WisdomTree Managed Futures Etf Volatility
| WTMF Etf | USD 38.98 -0.51 -1.29% |
WisdomTree Managed Futures now displays very low price volatility across the last 3 months. WisdomTree Managed Futures currently reflects a Sharpe ratio of 0.036, confirming positive risk-adjusted behavior over the last 3 months. Current risk dynamics are supported by 30 technical indicators.
Sharpe Ratio = 0.036
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | WTMF |
WisdomTree Managed Futures (WTMF) recorded a Market Risk Adjusted Performance of 0.1%, a Risk of 0.78, and a Risk Adjusted Performance of 0.04%. WisdomTree Managed is tracking at approximately 2% of its historical trend range. Within a diversified framework, contribution depends on allocation size.
Key indicators related to WisdomTree Managed's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for WisdomTree Managed can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by WisdomTree Managed's company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
WisdomTree | Build portfolio with WisdomTree Etf |
Volatility Strategy
Market cycles can shift how WisdomTree Managed Futures participates in overall return dispersion. Current statistical measures show total volatility near 0.78% with a beta coefficient of 0.46, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.036, evaluates return per unit of total risk. An alpha value of 0.0722 reflects performance relative to systematic market exposure. Expected return estimates near 0.028% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying basket liquidity can affect premium stability.
Main indicators related to WisdomTree Managed's market risk premium analysis include:
Beta 0.46 | Alpha 0.0722 | Risk 0.78 | Sharpe Ratio 0.036 | Expected Return 0.028 |
Moving together with WisdomTree Etf
| 0.73 | DBMF | iMGP DBi Managed | PairCorr |
| 0.88 | KMLM | KFA Mount Lucas | PairCorr |
| 0.85 | FMF | First Trust Managed | PairCorr |
| 0.82 | CTA | Simplify Managed Futures | PairCorr |
| 0.61 | VIXM | ProShares VIX Mid | PairCorr |
| 0.61 | VXZ | iPath Series B | PairCorr |
| 0.81 | UCIB | UBS AG London | PairCorr |
| 0.84 | CERY | SPDR Bloomberg Enhanced | PairCorr |
| 0.66 | CCNR | CoreCommodity Natural | PairCorr |
| 0.65 | EUSC | WisdomTree Europe Hedged Symbol Change | PairCorr |
| 0.7 | TILL | Listed Funds Trust | PairCorr |
| 0.83 | HGER | Harbor All Weather | PairCorr |
| 0.73 | CVX | Chevron Corp | PairCorr |
Moving against WisdomTree Etf
Sensitivity To Market
WisdomTree Managed shows a beta coefficient of 0.46, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 0.78%.This overview focuses on observed volatility for WisdomTree Managed Futures and how returns have fluctuated. Downside deviation currently reads near 0.82%. Options markets imply a forward-looking volatility estimate near 28.0%. This reflects comparatively contained forward-looking volatility expectations. A key ETF concept is pricing relative to NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available. This can be more visible during volatile sessions.
3 Months Beta |Analyze WisdomTree Managed Demand TrendCheck current 90 days WisdomTree Managed correlation with market (Dow Jones Industrial)Downside Risk
WisdomTree standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 0.78 |
Upside and downside risks in WisdomTree Managed are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in WisdomTree Managed's daily returns. WisdomTree Managed Futures (WTMF) recorded a Downside Deviation of 0.82, a Downside Variance of 0.68, and a Maximum Drawdown of 4.09.
Using WisdomTree Put Option to Manage Risk Based on 2026-05-15 Contracts
WisdomTree Managed Futures (WTMF) recorded an Option Implied Volatility of 0.28 and an Option Max Pain Price of -1. Put options written on WisdomTree Managed grant their holders the ability to benefit from or protect against WisdomTree Managed's price declines. The put buyer pays a premium upfront for the right to sell WisdomTree Etf at the strike price before expiration.
WisdomTree Managed's PUT expiring on 2026-05-15
Profit |
| WisdomTree Managed Price At Expiration |
Current WisdomTree Managed Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | WTMF260515P00038000 | -0.363087 | 0.060069 | 5 | 2026-05-15 | 0.0 - 1.7 | 0.0 | View |
Etf Volatility Analysis
Market participants monitor WisdomTree Managed volatility to assess the etf's price stability. When WisdomTree Managed's volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in WisdomTree Managed typically signals a stable trading environment.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. WisdomTree Managed Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days WisdomTree Managed has a beta of 0.4587 . This entails as returns on the market go up, WisdomTree Managed's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding WisdomTree Managed Futures is expected to be smaller as well.Risk assessment for WisdomTree Managed separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. WisdomTree Managed Futures (WTMF) recorded a Downside Deviation of 0.82, a Mean Deviation of 0.56, and an Option Implied Volatility of 0.28.
Predicted Return Density |
| Returns |
What Drives WisdomTree Managed's Price Volatility?
Several factors can influence WisdomTree Managed's market volatility:Industry Dynamics
Sector-level events can directly affect WisdomTree Managed's price stability. Regulatory changes, supply disruptions, or shifts in demand within WisdomTree Managed's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like WisdomTree Managed.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for WisdomTree Managed's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward WisdomTree Managed. During periods of economic expansion, WisdomTree Managed's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.WisdomTree Managed's Company-Specific Factors
Volatility can also stem from events unique to WisdomTree Managed. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in WisdomTree Managed's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on WisdomTree Managed's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of WisdomTree Managed is 2781.5. The daily returns are distributed with a variance of 0.61 and standard deviation of 0.78. The mean deviation of WisdomTree Managed Futures is currently at 0.57. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 0.46 | |
σ | Overall volatility | 0.78 | |
Ir | Information ratio | 0.16 |
Etf Return Volatility
WisdomTree Managed daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The Exchange Traded Fund reflects 0.7791% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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
| High negative correlations
|
WisdomTree Managed Constituents Risk-Adjusted Indicators
Surface-level performance for WisdomTree Etf can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare WisdomTree Managed's efficiency and downside exposure against peers in a more meaningful way. 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 | 0.82 | 0.08 | 0.09 | -0.01 | 1.00 | 1.72 | 4.70 | |||
| BVAL | 0.51 | 0.06 | 0.00 | -0.03 | 0.00 | 0.89 | 3.27 | |||
| IJAN | 0.38 | 0.02 | 0.00 | -0.06 | 0.00 | 0.70 | 2.92 | |||
| RAAX | 0.93 | 0.24 | 0.18 | 0.37 | 1.33 | 1.70 | 5.95 | |||
| SELV | 0.42 | 0.02 | 0.00 | -0.04 | 0.00 | 0.82 | 2.86 | |||
| YJUN | 0.27 | 0.02 | 0.00 | -0.05 | 0.00 | 0.46 | 1.76 | |||
| QWLD | 0.54 | 0.04 | 0.00 | -0.05 | 0.00 | 0.90 | 3.07 | |||
| SHDG | 0.48 | 0.00 | 0.00 | -0.09 | 0.00 | 0.78 | 2.80 | |||
| HAP | 0.92 | 0.27 | 0.19 | 0.30 | 1.32 | 2.11 | 6.31 | |||
| TMFM | 0.98 | -0.12 | 0.00 | -0.20 | 0.00 | 1.75 | 6.96 |
Risk Metrics, Assumptions & Methodology
Volatility for WisdomTree Managed reflects price dispersion, spread stability, and underlying basket liquidity conditions. Swing amplitude frames exposure planning and risk limits.
Data shown for WisdomTree Managed Futures is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardWisdomTree Managed Investment Opportunity
Dow Jones Industrial is about 1.05 times more volatile than WisdomTree Managed Futures based on recent return behavior. Across the current 90-day horizon, that places the security below 7% of the broader equity and portfolio universe on a pure volatility basis.You can use WisdomTree Managed Futures to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of WisdomTree Managed to be traded at $37.81 in 90 days.Very good diversification
The correlation between WTMF and DJI is -0.35, which Macroaxis classifies as Very good diversification for the selected horizon. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
WisdomTree Managed Additional Risk Indicators
A broader risk-indicator set for WisdomTree Managed Futures can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0385 | |||
| Market Risk Adjusted Performance | 0.069 | |||
| Mean Deviation | 0.5614 | |||
| Semi Deviation | 0.7457 | |||
| Downside Deviation | 0.8223 | |||
| Coefficient Of Variation | 2057.42 | |||
| Standard Deviation | 0.7628 |
WisdomTree Managed Suggested Diversification Pairs
Pair trading with WisdomTree Managed can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for WisdomTree Managed persists even in a well-constructed pair. The benefit is in offsetting WisdomTree Managed's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of WisdomTree Managed Futures.
More Resources for WisdomTree Etf Analysis
A broader look at WisdomTree Managed comes from its financial reports and historical data. These indicators describe how financial results are generated. The data captures WisdomTree Managed's financial activity across reporting cycles. The reports below outline key financial context for WisdomTree Managed Futures Etf:Review Your Current Watchlist for context on portfolio diversification. The diversification view provides additional analytical depth. This reflects a position in WisdomTree Managed Futures. It is distributed across the allocation. 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. Investors get more value from WisdomTree Managed analysis when it is combined with other construction and diversification tools. The supplemental views below help investors decide how WisdomTree Managed complements or overlaps with existing portfolio holdings. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Comparing WisdomTree Managed's market price with book value reveals how market sentiment relates to accounting fundamentals. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Analytical frameworks help reconcile those views into a coherent picture. All content is derived from available inputs and carries no advisory implication.
Value and price for WisdomTree Managed may converge over time but can differ substantially in any given period. Key considerations include profitability trends, debt levels, and industry-relative metrics. WisdomTree Managed's market quotation reflects the latest level where a willing buyer met a willing seller. This information is provided for contextual purposes.