WTMF - WisdomTree Managed Futures Strategy - 2023 In Review

2024-02-24 01:30:00 ET

Summary

• Most managed futures strategies aim to generate returns by employing leverage and having a high degree of concentration in individual contracts and asset classes.
• The WisdomTree Managed Futures Strategy Fund is diversified across asset classes, does not use leverage, and aims to deliver lower volatility and improved risk-adjusted returns.
• WTMF aims to outperform the S&P60/AGG40 benchmark on a risk-adjusted basis, while having low correlation to major asset classes like equities and bonds.

By Alejandro Saltiel, CFA & Ayush Babel

Most managed futures strategies aim to generate returns by employing leverage and having a high degree of concentration in individual contracts and asset classes....

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