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 | |
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As of 04/09/2021
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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 | 195.63 |
Total Return Index Closing Value | 207.17 |
Components
Component Group |
As of 04/09/2021
Weight
|
---|---|
Unassigned | 43.33% |
Long | 33.33% |
Unassigned | 33.33% |
Short | 10.00% |
Unassigned | 10.00% |
Cash | 10.00% |
Commodities | 21.67% |
Long | 18.33% |
Energy | 5.00% |
Grains | 3.33% |
LiveStock | 5.00% |
Softs | 5.00% |
Short | 3.33% |
Precious Metals | 3.33% |
Financials | 25.00% |
Long | 13.33% |
Currencies | 13.33% |
Short | 11.67% |
Currencies | 6.67% |
US Rates | 5.00% |