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 22 September 2022
Asset Under Management 139.59 Million (USD)
1 Month Total Return -1.31 %
Year To Date Return -2.54 %
1 Year Total Return -3.64 %
3 Year Annualized Total Return 1.78 %
NAV 34.4678
Share Outstanding 4,050,000
Top 10 Holdings (23 September 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
TREASURY BILL B 0 12/01/22 BILL 0.2541572338
TREASURY BILL B 0 12/01/22 BILL 0.2541550116
WisdomTree Managed Futures Portfolio I - Cayman 0.1497941855
US Dollar 999USDZ92 0.1041179678
US Dollar Index Dec22 DXZ2 FUTR 0.0813863035
Nikkei 225 Dec22 NKZ2 FUTR 0.0611086306
S&P/TSX 60 Dec22 PTZ2 FUTR 0.0589834882
WISDOMTREE FLOATING RATE TRE USFR ETF 0.0339305966
S&P 500 E-MiniDec22 ESZ2 FUTR 0.0300368286
Russell 2000 Dec22 RTYZ22 FUTR 0.0291926999