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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

As of 04/24/2017
Bloomberg Index Symbol WTMFPR
Exchange Index Symbol
Index Inception Date 05/02/2016
Base Index Value 200
Number of Components in Index 18
Current Index Value 191.90
Total Return Index Closing Value 191.90

Components

Component Group
As of 04/24/2017
Weight
Cash 24.07%
Commodities 44.44%
Long 38.89%
Energy 3.70%
Grains 3.70%
Industrial Metals 5.56%
LiveStock 5.56%
Natural Gas 3.70%
Precious Metals 7.41%
Softs 9.26%
Short 5.56%
Energy 0.00%
Grains 0.00%
LiveStock 0.00%
Softs 5.56%
Financials 31.48%
Long 9.26%
Currencies 9.26%
Short 22.22%
Currencies 14.81%
US Rates 7.41%

Definitions

  • Long (or Long Position) is the buying of a security such as a stock, commodity or currency, with the expectation that the asset will rise in value, the opposite of Short (or Short Position).
  • Short (or Short Position) is the sale of a borrowed security, commodity or currency with the expectation that the asset will fall in value, the opposite of Long (or Long Position).
  • Futures/Futures Contract reflects the expected future value of a commodity, currency or Treasury security.
  • Interest rate is the rate at which interest is paid by a borrower for the use of money.
  • Volatility is a measure of the dispersion of actual returns around a particular average level.
  • Momentum is the rate of acceleration of a securitys price or volume.
  • You cannot invest directly in an index.