Wilshire launches liquid risk premia index

Wilshire is offering allocators a new index to measure the performance of liquid risk premia across a broad cross-section of factors diversified over asset class and style and valued on a daily basis.

The Systematic Cross Premia Index was created by Asset Management One USA (AMO USA) and calculated by Wilshire. Assets classes represented include fixed-income, credit, foreign exchange, equity indices, commodities and a multi-asset group that includes four investment styles -- carry, value, momentum and defensive.

“In creating this index, we leveraged our long history of developing and analyzing risk premia strategies . . .

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