Wisdomtree Managed Futures Etf Market Value
| WTMF Etf | USD 38.39 0.01 0.03% |
| Symbol | WisdomTree |
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.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in WisdomTree Managed on November 17, 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 Elevation Series, Exchange Traded, Innovator MSCI, VanEck Inflation, SEI Exchange, First Trust, and SPDR MSCI. 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 | 0.7794 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.03 |
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 | 0.0403 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0533 |
WisdomTree Managed February 15, 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 | 0.0403 | |||
| Market Risk Adjusted Performance | 0.0633 | |||
| Mean Deviation | 0.4858 | |||
| Semi Deviation | 0.6913 | |||
| Downside Deviation | 0.7794 | |||
| Coefficient Of Variation | 1933.53 | |||
| Standard Deviation | 0.7033 | |||
| Variance | 0.4946 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0533 | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.03 | |||
| Downside Variance | 0.6074 | |||
| Semi Variance | 0.4779 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.65) | |||
| Kurtosis | 3.63 |
WisdomTree Managed Backtested Returns
At this point, WisdomTree Managed is very steady. WisdomTree Managed shows Sharpe Ratio of 0.0852, which attests that the etf had a 0.0852 % 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 Downside Deviation of 0.7794, market risk adjusted performance of 0.0633, and Mean Deviation of 0.4858 to validate if the risk estimate we provide is consistent with the expected return of 0.0593%. The entity maintains a market beta of 0.49, 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 | -0.02 |
Very weak reverse predictability
WisdomTree Managed Futures has very weak reverse predictability. Overlapping area represents the amount of predictability between WisdomTree Managed time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 -0.02 indicates that only 2.0% of current WisdomTree Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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Check out WisdomTree Managed Correlation, WisdomTree Managed Volatility and WisdomTree Managed Performance module to complement your research on WisdomTree Managed. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
WisdomTree Managed technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.