Methodology and Factsheets for the FT Wilshire 5000 Indexes
The methodology aims to provide an adaptive cumulative market capitalization approach based on a percentage allocation to allow for accurate targeting of intended investment exposure.
FT Wilshire 5000 Index
FT Wilshire 2500 Index
FT Wilshire Mega Cap Index
FT Wilshire Large Cap Index
FT Wilshire Mid Cap Index
FT Wilshire Small Cap Index
FT Wilshire Micro Cap Index
The methodology incorporates a consistent country by country modular approach using an adaptive cumulative market capitalization based on a percentage allocation. This allows for accurate targeting of intended investment exposure.
FT Wilshire Global Equity Market Series
FT Wilshire Emerging Markets Index Series
FT Wilshire Developed Markets Index Series
Our style indexes are constructed to help you identify the Value and Growth characteristics of the large and small cap segments of the market. A proportion of a stock’s market capitalization is assigned to each of the Value and Growth indexes so that their sum reconciles to the whole market.
FT Wilshire Large Cap Growth Index
FT Wilshire Large Cap Value Index
FT Wilshire Small Cap Growth Index
FT Wilshire Small Cap Value Index
We have developed a range of new generation factor indexes which help investment professionals gain better access to long term risk premia of their factor strategy.
Our indexes differ in that they offer precision and purity in all exposures and allow you to easily implement factor allocation decisions when market conditions change.
FT Wilshire US Large Pure Size Index
FT Wilshire US Large Pure Value Index
FT Wilshire US Large Pure Quality Index
FT Wilshire US Large Pure Momentum Index
FT Wilshire US Large Pure Beta Index
For a more diversified factor strategy, suitable for investing over many market cycles, we include four-factor beta neutral and five-factor multi factor versions.
FT Wilshire US Large 4 Factor Beta Neutral Index
FT Wilshire US Large 5-Factor Index
Our next generation minimum variance index reduces both factor risk and implementation costs by limiting low volatility and size exposures while maintaining sufficient levels of diversification. The outcome of the construction allows for better index level risk reduction.
FT Wilshire US Large Minimum Variance Index
The index finds the active allocation that maximizes the riskadjusted excess return of the portfolio. Constraints are applied to limit the industry exposure and the exposure of a single stock relative to the benchmark, the FT Wilshire US Large Cap Index.
FT Wilshire US Large NxtGen Index
View FT Wilshire Indexes Policy, Calculation Guides and more here