Wilshire 5000 Index Fund Market Value
| WINDX Fund | USD 35.15 0.06 0.17% |
| Symbol | Wilshire |
Wilshire 5000 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Wilshire 5000's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Wilshire 5000.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Wilshire 5000 on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Wilshire 5000 Index or generate 0.0% return on investment in Wilshire 5000 over 90 days. Wilshire 5000 is related to or competes with Virtus Nfj, Cb Large, Guidemark Large, Dunham Large, Qs Us, Transamerica Large, and Qs Us. The fund invests at least 80 percent of its assets in the equity securities of companies included in the index that are ... More
Wilshire 5000 Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Wilshire 5000's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Wilshire 5000 Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8174 | |||
| Information Ratio | 0.057 | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.2 |
Wilshire 5000 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilshire 5000's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilshire 5000's standard deviation. In reality, there are many statistical measures that can use Wilshire 5000 historical prices to predict the future Wilshire 5000's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.0747 | |||
| Total Risk Alpha | 0.0365 | |||
| Sortino Ratio | 0.0946 | |||
| Treynor Ratio | 0.1314 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wilshire 5000's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Wilshire 5000 February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0916 | |||
| Market Risk Adjusted Performance | 0.1414 | |||
| Mean Deviation | 0.7037 | |||
| Semi Deviation | 0.6618 | |||
| Downside Deviation | 0.8174 | |||
| Coefficient Of Variation | 921.58 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.84 | |||
| Information Ratio | 0.057 | |||
| Jensen Alpha | 0.0747 | |||
| Total Risk Alpha | 0.0365 | |||
| Sortino Ratio | 0.0946 | |||
| Treynor Ratio | 0.1314 | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.6681 | |||
| Semi Variance | 0.438 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 4.5 | |||
| Kurtosis | 30.09 |
Wilshire 5000 Index Backtested Returns
Wilshire 5000 appears to be very steady, given 3 months investment horizon. Wilshire 5000 Index shows Sharpe Ratio of 0.15, which attests that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wilshire 5000 Index, which you can use to evaluate the volatility of the fund. Please utilize Wilshire 5000's Market Risk Adjusted Performance of 0.1414, downside deviation of 0.8174, and Mean Deviation of 0.7037 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 1.04, which attests to a somewhat significant risk relative to the market. Wilshire 5000 returns are very sensitive to returns on the market. As the market goes up or down, Wilshire 5000 is expected to follow.
Auto-correlation | -0.03 |
Very weak reverse predictability
Wilshire 5000 Index has very weak reverse predictability. Overlapping area represents the amount of predictability between Wilshire 5000 time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 2026. 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 5000 Index price movement. The serial correlation of -0.03 indicates that only 3.0% of current Wilshire 5000 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Wilshire Mutual Fund
Wilshire 5000 financial ratios help investors to determine whether Wilshire Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Wilshire with respect to the benefits of owning Wilshire 5000 security.
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