Wilshire Mutual Backtesting

WFIVX -- USA Fund  

USD 23.17  0.44  1.86%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Wilshire Mutual Fds Inc Dow J and determine expected loss or profit from investing in Wilshire Mutual over given investment horizon. See also Wilshire Mutual Hype Analysis, Wilshire Mutual Correlation, Portfolio Optimization, Wilshire Mutual Volatility as well as analyze Wilshire Mutual Alpha and Beta and Wilshire Mutual Performance.
Horizon     30 Days    Login   to change

Wilshire Mutual 'What if' Analysis

October 28, 2019
No Change 0.00  0.0 
In 2 months and 31 days
January 26, 2020
If you would invest  0.00  in Wilshire Mutual on October 28, 2019 and sell it all today you would earn a total of 0.00 from holding Wilshire Mutual Fds Inc Dow J or generate 0.0% return on investment in Wilshire Mutual over 90 days. Wilshire Mutual is related to or competes with Strategic Advisers, Vanguard Large, TIAA CREF, JPMorgan U, Columbia Fds, Davis New, and DoubleLine Shiller. The investment seeks to replicate as closely as possible the performance of the Wilshire 5000 Index before the deduction...

Wilshire Mutual Upside/Downside Indicators

Downside Deviation1.02
Information Ratio(0.07)
Maximum Drawdown5.12
Value At Risk(0.85)
Potential Upside0.9021

Wilshire Mutual Market Premium Indicators

Risk Adjusted Performance0.0419
Jensen Alpha0.0409
Total Risk Alpha(0.10)
Sortino Ratio(0.049932)
Treynor Ratio0.6817

Wilshire Mutual Fds Backtested Returns

We consider Wilshire Mutual very steady. Wilshire Mutual Fds shows Sharpe Ratio of 0.051 which attests that the fund had 0.051% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Wilshire Mutual Fds which you can use to evaluate future volatility of the fund. Please check out Wilshire Mutual Fds Mean Deviation of 0.4527, Downside Deviation of 1.02 and Market Risk Adjusted Performance of 0.6917 to validate if risk estimate we provide are consistent with the epected return of 0.0373%. The entity maintains market beta of 0.0702 which attests that as returns on market increase, Wilshire Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Wilshire Mutual will be expected to be smaller as well. Although it is extremely important to respect Wilshire Mutual Fds historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Wilshire Mutual Fds technical indicators you can presently evaluate if the expected return of 0.0373% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.33 
correlation synergy

Below average predictability

Wilshire Mutual Fds Inc Dow J has below average predictability. Overlapping area represents the amount of predictability between Wilshire Mutual time series from October 28, 2019 to December 12, 2019 and December 12, 2019 to January 26, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Wilshire Mutual Fds price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Wilshire Mutual price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.57
Residual Average0.0
Price Variance0.06

Wilshire Mutual Fds lagged returns against current returns

 Current and Lagged Values 

Wilshire Mutual regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Wilshire Mutual Lagged Returns

 Regressed Prices 

Current Sentiment - WFIVX

Wilshire Mutual Fds Investor Sentiment

Most of Macroaxis users are at this time bullish on Wilshire Mutual Fds Inc Dow J. What is your outlook on investing in Wilshire Mutual Fds Inc Dow J? Are you bullish or bearish?
98% Bullish
2% Bearish

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See also Wilshire Mutual Hype Analysis, Wilshire Mutual Correlation, Portfolio Optimization, Wilshire Mutual Volatility as well as analyze Wilshire Mutual Alpha and Beta and Wilshire Mutual Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.