Wilshire US (Exotistan) Profile

5,105
9.30  0.18%
38%
15%
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Wilshire US Price Boundaries

DOW has a standard deviation of returns of 1.75 and is 1.2 times more volatile than Wilshire US Large Cap Value Ind. 13% of all equities and portfolios are less risky than Wilshire US. Compared to the overall equity markets, volatility of historical daily returns of Wilshire US Large Cap Value Ind is lower than 13 (%) of all global equities and portfolios over the last 30 days.
DOW has a standard deviation of returns of 1.75 and is 1.2 times more volatile than Wilshire US Large Cap Value Ind. 13% of all equities and portfolios are less risky than Wilshire US. Compared to the overall equity markets, volatility of historical daily returns of Wilshire US Large Cap Value Ind is lower than 13 (%) of all global equities and portfolios over the last 30 days.

Wilshire US Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

Wilshire US Price Dispersion

 5,100 
  
 4,925 
175.05  3.43%
Lowest period price (30 days)
 5,375 
  
 5,388 
12.98  0.24%
Highest period price (30 days)

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 Predicted Return Density 
      Returns 
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Negative ReturnsW5KLCV

Estimated Market Risk

 1.46
  actual daily
 
 87 %
of total potential
  

Expected Return

 -0.26
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.18
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Wilshire US is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Wilshire US by adding it to a well-diversified portfolio.

Wilshire US Large Cap Value Ind against other indexes

Nasdaq  1.77 %   
0%
100.0%
Seoul   1.54 %   
0%
87.0%
NQTH  1.43 %   
0%
81.0%
DOW  1.39 %   
0%
78.0%
NYSE  1.36 %   
0%
76.0%
OSE Al  1.27 %   
0%
72.0%
BSE  0.95 %   
0%
54.0%
SPTSX   0.84 %   
0%
47.0%
NIKKEI  0.72 %   
0%
40.0%
Bovesp  0.70 %   
0%
39.0%
OMXRGI  0.66 %   
0%
37.0%
NQEGT  0.56 %   
0%
31.0%
Russia  0.41 %   
0%
23.0%
OMXVGI  0.22 %   
0%
12.0%
Wilshi  0.18 %   
0%
10.0%
CAC 40  0.15 %   
0%
8.0%
Stockh  0.14 %   
0%
7.0%
Israel  0.073 %   
0%
4.0%
NZSE  0.0679 %   
0%
3.0%
Madrid  0.00 %   
0%
0%
NQPH  0.1 %   
5.0%
0%
EURONE  0.16 %   
8.0%
0%
Bursa   0.17 %   
9.0%
0%
Swiss   0.21 %   
12.0%
0%
ATX  0.27 %   
15.0%
0%
Taiwan  0.49 %   
27.0%
0%
Greece  0.51 %   
28.0%
0%
IBEX 3  0.55 %   
31.0%
0%
IPC  0.67 %   
37.0%
0%
Strait  0.79 %   
44.0%
0%
MerVal  1.15 %   
65.0%
0%
FTSE M  1.45 %   
82.0%
0%
Hang S  1.48 %   
84.0%
0%
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