Indexes
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Comprehensive. Representative. Investible.
Since then, we have developed a wide range of indexes to help investment professionals accurately measure and better understand the US market across asset classes and strategy styles.
The latest news and updates across of indexes families
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.
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.
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.
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.
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.
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.
The FT Wilshire Digital Asset Index Series is designed to provide investors with a set of institutionally rigorous benchmarks that measure the performance and value of individual and multiple digital asset portfolios. They provide genuine price discovery derived from highly rated digital asset exchanges and offer a high level of data transparency.
Download our research report - Digital Assets: Potential Roles and Risks in Institutional Portfolios here.
Our multi-coin indexes represent the largest and most liquid baskets of digital assets so that digital asset managers can create index-linked products such as ETCs, tracker funds, and structured products.
These are baskets of 10 of the largest and most liquid digital assets which share common underlying attributes as guided by the Digital Assets Taxonomy System (DAT) themes. These indexes are ready-made for launching investment themed index-linked products such ETCs, tracker funds, and structured products. Both equally weighted and cap-weighted versions are available.
Chaired by Blythe Masters, an expert in financial services, technology and digital assets, the independent Wilshire Digital Assets Advisory Group (Advisory Group) is comprised of highly-experienced digital asset practitioners to ensure full transparency into classification decisions and index methodology as the market continues to evolve at pace.
The Advisory Group members will be announced soon.
During the semi-annual exchange review, we look closely at CryptoCompare's Exchange Benchmark and associated data to determine if exchanges have met our criteria to be put on the Contributing Exchange inclusion watchlist. The reverse is also determined, if a Contributing Exchange fails to meet eligible criteria, it can be added to the watchlist for possible removal. More information on our Digital Assets Pricing and Indexes Methodology is here.
During the semi-annual exchange review, we look closely at CryptoCompare's Exchange Benchmark and associated data to determine if exchanges have met our criteria to be put on the Contributing Exchange inclusion watchlist. The reverse is also determined, if a Contributing Exchange fails to meet eligible criteria, it can be added to the watchlist for possible removal. More information on our Digital Assets Pricing and Indexes Methodology is here.
The hierarchy of supersector, sector, and subsector can be found in the DATS methodology here and a breakdown of assets classified is here. You can find more information on Wilshire’s complete digital asset indexes and research tools here.
The Wilshire Liquid Alternative indexes help investors more accurately benchmark liquid alternatives. aunched in 2014, they provide a more relevant, broad market measure for the performance of diversified liquid alternative investment strategies implemented in mutual fund structures.
Our multi-asset risk parity indexes measure the performance of multi-asset risk parity strategies that allocate risk equally among three risk baskets – equity, rates and inflation – while targeting specific ex-ante volatility levels. Each risk basket contains a diverse, representative set of highly liquid futures to help capture main asset class risk drivers and minimize index turnover.
Our real estate indexes help investors measure and better understand the performance of the real estate market. Introduced in 1991, they comprise publicly traded real estate equity securities and help provide a more accurate reflection of the performance of real estate held by pension funds.
The Wilshire Bond Index measures the performance of fixed income securities held by US institutional investors. Introduced in 2016, it provides a more accurate view of the performance and risks in the US fixed income market based on institutional investments held than bond market indexes that track issue-based holdings.
Our target income indexes measure investment strategies that offer broad exposure to income-producing asset classes through exchange-traded funds (ETFs). Launched in 2018, they aim to achieve set, annualized target income yields while minimizing overall portfolio risk.
This index measures a strategy that provides optimized diversification to the US large-cap equity market. Launched in 2015, it selects companies from the Wilshire US Large Cap Index to capture a higher level of stock-specific risk while maintaining diversified exposure to market sectors. Securities are weighted based on correlation and risk.
The Wilshire BDC Index measures the performance of publicly traded business development company securities that focus on debt financing of small, developing and financially distressed companies.
Our US style indexes help investors evaluate the performance of an active manager’s investment style. Launched in 1986, they are designed to help investors quantify a portfolio’s growth, value and size characteristics. Growth and value are defined by six factors: projected price-to-earnings ratio, projected earnings growth, price-to-book ratio, dividend yield, trailing revenue growth and trailing earnings growth.
Wilshire has been applying highly tested theories and approaches to our client solutions since 1981.
You can count on our team of experts to help improve investment outcomes for a better future.
