Wilshire Large Cap Optimized Diversification Index

The Wilshire Large Cap Optimized Diversification IndexSM is designed to provide optimized diversification to the U.S. large-cap equity market based on a proprietary correlation-weighted diversification methodology. The Wilshire Large Cap Optimized Diversification Index aims to capture a higher level of stock specfic risk relative to the Wilshire US Large-Cap IndexSM, while maintaining diversified exposure to market sectors.

The Wilshire Large Cap Optimized Diversification Index was introduced in 2015.

Summary

  • Wilshire Large Cap Optimized Diversification selects companies from the Wilshire US Large-Cap Index
  • Weights membership determined from correlation optimization
  • Security weight maximum of 1 percent
  • Sector exposures constrained to between 0.5x and 2.0x relative to Wilshire US Large-Cap Index
  • Rebalanced quarterly
  • Daily history from December 31, 2001
  • Suggested exchange ticker: WILCOD

Fact Sheet

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Methodology

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