Wisdomtree Managed Futures Etf Performance
| WTMF Etf | USD 36.91 0.01 0.03% |
The entity maintains a market beta of 0.5, 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
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Managed Futures are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite nearly unfluctuating primary indicators, WisdomTree Managed may actually be approaching a critical reversion point that can send shares even higher in May 2024. ...more
1 | CTA Differentiated Managed Futures ETF - Seeking Alpha | 02/20/2024 |
| In Threey Sharp Ratio | 0.60 |
WisdomTree |
WisdomTree Managed Relative Risk vs. Return Landscape
If you would invest 3,468 in WisdomTree Managed Futures on January 25, 2024 and sell it today you would earn a total of 223.00 from holding WisdomTree Managed Futures or generate 6.43% return on investment over 90 days. WisdomTree Managed Futures is currently generating 0.1001% in daily expected returns and assumes 0.4815% 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 |
| Risk |
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 = 0.2079
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | WTMF | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average WisdomTree Managed is performing at about 16% of its full potential. 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 it 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
To evaluate WisdomTree Managed Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when WisdomTree Managed generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare WisdomTree Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand WisdomTree Managed market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents WisdomTree's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.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.| The fund keeps most of the net assets in exotic instruments. |
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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.