Multifactor Strategies

Top category "WisdomTree - Modern Alpha®" is hidden please check in administration to make it visible

Parent category "Multi-Factor Funds" is hidden please check in administration to make it visible

Draft theme Never published

Multifactor Strategies
  • Pininvest Analysis

WisdomTree strategies combine the promise of active management, such as the potential of outperformance against a benchmark, with the benefits of passive management to create ETFs built for performance

Pioneering alternative weighting methods commonly referred to as “smart beta”, WisdomTree ETFs in fact are not beta, smart or otherwise—they are an investment innovation we call "Modern Alpha®".

Modern Alpha® combines the outperformance potential of active management by selecting securities a portfolio manager believe to be the best in attempting to outperform the market with the benefits of passive management—to offer investors cost-effective funds that are built for performance.

 

With the research underpinning a Modern Alpha® multifactor process, WisdomTree seeks to maximize the potential for higher absolute and risk-adjusted returns in a unique fashion

For the US-focused multifactor fund, the top 200, out of a universe of 800 companies with the largest market share, are ranked and weighted according to their exposure to value, quality, momentum and low-correlation factors

The multi-factor selection will be less exposed to major asset pricing bubbles, driving traditional market-cap weighted indices and is also applied to International markets (ex-US) – DWMF and to emerging markets – EMMF

 

WisdomTree US Multifactor Fund is the benchmark of this theme

 

The choice of time frames - from one week to a year - will highlight trends in performance and risk (volatility)

Volatility is always annualized for comparison purposes

 

As is the case for all the themes listed on the platform, further information can be accessed by hovering the mouse over a ticker or by clicking fund name / ticker

Expand any chart by double-click

 

The theme is not publicly available and presented for demo purposes only - this is also the case for the entire range of WisdomTree themes presented on the platform

Fund information is provided by ETF Global (updates pending) and end-of-day pricing by Sharadar

Multifactor Strategies • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
WisdomTree Emerging Markets Multifactor Fund EMMF NYSEARCA - - - 8.2 M 40.0 % Neutral 18 %   38 % -8 %
WisdomTree International Multifactor Fund DWMF NYSEARCA - - - 31 M 18.0 % Neutral 13 %   28 % -5 %
WisdomTree US Multifactor Fund USMF BATS - - - 183 M 36.0 % Neutral 16 %   35 % -8 %