|
WisdomTree Fundamental US Short-Term High Yield Corporate Bond
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund tracks an index composed of high yield, U.S., short-term bonds. Constituents are selected and weighted by fundamental company and bond risk characteristics. |
| Category | Corporate |
| Fund Sponsor | WisdomTree |
| Website | www.wisdomtree.com |
| Inception date | Apr 27, 2016 |
| Assets (mns) | $0 |
| Currency | USD |
| Expense ratio | 0 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Fundamental |
| Index replication |
| No. of constituents | 137 |
| No of distinct issuers | 112 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 5% /95% |
| Non-standard maturity (callable, etc.) | 91% |
| SPRINGLEAF FINANCE CO 6.1% 5/15/22 | 2.4 % |
| CENTENE ESCROW CORP. 5.6% 2/15/21 | 2.2 % |
| NCR CORPORATION 5.0% 7/15/22 | 2.2 % |
| TRANSDIGM, INC. 6.0% 7/15/22 | 2.1 % |
| MGM RESORTS INTERNATI 6.0% 3/15/23 | 1.7 % |
| TRIUMPH GROUP, INC. 4.9% 4/01/21 | 1.7 % |
| CABLEVISION SYSTEMS C 5.9% 9/15/22 | 1.7 % |
| GRIFFON CORPORATION 5.3% 3/01/22 | 1.7 % |
| ZAYO GROUP LLC 6.0% 4/01/23 | 1.7 % |
| PEABODY ENERGY CORPOR 6.0% 3/31/22 | 1.6 % |
| TOTAL | 19.0 % |
|---|
| DISH DBS CORPORATION | 2.9% |
| FREEPORT-MCMORAN, INC. | 2.9% |
| SPRINGLEAF FINANCE CORPORATION | 2.7% |
| TENET HEALTHCARE CORPORATION | 2.6% |
| COMMUNITY HEALTH SYSTEMS, INC. | 2.4% |
 |
UNITED STATES | 93.8 % |
 |
0.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.7% | 3.7% | 4.7% | -- | 5.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.46 | 3% |
| S&P500 | 0.35 | 53% |
| MSCI EAFE | 0.35 | 54% |
| MSCI Emg. Mkts. | 0.33 | 61% |
| Recent close | $0.00 |
| 30d moving avg. | $0.00 |
| Annualized volatility | 8.4% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) |
| Avg. volume (thou.) | 0 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.0% |
| Bid/Ask (% of price) | 0.00 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SFHY | 2.6 yrs | Category Avg.* |
4.6 yrs |
| SFHY | 2.5% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.79% | -9.5% | $0.00 |
| +200 bp | 9.79% | -5.9% | $0.00 |
| +150 bp | 9.29% | -4.2% | $0.00 |
| +100 bp | 8.79% | -2.7% | $0.00 |
| +75 bp | 8.54% | -2.0% | $0.00 |
| +50 bp | 8.29% | -1.3% | $0.00 |
| +25 bp | 8.04% | -0.6% | $0.00 |
| 0 bp | 7.79% | 0% | $0.00 |
| -25 bp | 7.54% | 0.6% | $0.00 |
| -50 bp | 7.29% | 1.2% | $0.00 |
| -75 bp | 7.04% | 1.7% | $0.00 |
| -100 bp | 6.79% | 2.3% | $0.00 |
| -150 bp | 6.29% | 3.2% | $0.00 |
| -200 bp | 5.79% | 4.1% | $0.00 |
| -300 bp | 4.79% | 5.5% | $0.00 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
779 | bp |
| Less: Annual "default factor" |
336 | bp |
| Less: Expense ratio | 0 | bp |
| Equals: ALTAR Score | 0.00 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.6% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.7% |
| Inflation Protected | 3.0% |
| Mortgage | 5.3% |
| Municipals | 3.4% |
| *Note: The WisdomTree Fundamental US Short-Term High Yield Corporate Bond is classified as a Corporate fund. | |