Wisdomtree Managed Futures Etf Net Income
| WTMF Etf | USD 39.64 0.32 0.81% |
As of the 5th of March, WisdomTree Managed maintains the Downside Deviation of 0.7749, market risk adjusted performance of 0.1505, and Mean Deviation of 0.5191. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of WisdomTree Managed Futures, as well as the relationship between them. Please check out WisdomTree Managed jensen alpha and downside variance to decide if WisdomTree Managed is priced fairly, providing market reflects its latest price of 39.64 per share.
WisdomTree Managed's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing WisdomTree Managed's valuation are provided below:Market Capitalisation {Big=, Small=, Mega=, Medium=, Micro=} |
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WisdomTree Managed's market price often diverges from its book value, the accounting figure shown on WisdomTree's balance sheet. Smart investors calculate WisdomTree Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since WisdomTree Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between WisdomTree Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WisdomTree Managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to WisdomTree Managed's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of WisdomTree Managed.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in WisdomTree Managed on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding WisdomTree Managed Futures or generate 0.0% return on investment in WisdomTree Managed over 90 days. WisdomTree Managed is related to or competes with Tema Cardiovascular, Exchange Listed, EA Series, Advisors Inner, Invesco DWA, Affinity World, and Fidelity Disruptive. The fund normally invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purpos... More
WisdomTree Managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure WisdomTree Managed's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess WisdomTree Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7749 | |||
| Information Ratio | 0.0501 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.22 |
WisdomTree Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WisdomTree Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WisdomTree Managed's standard deviation. In reality, there are many statistical measures that can use WisdomTree Managed historical prices to predict the future WisdomTree Managed's volatility.| Risk Adjusted Performance | 0.0828 | |||
| Jensen Alpha | 0.0535 | |||
| Total Risk Alpha | 0.0375 | |||
| Sortino Ratio | 0.0472 | |||
| Treynor Ratio | 0.1405 |
WisdomTree Managed March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0828 | |||
| Market Risk Adjusted Performance | 0.1505 | |||
| Mean Deviation | 0.5191 | |||
| Semi Deviation | 0.6168 | |||
| Downside Deviation | 0.7749 | |||
| Coefficient Of Variation | 905.04 | |||
| Standard Deviation | 0.7304 | |||
| Variance | 0.5335 | |||
| Information Ratio | 0.0501 | |||
| Jensen Alpha | 0.0535 | |||
| Total Risk Alpha | 0.0375 | |||
| Sortino Ratio | 0.0472 | |||
| Treynor Ratio | 0.1405 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.22 | |||
| Downside Variance | 0.6004 | |||
| Semi Variance | 0.3805 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.54) | |||
| Kurtosis | 3.01 |
WisdomTree Managed Backtested Returns
At this point, WisdomTree Managed is very steady. WisdomTree Managed shows Sharpe Ratio of 0.0988, which attests that the etf had a 0.0988 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for WisdomTree Managed, which you can use to evaluate the volatility of the etf. Please check out WisdomTree Managed's Market Risk Adjusted Performance of 0.1505, downside deviation of 0.7749, and Mean Deviation of 0.5191 to validate if the risk estimate we provide is consistent with the expected return of 0.0741%. The entity maintains a market beta of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WisdomTree Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding WisdomTree Managed is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
WisdomTree Managed Futures has good predictability. Overlapping area represents the amount of predictability between WisdomTree Managed time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WisdomTree Managed price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current WisdomTree Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, WisdomTree Managed Futures reported net income of 0.0. This indicator is about the same for the WisdomTree average (which is currently at 0.0) family and about the same as Systematic Trend (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
WisdomTree Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses WisdomTree Managed's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of WisdomTree Managed could also be used in its relative valuation, which is a method of valuing WisdomTree Managed by comparing valuation metrics of similar companies.WisdomTree Managed is currently under evaluation in net income as compared to similar ETFs.
WisdomTree Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining WisdomTree Managed's current stock value. Our valuation model uses many indicators to compare WisdomTree Managed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across WisdomTree Managed competition to find correlations between indicators driving WisdomTree Managed's intrinsic value. More Info.WisdomTree Managed Futures is rated first in beta as compared to similar ETFs. It is rated first in one year return as compared to similar ETFs reporting about 55.63 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value WisdomTree Managed by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for WisdomTree Managed
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in stocks.Asset allocation divides WisdomTree Managed's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
WisdomTree Fundamentals
| Number Of Employees | 163 | |||
| Beta | 0.32 | |||
| Total Asset | 139.35 M | |||
| One Year Return | 17.80 % | |||
| Three Year Return | 11.00 % | |||
| Five Year Return | 6.40 % | |||
| Ten Year Return | 2.80 % | |||
| Net Asset | 139.35 M | |||
| Last Dividend Paid | 5.21 | |||
| Equity Positions Weight | 22.21 % |
About WisdomTree Managed Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze WisdomTree Managed Futures's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of WisdomTree Managed using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of WisdomTree Managed Futures based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Check out You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
WisdomTree Managed's market price often diverges from its book value, the accounting figure shown on WisdomTree's balance sheet. Smart investors calculate WisdomTree Managed's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since WisdomTree Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between WisdomTree Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if WisdomTree Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WisdomTree Managed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.