WisdomTree Managed Correlations

WTMF Etf

USD 38.62 0.03 0.08%

The current 90-days correlation between WisdomTree Managed and The RBB Fund is 0.18 (i.e., Average diversification). The correlation of WisdomTree Managed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

WisdomTree Managed Correlation With Market

Very poor diversification

The correlation between WisdomTree Managed Futures and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and DJI in the same portfolio, assuming nothing else is changed.

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Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WisdomTree Managed Futures. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in industry.

Moving together with WisdomTree Etf

0.83	DBMF	iMGP DBi Managed	Pair Corr
0.91	KMLM	KFA Mount Lucas	Pair Corr
0.79	FMF	First Trust Managed	Pair Corr
0.7	CTA	Simplify Managed Futures	Pair Corr
0.84	VTI	Vanguard Total Stock	Pair Corr
0.82	SPY	SPDR SP 500	Pair Corr
0.82	IVV	iShares Core SP	Pair Corr
0.73	VTV	Vanguard Value Index	Pair Corr
0.86	VO	Vanguard Mid Cap	Pair Corr
0.74	VEA	Vanguard FTSE Developed	Pair Corr
0.84	VB	Vanguard Small Cap Sell-off Trend	Pair Corr
0.73	VWO	Vanguard FTSE Emerging	Pair Corr
0.92	STXK	EA Series Trust	Pair Corr
0.92	MART	Allianzim Large Cap	Pair Corr
0.91	EDEN	iShares MSCI Denmark	Pair Corr
0.88	YLD	Principal Active High	Pair Corr
0.93	SFEB	FT Vest Small	Pair Corr
0.9	XTN	SPDR SP Transportation	Pair Corr
0.93	OASC	OneAscent Small Cap	Pair Corr
0.74	SYLD	Cambria Shareholder Yield Low Volatility	Pair Corr
0.78	EEMA	iShares MSCI Emerging	Pair Corr
0.81	ABI	VictoryShares Pioneer	Pair Corr
0.92	XAPR	FT Cboe Vest	Pair Corr
0.61	THD	iShares MSCI Thailand	Pair Corr
0.85	GSIG	Goldman Sachs Access	Pair Corr
0.74	XES	SPDR SP Oil	Pair Corr
0.79	AVIG	Avantis Core Fixed	Pair Corr
0.78	IAUM	iShares Gold Trust Sell-off Trend	Pair Corr
0.75	SEIX	Virtus ETF Trust	Pair Corr
0.85	BAMU	Brookstone Ultra Short	Pair Corr
0.76	BBEU	JPMorgan BetaBuilders	Pair Corr
0.73	AHYB	American Century ETF	Pair Corr
0.9	BINC	BlackRock ETF Trust Sell-off Trend	Pair Corr
0.77	GAPR	First Trust Exchange	Pair Corr
0.61	STXT	EA Series Trust	Pair Corr
0.67	VUSB	Vanguard Ultra Short	Pair Corr

Related Correlations Analysis

	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM
SRHQ		0.9	0.75	0.72	0.57	0.89	0.86	0.9	0.75	0.53	SRHQ
BVAL	0.9		0.65	0.9	0.4	0.98	0.99	0.92	0.93	0.28	BVAL
IJAN	0.75	0.65		0.64	0.87	0.71	0.64	0.72	0.62	0.15	IJAN
RAAX	0.72	0.9	0.64		0.37	0.91	0.91	0.76	0.99	0.1	RAAX
SELV	0.57	0.4	0.87	0.37		0.44	0.41	0.55	0.35	0.05	SELV
YJUN	0.89	0.98	0.71	0.91	0.44		0.98	0.9	0.94	0.28	YJUN
QWLD	0.86	0.99	0.64	0.91	0.41	0.98		0.91	0.94	0.23	QWLD
SHDG	0.9	0.92	0.72	0.76	0.55	0.9	0.91		0.77	0.46	SHDG
HAP	0.75	0.93	0.62	0.99	0.35	0.94	0.94	0.77		0.09	HAP
TMFM	0.53	0.28	0.15	0.1	0.05	0.28	0.23	0.46	0.09		TMFM
	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM

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WisdomTree Managed Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Managed ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze WisdomTree Managed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SRHQ	0.79	0.02	0.01	0.08	0.95	(0.86)	1.78	(1.54)	4.69
BVAL	0.49	0.08	0.10	0.16	0.43	(0.56)	1.12	(1.06)	2.92
IJAN	0.22	0.06	0.01	14.58	0.09	(0.24)	0.58	(0.46)	1.73
RAAX	0.76	0.22	0.15	0.57	1.05	(0.84)	1.65	(1.12)	5.95
SELV	0.38	0.10	0.10	2.30	0.26	(0.44)	1.00	(0.71)	2.49
YJUN	0.24	0.05	0.03	0.21	0.00	(0.28)	0.47	(0.32)	1.63
QWLD	0.45	0.07	0.08	0.18	0.45	(0.47)	0.94	(0.82)	2.73
SHDG	0.41	0.00	(0.03)	0.06	0.58	(0.40)	0.79	(1.11)	2.79
HAP	0.75	0.33	0.27	0.64	0.70	(0.88)	1.74	(1.23)	4.91
TMFM	0.82	(0.14)	0.00	(0.61)	0.00	0.00	1.55	(1.93)	4.97

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WisdomTree Managed Correlations

WisdomTree Managed Correlation With Market

Very poor diversification

Moving together with WisdomTree Etf

Related Correlations Analysis

WisdomTree Managed Constituents Risk-Adjusted Indicators

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