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WisdomTree Managed Futures Strategy ETF (WTMF)

NYSEArca - NYSEArca Delayed price. Currency in USD
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36.10-0.09 (-0.25%)
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