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WisdomTree Emerging Currency Strategy Fund (CEW)

18.00 -0.01 (-0.06%)
At close: November 22 at 3:03 PM EST

ETF Summary

The fund will invest, under normal circumstances, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in investments whose combined performance is tied economically to selected emerging market countries. It generally will maintain a weighted average portfolio maturity of 90 days or less with respect to the money market securities in its portfolio. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 0.06%
5y Average Return 0.52%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.60
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
CEWCategory AverageCEWCategory AverageCEWCategory Average
Alpha 1.63 2.88 -0.16 0.37 -1.48 -1.09
BETA 0.6 1.07 0.57 1.08 0.49 1.02
Mean Annual Return 0.17 0.05 0.08 0.01 0.02 0.04
R-squared 36.52 61.09 22.52 37.17 10.59 21.22
Standard Deviation 7.61 10.49 7.66 11.23 7.55 10.98
Sharpe Ratio -0.25 -0.34 -0.21 -0.2 -0.21 -0.12
Treynor Ratio -3.7 -3.84 -3.36 -2.72 -3.78 -1.95

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