Wilshire Mutual FDS, Inc. Wilshire Large Company Value Portf Inv CL — ABR Dynamic Blend Equity and Volatility Index — Fact Sheet (September 2015)

2 slides from Wilshire Mutual FDS, Inc. Wilshire Large Company Value Portf Inv CL's fact sheet, Sep 30, 2015

Slide 1: Index allocation and performance vs S&P 500
℠ ℠    Cash Volatility  2% 6%   Market 92% -8.05 -9.84 17.08 1.23 8.08 12.59 21.51 700 600 500 400 300 200 100 0 S&P 500 ABR
Slide 2: The ABR Dynamic Blend Equity and Volatility Index Quick Facts
The ABR Dynamic Blend Equity and Volatility Index September 30, 2015 Five-Year Risk Values Quick Facts Correlation to Correlation to Standard Beta to Sharpe co. S&P 500 S&P 500 VIXFuture Deviation S&P 500 Ratio Weighting 51.7% 30.4% 11.2 0.47 Ww Market and volatility Review Frequency Expected Symbol