Wilshire Mutual FDS, Inc. Wilshire Large Company Value Portf Inv CL · NASDAQ:DTLVX

Wilshire Mutual FDS, Inc. Wilshire Large Company Value Portf Inv CL — ABR Enhanced Short Volatility Index — Fact Sheet (January 2018)

2 slides from Wilshire Mutual FDS, Inc. Wilshire Large Company Value Portf Inv CL's fact sheet, January 2018

1. Slide 1: ABR Enhanced Short Volatility Index allocation and performance

   ℠ ℠   Short  Treasuries Volatility  66% 32%  Cash 2% 5,000 4,000 3,000 2,000 1,000 0 Inverse SPVXSTR ABRXIV

2. Slide 2: ABRXIV vs Inverse SPVXSTR return distribution

   30 20 10 0 less than -50% -50 to -40% -40 to -30% -30 to -20% -20 to -10% -10 to 0% ABRXIV Inverse SPVXSTR ℠ ℠

ABR Enhanced Short Volatility Index — Fact Sheet (January 2018) on 6ix