The Wilshire Investment Database

The Wilshire Investment Database contains over 42,000 investment vehicles:

  • 10,000 separate account products
  • 27,000 mutual fund products (Lipper)
  • 1,700 ETFs
  • 3,200 indices
  • Hedge funds and hedge fund of funds
  • Private equity and private real estate (Coming Soon)
  • 150 total funds (large institutional plans)
  • 100 fundamental portfolio characteristics

In addition to supplying historical monthly and quarterly performance information, the Wilshire Investment Database provides in-depth qualitative profiles of investment managers including: organization structure and resources, key investment professional information, investment philosophies, fee schedules, growth of assets and number of accounts. Perhaps the most distinct aspect of the Wilshire Investment Database is that it captures holdings-based fundamental characteristics enabling clients to easily conduct returns-based and holdings-based style and attribution analysis.

An often overlooked aspect of the Wilshire Investment Database is that it contains over 100 portfolio characteristics of actual equity portfolios calculated by Wilshire Associates’ proprietary equity risk model. As a result, Wilshire Compass clients have the ability to screen the database on various characteristics including style exposures, market capitalization statistics, sector and country allocations, price/book, price/earnings and yield. Similarly, Wilshire publishes over 60 fixed income portfolio characteristics collected directly from the managers.

Utilized by Wilshire consulting, plan sponsors, foundations, endowments, family offices and regional consulting firms, The Wilshire Investment Database is a cost-effective resource for all institutional investors.