Global |
| Administrator | State Street Bank and Trust Company |
| Advisor | WisdomTree Asset Management, Inc. |
| Custodian | State Street Bank and Trust Company |
| Distributor | Foreside Fund Services, LLC |
| Portfolio Manager | Vassilis Dagioglu, James Stavena |
| Transfer Agent | State Street Bank and Trust Company |
| Fiscal Year End | 31-Aug |
| Exchange | NYSE Arca, Inc. |
| Number of Constituents | 19.0 |
| Market Maker | Susquehanna |
| Total Expense | 0.65 |
| Management Fee | 0.65 |
| Country Name | USA |
| Returns Y T D | 5.25 |
| Name | WisdomTree Managed Futures Strategy |
| Currency Code | USD |
| Open Figi | BBG001CSJZ68 |
| In Threey Volatility | 6.53 |
| 1y Volatility | 5.63 |
| 200 Day M A | 35.3406 |
| 50 Day M A | 36.8104 |
| Code | WTMF |
| Updated At | 20th of April 2024 |
| Currency Name | US Dollar |
| In Threey Sharp Ratio | 0.6 |
WisdomTree Managed Futures [WTMF] is traded in USA and was established 2011-01-05. The fund is listed under Systematic Trend category and is part of WisdomTree family. The entity is thematically classified as Long/short ETFs. WisdomTree Managed at this time have 139.35 M in net assets. , while the total return for the last 3 years was 5.4%.
Check WisdomTree Managed Probability Of Bankruptcy
Geographic Allocation (%)
WisdomTree Managed Currency Exposure
WisdomTree Managed Futures holds assets that are exposed to currency risk. As an investor, you have to ensure that the increase in value or dividend from foreign constituents of WisdomTree Managed will not be offset by an unfavorable exchange rate and will not cancel out the return on assets from different countries. In other words, assess how much of your investment depends on the development of foreign currencies before you invest in WisdomTree Managed Futures.
Top WisdomTree Managed Futures Etf Constituents
| WTMF | WisdomTree Managed Futures | Etf | Systematic Trend |
| USFR | WisdomTree Floating Rate | Etf | Ultrashort Bond |
WisdomTree Managed Target Price Odds Analysis
In reference to a normal probability distribution, the odds of WisdomTree Managed jumping above the current price in 90 days from now is about 30.66%. The WisdomTree Managed Futures probability density function shows the probability of WisdomTree Managed etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days WisdomTree Managed has a beta of 0.5376. This entails as returns on the market go up, WisdomTree Managed average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding WisdomTree Managed Futures will be expected to be much smaller as well. Additionally, wisdomTree Managed Futures has an alpha of 0.0422, implying that it can generate a 0.0422 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
Based on a normal probability distribution, the odds of WisdomTree Managed to move above the current price in 90 days from now is about 30.66 (This WisdomTree Managed Futures probability density function shows the probability of WisdomTree Etf to fall within a particular range of prices over 90 days) .
WisdomTree Managed Top Holders
| TRTY | Cambria Trinity ETF | Etf | Tactical Allocation |
| QALAX | Quantified Alternative Investment | Mutual Fund | Macro Trading |
| QALTX | Quantified Alternative Investment | Mutual Fund | Macro Trading |
| TNMIX | 1290 Multi Alternative Strategies | Mutual Fund | Multistrategy |
| TNMAX | 1290 Multi Alternative Strategies | Mutual Fund | Multistrategy |
| TNMRX | 1290 Multi Alternative Strategies | Mutual Fund | Multistrategy |
| GMOM | Cambria Global Momentum | Etf | Tactical Allocation |
WisdomTree Managed Risk Profiles
Investors will always prefer to have the highest possible return on investment while minimizing volatility. WisdomTree Managed market risk premium is the additional return an investor will receive from holding WisdomTree Managed long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in WisdomTree Managed. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although WisdomTree Managed's alpha and beta are two of the key measurements used to evaluate WisdomTree Managed's performance over the market, the standard measures of volatility play an important role as well.
| Risk Adjusted Performance | 0.1154 | |||
| Jensen Alpha | 0.0422 | |||
| Total Risk Alpha | 0.0236 | |||
| Sortino Ratio | 0.0163 |
WisdomTree Managed Against Markets
Picking the right benchmark for WisdomTree Managed etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in WisdomTree Managed etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for WisdomTree Managed is critical whether you are bullish or bearish towards WisdomTree Managed Futures at a given time. Please also check how WisdomTree Managed's historical prices are related to one of the top price index indicators.
Be your own money manager
Our tools can tell you how much better you can do entering a position in WisdomTree Managed without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
Run Fundamental Analysis Now
Fundamental AnalysisView fundamental data based on most recent published financial statements |
| All Next | Launch Module |
How to buy WisdomTree Etf?
Before investing in WisdomTree Managed, you must ensure you fully understand your financial goals and how diversified (or not) your overall investments are now. Then, after you clearly understand your investment objectives, consider investing in WisdomTree Managed. To buy WisdomTree Managed etf, you can follow these steps:- Choose a brokerage firm: You need to select a brokerage firm to buy shares of WisdomTree Managed. Some popular options include Charles Schwab, Fidelity, TD Ameritrade, and Robinhood.
- Open an account: Once you have chosen a brokerage firm, you will need to open an account. You will be required to provide personal information, such as your name, address, and Social Security number.
- Fund your account: You will need to deposit funds into your brokerage account to purchase WisdomTree Managed etf. You can do this by transferring funds from your bank account or other investment accounts.
- Place your order: Once you have located WisdomTree Managed Futures etf in your brokerage account, you can place your order to buy it. You will need to specify the number of shares you want to buy and the price you are willing to pay.
- Monitor your investment: After you have purchased WisdomTree Managed Futures etf, you should monitor your investment to track its performance and make informed decisions about buying, selling, or holding the etf
It's important to note that investing in stocks, such as WisdomTree Managed Futures, carries risks, and you should carefully consider your investment goals and risk tolerance before making any investment decisions. Also, remember various factors, including economic indicators, change in net worth, political events, company-specific news, and investor sentiment, can influence the stock market. These factors can cause fluctuations in etf prices and lead to market volatility affecting your buy or sell decision. However, volatility can also present opportunities for investors to make gains by buying stocks when prices are low and selling when they are high. It's important for investors to have a long-term perspective and a well-diversified portfolio to manage the impact of stock market volatility on their investments. For more information on how to buy WisdomTree Etf please use our How to Invest in WisdomTree Managed guide.
Already Invested in WisdomTree Managed Futures?
The danger of trading WisdomTree Managed Futures is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of WisdomTree Managed is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than WisdomTree Managed. The Sharpe ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile WisdomTree Managed is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
When determining whether WisdomTree Managed is a strong investment it is important to analyze WisdomTree Managed's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact WisdomTree Managed's future performance. For an informed investment choice regarding WisdomTree Etf, refer to the following important reports: Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WisdomTree Managed Futures. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
The market value of WisdomTree Managed is measured differently than its book value, which is the value of WisdomTree that is recorded on the company's balance sheet. Investors also form their own opinion of WisdomTree Managed's value that differs from its market value or its book value, called intrinsic value, which is WisdomTree Managed's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because WisdomTree Managed's market value can be influenced by many factors that don't directly affect WisdomTree Managed's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between WisdomTree Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.