Universe Analysis

Compass includes a screening utility which allows users to screen Wilshire's manager databases using over 250 product specific and business-related criteria. Users can then create peer universes for comparing manager performance and other portfolio characteristics (i.e., price/earnings ratio, yield, avg. market capitalization, turnover etc.).  In addition, Wilshire has developed an array of "standardized" Universes that may be selected. 

The Universe graph below shows the specific product has performed in the top half of Wilshire's Large-cap Value Universe over the quarter, one-, three-, and five-year periods ended March 31, 2004.

The next Universe graph plots one-, three-, and five-year Sharpe ratios for the same product vs. Wilshire's Large-cap Value Universe.

The sample below shows two fundamental portfolio characteristics, 5 year earnings per share growth and price-to-book, for the product and the Wilshire Large Value Index vs. Wilshire's Large-cap Value Universe.

Compass contains more than 80 additional characteristics and factors that may be evaluated within the Universe analytic.

In addition, users can elect to perform rolling analysis to remove some of the time period specific sensitivity that the analysis might contain.  Shown below is a Rolling Rank report for the product and a large value benchmark.

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