WTMF

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 21 January 2020
Asset Under Management 145.01 Million (USD)
1 Month Total Return -1.04 %
Year To Date Return -1.02 %
1 Year Total Return -2.89 %
3 Year Annualized Total Return -1.64 %
NAV 36.712
Share Outstanding 3,950,000
Top 10 Holdings (21 January 2020)
Constituent Name Constituent Ticker Constituent Type Weighting
WisdomTree Managed Futures Portfolio I - Cayman ETF 0.1776103010
US Treasury Bill 3/19/2020 BILL 0.1654373421
US Treasury Bill 3/19/2020 BILL 0.1654373421
US Treasury Bill 3/19/2020 BILL 0.1654373421
US Treasury Bill 3/19/2020 BILL 0.1143032974
US Dollar CASH 0.0740969018
BP Currency Futr Mar20 BPH0 FUTR 0.0459612724
WISDOMTREE FLOATING RATE TRE USFR ETF 0.0423594193
JPY200318 FUTR 0.0394775194
US 10Yr Note (CBT) Futr Mar20 TYH0 FUTR 0.0307781680