WTMFPR
WisdomTree Managed Futures Index
The WisdomTree Managed Futures Index is a long/short, rules-based Index designed to provide exposure to a portfolio consisting of diversified futures contracts for commodities, currencies and interest rates. On a monthly basis, assets with lower realized volatility will be selected, and a determination to go long or short the futures contracts of the selected assets under a proprietary composite momentum framework will be made. The composite momentum framework incorporates multiple momentum signals to decide the direction and weight in the Index.
Index Facts
Index Facts
| Index Facts | |
|---|---|
|
As of 05/20/2019
|
|
| Bloomberg Index Symbol | WTMFPR |
| Exchange Index Symbol | |
| Index Inception Date | 05/02/2016 |
| Base Index Value | 200 |
| Number of Components in Index | 20 |
| Current Index Value | 193.17 |
| Total Return Index Closing Value | 201.32 |
Components
Components
| Component Group |
As of 05/20/2019
Weight
|
|---|---|
| Cash | 15.00% |
| Commodities | 46.67% |
| Long | 16.67% |
| Energy | 10.00% |
| Industrial Metals | 3.33% |
| LiveStock | 3.33% |
| Short | 30.00% |
| Grains | 15.00% |
| Precious Metals | 6.67% |
| Softs | 8.33% |
| Financials | 38.33% |
| Long | 10.00% |
| US Rates | 10.00% |
| Short | 28.33% |
| Currencies | 23.33% |
| US Rates | 5.00% |
Definitions
Definitions