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WisdomTree Managed Futures Strategy ETF (WDTI)

-NYSEArca
42.21 Up 0.12(0.28%) Aug 29, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticWDTICategory
Alpha (against Standard Index)-4.43N/A
Beta (against Standard Index)0.40N/A
Mean Annual Return-0.44N/A
R-squared (against Standard Index)15.67N/A
Standard Deviation6.45N/A
Sharpe Ratio-0.83N/A
5 Years
StatisticWDTICategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticWDTICategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A