Fund Description
The WisdomTree Managed Futures Strategy Fund 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 Diversified Trends Indicator (DTI Index or Benchmark). The Fund intends to invest in a combination of U.S. treasury futures currency futures non-deliverable currency forwards commodity futures commodity swaps U.S. government and money market securities. The Benchmark is a widely-used indicator designed to capture the economic benefit derived from rising or declining price trends in the markets for commodity currency and U.S. treasury futures.
Fund Profile
Fund Name WisdomTree Managed Futures Strategy Fund
Fund Exchange Ticker WTMF
Fund Sponsor Wisdom Tree
Fund ISIN US97717W1255
Net Expense Ratio 0.65 %
Fund Inception Date 5 January 2011
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Multi-Asset / Other
Asset Class Other Asset Types
Index Linked Passive
Index Name Diversified Trends Indicator
Index Provider Alpha Financial Technologies LLC
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Key Statistics
Return As of Date 18 January 2019
Asset Under Management 246.08 Million (USD)
1 Month Total Return -1.04 %
Year To Date Return -0.88 %
1 Year Total Return -1.67 %
3 Year Annualized Total Return -1.92 %
NAV 38.45
Share Outstanding 6,400,000
Top 10 Holdings (18 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
Soybean Futr Mar19 S H9 FUTR
Wheat (CBT) Futr Mar19 W H9 FUTR
Corn Futr Mar19 CH9 FUTR
Copper Futr Mar19 HGH9 FUTR
Live Cattle Futr Jun19 LCM9 FUTR
Silver Futr Mar19 SIH9 FUTR
Gold 100 Oz Futr Apr19 GCJ9 FUTR
Cotton No.2 Futr Mar19 CTH9 FUTR
Coffee ""C"" Futr Mar19 KCH9 FUTR
JPY Currency Forwards FRWD