WisdomTree Managed Correlations

WTMF Etf

USD 39.66 0.34 0.86%

The current 90-days correlation between WisdomTree Managed and The RBB Fund is 0.44 (i.e., Very weak 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 0.84 (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.

Build AI portfolio with WisdomTree Etf

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 state.

Moving together with WisdomTree Etf

0.68	DBMF	iMGP DBi Managed	Pair Corr
0.88	KMLM	KFA Mount Lucas	Pair Corr
0.76	FMF	First Trust Managed	Pair Corr
0.7	CTA	Simplify Managed Futures	Pair Corr
0.67	OIH	VanEck Oil Services	Pair Corr
0.88	EWC	iShares MSCI Canada	Pair Corr
0.83	TOT	Advisor Managed Port	Pair Corr
0.79	BST	BlackRock Science Tech	Pair Corr
0.79	EDGI	Advisors Inner	Pair Corr
0.62	GRID	First Trust NASDAQ	Pair Corr
0.74	MBSF	Valued Advisers Trust	Pair Corr
0.84	FNX	First Trust Mid	Pair Corr
0.79	CLSE	Trust For Professional	Pair Corr
0.83	SLV	iShares Silver Trust Aggressive Push	Pair Corr
0.8	RNMC	First Trust Mid	Pair Corr
0.79	VLU	SPDR SP 1500	Pair Corr
0.82	AAAA	Amplius Aggressive Asset	Pair Corr
0.62	FLMB	Franklin Liberty Federal	Pair Corr
0.75	VFMV	Vanguard Minimum Vol	Pair Corr
0.75	DWM	WisdomTree International	Pair Corr
0.78	CLIP	Global X Funds	Pair Corr
0.82	FNDA	Schwab Fundamental Small	Pair Corr
0.77	DFLV	Dimensional ETF Trust	Pair Corr
0.64	FOPC	Advisors Inner	Pair Corr
0.84	ETHO	Amplify Etho Climate	Pair Corr
0.8	CNAV	Mohr Company	Pair Corr
0.84	QTAP	Innovator Growth 100	Pair Corr
0.75	ROMO	Strategy Shares Newf	Pair Corr
0.72	HISF	First Trust High	Pair Corr
0.61	XFIX	Fm Investments Symbol Change	Pair Corr
0.75	FTCS	First Trust Capital	Pair Corr

Related Correlations Analysis

	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM
SRHQ		0.83	0.81	0.72	0.69	0.88	0.82	0.85	0.74	-0.11	SRHQ
BVAL	0.83		0.96	0.92	0.93	0.97	0.96	0.74	0.94	-0.53	BVAL
IJAN	0.81	0.96		0.97	0.92	0.97	0.98	0.71	0.98	-0.58	IJAN
RAAX	0.72	0.92	0.97		0.9	0.93	0.95	0.63	0.99	-0.64	RAAX
SELV	0.69	0.93	0.92	0.9		0.89	0.94	0.62	0.92	-0.69	SELV
YJUN	0.88	0.97	0.97	0.93	0.89		0.97	0.8	0.94	-0.45	YJUN
QWLD	0.82	0.96	0.98	0.95	0.94	0.97		0.76	0.96	-0.57	QWLD
SHDG	0.85	0.74	0.71	0.63	0.62	0.8	0.76		0.62	0.02	SHDG
HAP	0.74	0.94	0.98	0.99	0.92	0.94	0.96	0.62		-0.67	HAP
TMFM	-0.11	-0.53	-0.58	-0.64	-0.69	-0.45	-0.57	0.02	-0.67		TMFM
	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

HAP	+ 0.99	RAAX
QWLD	+ 0.98	IJAN
HAP	+ 0.98	IJAN
YJUN	+ 0.97	BVAL
RAAX	+ 0.97	IJAN
YJUN	+ 0.97	IJAN

High negative correlations

TMFM	- 0.69	SELV
TMFM	- 0.67	HAP
TMFM	- 0.64	RAAX
TMFM	- 0.58	IJAN
TMFM	- 0.57	QWLD
TMFM	- 0.53	BVAL

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	0.81	0.05	0.04	0.16	0.81	(0.91)	1.87	(1.54)	4.69
BVAL	0.50	0.14	0.04	(1.19)	0.42	(0.59)	1.15	(0.91)	3.19
IJAN	0.23	0.06	(0.02)	0.30	0.00	(0.26)	0.66	(0.56)	1.73
RAAX	0.84	0.24	0.13	0.57	1.11	(0.91)	1.70	(1.77)	5.95
SELV	0.39	0.08	(0.04)	(2.79)	0.44	(0.42)	0.92	(0.87)	2.75
YJUN	0.21	0.06	(0.06)	0.32	0.00	(0.26)	0.47	(0.27)	1.31
QWLD	0.45	0.06	0.04	0.19	0.42	(0.48)	0.94	(0.75)	2.73
SHDG	0.44	(0.01)	(0.07)	0.09	0.55	(0.44)	0.79	(1.11)	2.80
HAP	0.81	0.33	0.22	0.66	0.84	(0.93)	2.11	(1.66)	5.38
TMFM	0.93	(0.20)	0.00	(0.06)	0.00	0.00	2.22	(2.39)	5.54

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