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WisdomTree Managed Futures Strategy ETF (WTMF)

NYSEArca - NYSEArca Delayed price. Currency in USD

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35.88

-0.29

(-0.80%)

At close: 03:59PM EDT

Risk statistics

3 yearsWTMFCategory average

5 yearsWTMFCategory average

10 yearsWTMFCategory average

Alpha

0.714.7

1.196.76

-0.213.81

BETA

0.2-0.26

0.12-0.14

0.08-0.07

Mean annual return

0.380.59

0.390.63

0.170.4

R-squared

29.3619.01

9.188.59

4.174.65

Standard deviation

6.3611.86

6.8111.11

6.0710.75

Sharpe ratio

0.220.25

0.350.46

0.070.29

Treynor ratio

5.88-11.94

19.21-101.77

2.93-6.7