Performance analysis of WTMF (WISDOMTREE MANAGED FUTURES STRATEGY FUND)
Annual Return
Over the past 3 years, WTMF has had an average annual return of +9.77%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, WTMF has had an average annual return of +6.28%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, WTMF has had an average annual return of +3.26%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jan 5, 2011, WTMF has had an average annual return of +1.13%, underperforming the benchmark SPY, which returned +14.26% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.52% | +12.17% | +3.16% | +16.70% | -6.53% | +9.45% | +0.48% | -2.75% | +0.25% | -3.40% | -0.79% | -4.09% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +5.02% | +2.94% | -10.90% | -8.52% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.56% | +4.82% | +0.14% | +2.53% | +1.20% | +0.19% | +8.52% | ||||||
| 2025 | +1.23% | -1.78% | -1.73% | +0.32% | +1.69% | +1.40% | +2.01% | +1.68% | +3.46% | +2.47% | +0.87% | +0.05% | +12.17% |
| 2024 | -0.60% | +4.42% | +3.02% | -2.48% | +0.79% | -1.60% | -0.03% | -1.33% | -0.72% | +1.04% | +2.74% | -1.89% | +3.16% |
| 2023 | +3.07% | +0.08% | +3.16% | +1.02% | +2.06% | +1.12% | +0.98% | -0.71% | +0.38% | -0.92% | +2.81% | +2.61% | +16.70% |
| 2022 | -1.52% | +0.23% | +2.79% | -1.13% | +0.31% | -1.54% | -1.71% | +0.24% | -0.47% | +1.72% | -2.85% | -2.63% | -6.53% |
| 2021 | +1.85% | +4.23% | -1.04% | +4.45% | +0.11% | +1.65% | -0.41% | +0.86% | -1.48% | +1.39% | -3.61% | +1.34% | +9.45% |
| 2020 | -3.82% | +0.11% | +1.51% | -1.46% | -1.76% | -0.25% | +1.37% | -0.48% | -0.84% | -0.59% | +2.78% | +4.17% | +0.48% |
| 2019 | -1.22% | +1.38% | +0.18% | +1.44% | -3.69% | -0.53% | +0.27% | +3.16% | -2.64% | -1.20% | -1.02% | +1.28% | -2.75% |
| 2018 | +0.63% | -1.69% | -0.20% | +0.91% | +0.12% | -0.28% | +0.06% | +1.92% | +0.33% | -0.86% | -0.70% | +0.05% | +0.25% |
| 2017 | -2.50% | +0.22% | -1.76% | +0.16% | -0.88% | -1.26% | -0.98% | +0.32% | +0.06% | +1.39% | +0.03% | +1.84% | -3.40% |
Drawdown analysis of WTMF (WISDOMTREE MANAGED FUTURES STRATEGY FUND)
The maximum drawdown for the WTMF was -30.78%, occurring on Jun 8, 2020. Recovery took 1329 trading sessions.
The current WTMF drawdown is -0.11%.
Since Jan 5, 2011 WTMF has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.78% | Apr 29, 2011 | 2291 | Jun 8, 2020 | 1329 | Sep 22, 2025 | 3620 |
| -4.04% | Jan 15, 2026 | 10 | Jan 30, 2026 | 17 | Feb 25, 2026 | 27 |
| -3.66% | Mar 4, 2011 | 7 | Mar 15, 2011 | 15 | Apr 5, 2011 | 22 |
| -3.01% | Mar 17, 2026 | 3 | Mar 20, 2026 | 15 | Apr 13, 2026 | 18 |
| -2.04% | Nov 12, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -1.98% | Feb 9, 2011 | 4 | Feb 15, 2011 | 8 | Feb 28, 2011 | 12 |
| -1.54% | Jan 12, 2011 | 8 | Jan 25, 2011 | 5 | Feb 1, 2011 | 13 |
| -1.46% | Oct 8, 2025 | 2 | Oct 10, 2025 | 3 | Oct 15, 2025 | 5 |
| -1.46% | Oct 28, 2025 | 7 | Nov 6, 2025 | 4 | Nov 12, 2025 | 11 |
| -1.16% | Dec 26, 2025 | 3 | Dec 31, 2025 | 2 | Jan 5, 2026 | 5 |
| -1.15% | Sep 22, 2025 | 3 | Sep 25, 2025 | 4 | Oct 1, 2025 | 7 |
| -1.04% | Mar 2, 2026 | 1 | Mar 3, 2026 | 5 | Mar 10, 2026 | 6 |
| -0.93% | May 14, 2026 | 3 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -0.83% | Feb 2, 2011 | 3 | Feb 7, 2011 | 2 | Feb 9, 2011 | 5 |
| -0.82% | Jan 5, 2011 | 2 | Jan 7, 2011 | 3 | Jan 12, 2011 | 5 |
| -0.81% | Dec 11, 2025 | 4 | Dec 17, 2025 | 3 | Dec 22, 2025 | 7 |
| -0.78% | Mar 12, 2026 | 1 | Mar 13, 2026 | 2 | Mar 17, 2026 | 3 |
| -0.70% | Oct 16, 2025 | 4 | Oct 22, 2025 | 1 | Oct 23, 2025 | 5 |
| -0.68% | Apr 8, 2011 | 2 | Apr 12, 2011 | 2 | Apr 14, 2011 | 4 |
| -0.64% | Apr 15, 2011 | 1 | Apr 18, 2011 | 2 | Apr 20, 2011 | 3 |
| -0.62% | Nov 28, 2025 | 1 | Dec 1, 2025 | 2 | Dec 3, 2025 | 3 |
| -0.47% | Dec 3, 2025 | 5 | Dec 10, 2025 | 1 | Dec 11, 2025 | 6 |
| -0.46% | Apr 21, 2011 | 2 | Apr 26, 2011 | 1 | Apr 27, 2011 | 3 |
| -0.31% | Apr 14, 2026 | 1 | Apr 15, 2026 | 5 | Apr 22, 2026 | 6 |
| -0.30% | Feb 25, 2026 | 1 | Feb 26, 2026 | 2 | Mar 2, 2026 | 3 |