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Home : Indexes : Wilshire US Style Indexes

Indexes

Wilshire US Style Indexes

The Wilshire US Style Indexes are designed as benchmarks that can help fund sponsors evaluate the performance of active managers relative to their own respective investment management style. Wilshire first introduced a multi-factor style measurement metric and the associated style indexes in 1986 and were designed to help investors quantify portfolios’ growth, value and size characteristics based on holdings with history dating back to June 1978. The style indexes separate the Wilshire 5000 into four capitalization groups (Large, Small, Mid and Micro), then divide the Large, Small and Mid-Cap issues by float-adjusted capitalization equally into growth and value indexes. Growth and value are defined by looking at six factors: projected price-to-earnings ratio, projected earnings growth, price-to-book ratio, dividend yield, trailing revenue growth and trailing earnings growth.

  • Wilshire US Large-Cap IndexSM: 
    Includes the top 750 Wilshire 5000 companies
  • Wilshire US Large-Cap Growth IndexSM: 
    Includes the growth half of the Wilshire US Large-Cap
  • Wilshire US Large-Cap Value IndexSM: 
    Includes the value half of the Wilshire US Large-Cap
  • Wilshire US Mid-Cap IndexSM: 
    Includes the bottom 250 large-cap and top 250 small-cap companies
  • Wilshire US Mid-Cap Growth IndexSM: 
    Includes the growth half of the Wilshire US Mid-Cap
  • Wilshire US Mid-Cap Value IndexSM: 
    Includes the value half of the Wilshire US Mid-Cap
  • Wilshire US Small-Cap IndexSM: 
    Includes the next 1,750 Wilshire 5000 companies smaller than large-cap
  • Wilshire US Small-Cap Growth IndexSM: 
    Includes the growth half of the Wilshire US Small-Cap
  • Wilshire US Small-Cap Value IndexSM: 
    Includes the value half of the Wilshire US Small-Cap
  • Wilshire US Micro-Cap IndexSM: 
    Includes Wilshire 5000 companies in neither the large- nor small-cap
  • Wilshire 2500 IndexSM: 
    Includes the top 2,500 Wilshire 5000 companies
  • Wilshire 2500 Growth IndexSM: 
    Includes the growth half of the Wilshire US Small-Cap
  • Wilshire 2500 Value IndexSM: 
    Includes the value half of the Wilshire US Small-Cap

Summary

  • Size and/or style segment of the Wilshire 5000
  • Float-adjusted capitalization weighted
  • Rebalanced semi-annually
  • Monthly history from June 30, 1978
  • Daily history from December 31, 1998
  • Suggested exchange ticker: W5K[size][g/v]

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