WisdomTree
This presentation is the property of its rightful owner.
Sponsored Links
1 / 15

WisdomTree Emerging Markets Funds Performance Attribution PowerPoint PPT Presentation


  • 45 Views
  • Uploaded on
  • Presentation posted in: General

WisdomTree Emerging Markets Funds Performance Attribution. June 2012. DEM & DGS Standardized Performance. Standardized Performance as of June 30, 2012. Source: Morningstar, WisdomTree

Download Presentation

WisdomTree Emerging Markets Funds Performance Attribution

An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -

Presentation Transcript


Wisdomtree emerging markets funds performance attribution

WisdomTreeEmerging Markets Funds Performance Attribution

June 2012


Dem dgs standardized performance

DEM & DGS Standardized Performance

Standardized Performance as of June 30, 2012

Source: Morningstar, WisdomTree

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and principal value of an investment will fluctuate so that an investor's shares, when redeemed, maybe be worth more or less than their original cost. Performance data for the most recent month-end is available at www.wisdomtree.com.

WisdomTree shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Total Returns are calculated using the daily 4:00 p.m. EST net asset value (NAV). Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. You cannot invest directly in an index.

The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance. Longer version option: The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets. As of June 2009 the MSCI Emerging MarketsIndex consisted of the following 22 emerging market country indices: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Hungary, India, Indonesia, Israel, Korea, Malaysia, Mexico, Morocco, Peru, the Philippines, Poland, Russia, South Africa, Taiwan, Thailand, and Turkey.

The MSCI Emerging Markets Small Cap Index is a free float-adjusted market capitalization index that is designed to measure the performance of small-capitalization equities in the emerging markets.


Dem gics sector attribution ytd as of 6 30 2012

DEM GICS Sector Attribution – YTD as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dem country attribution ytd as of 6 30 2012

DEM Country Attribution – YTD as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dem gics sector attribution 1 year as of 6 30 2012

DEM GICS Sector Attribution – 1-Year as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dem country attribution 1 year as of 6 30 2012

DEM Country Attribution – 1-Year as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dem since inception sector attribution as of 6 30 2012

DEM Since Inception Sector Attribution (as of 6/30/2012)

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular sector.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the sector.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dem country attribution since inception to 6 30 2012

DEM Country Attribution – Since Inception to 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs gics sector attribution ytd as of 6 30 2012

DGS GICS Sector Attribution – YTD as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs country attribution ytd as of 6 30 2012

DGS Country Attribution – YTD as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs gics sector attribution 1 year as of 6 30 2012

DGS GICS Sector Attribution – 1-Year as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs country attribution 1 year as of 6 30 2012

DGS Country Attribution – 1-Year as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs since inception sector attribution as of 6 30 2012

DGS Since Inception Sector Attribution (as of 6/30/2012)

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular sector.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the sector.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Dgs country attribution since inception as of 6 30 2012

DGS Country Attribution – Since Inception as of 6/30/2012

Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. 

Past performance is not indicative of future results.

1 Allocation effect represents the portion of the return that was attributed to being over or underweight a particular country.

2 Selection effect represents the portion of the return that was attributed to the positive or negative stock selection within the country.

3 Interaction effect represents the portion of the total return that can neither be attributed to the allocation effect nor the selection effect.

4 The total effect represents the combined effect of the allocation , select, and interaction effects on the total return.


Important information

Important information

There are risks associated with investing, including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty.  Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation, intervention and political developments. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.

Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any such data.  Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.  No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.

WisdomTree Funds are distributed by ALPS Distributors, Inc.

Investors should carefully consider the investment objectives, risks, charges and expenses of the Fund’s before investing. To obtain a prospectus containing this and other important information, please call 1-866-909-WISE (9473) or visit wisdomtree.com to view a prospectus online. Read the prospectus carefully before you invest.

WIS004312 7/2013


  • Login