Wisdomtree Managed Futures Etf Performance
| WTMF Etf | USD 35.59 0.11 0.31% |
The entity maintains a market beta of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Managed is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days WisdomTree Managed Futures has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable primary indicators, WisdomTree Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Managed Futures Open a New Frontier for ETFs - Morningstar | 07/29/2024 |
| In Threey Sharp Ratio | -0.09 |
WisdomTree |
WisdomTree Managed Relative Risk vs. Return Landscape
If you would invest 3,618 in WisdomTree Managed Futures on June 25, 2024 and sell it today you would lose (59.00) from holding WisdomTree Managed Futures or give up 1.63% of portfolio value over 90 days. WisdomTree Managed Futures is currently does not generate positive expected returns and assumes 0.505% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than WisdomTree, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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WisdomTree Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Managed's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as WisdomTree Managed Futures, and traders can use it to determine the average amount a WisdomTree Managed's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0484
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| Negative Returns | WTMF |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average WisdomTree Managed is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of WisdomTree Managed by adding WisdomTree Managed to a well-diversified portfolio.
WisdomTree Managed Fundamentals Growth
WisdomTree Etf prices reflect investors' perceptions of the future prospects and financial health of WisdomTree Managed, and WisdomTree Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on WisdomTree Etf performance.
| Total Asset | 139.35 M | |||
About WisdomTree Managed Performance
By analyzing WisdomTree Managed's fundamental ratios, stakeholders can gain valuable insights into WisdomTree Managed's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if WisdomTree Managed has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if WisdomTree Managed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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.| WisdomTree Managed generated a negative expected return over the last 90 days | |
| The fund keeps most of the net assets in exotic instruments. |
Additional Information and Resources on Investing in WisdomTree Etf
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 closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
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.