We have developed a wide range of non market capitalization indexes to help investment professionals gain access to a variety of index strategies for product creation and benchmarking.
Transparent, rules-based methodology
Representative of only the most investable, liquid assets
Designed for use in the creation of index tracking funds, derivatives and as a performance benchmark
Non Market Cap Weighted Indexes
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FT Wilshire Pure single FActor index series
FT Wilshire Pure Factor Index Series
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 pure multi factor index series
FT Wilshire Pure Multi Factor Index Series
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 Minimum Variance Index series
FT Wilshire US Large Minimum Variance 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.
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CrossTower, Okcoin and eToroX Indexes launch
This increases the number of contributing exchanges for institutional quality digital asset indexes from 7 to 10…
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Explainer Video
Watch our Climate Change 1.5 Target Index explainer video to learn more about becoming a Climate Maker.
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