Wilshire utilizes tested and proven investment theory and practices, enabling us to recommend practical solutions for our clients.
Wilshire produces insightful, independent research focused on addressing the investment challenges and opportunities facing our clients.
Wilshire provides innovative investment technology tools to hundreds of institutions, investment managers and plan sponsors worldwide.
The ABR Equity Size Premium IndexSM designed by ABR Dynamic Funds, LLC, measures a proprietary model that reweights the S&P 500 by blending its market-capitalization–weighted and equal-weighted indices. The model targets the generally higher returns of smaller capitalization stocks in the S&P 500 over long periods of time while also dynamically mitigating their increased risk in a crisis, aiming to outperform the S&P 500. Created in 2017 with a time series of data beginning on December 31, 1990, the ABR Equity Size Premium Index is designed to measure a strategy that aims to harvest the risk premium inherent in smaller capitalization stocks within the S&P 500.