Twin Prime

This actively managed diversified portfolio is intended to maximize outperformance relative to the Russell 1000® index while systematically controlling for risk.
Performance
Details
Category
Active Large / Mid-Cap Core
Benchmark
Russell 1000® Index
Inception
January 2004

Annualized Returns †, 1, 

†As of 3/31/2024. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

1See Disclosures

* Benchmark is Russell 1000® Index.  In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

GIPS Disclosure

Annual Rates of Return †, 1, 

†As of 3/31/2024. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

1See Disclosures

* Benchmark is Russell 1000® Index.  In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

Strategy Characteristics 2, 
TWIN Prime
Russell 1000® Index
Number of Holdings
162
1,004
Weighted Average Market Cap ($ Mil)
675,349
690,664
Median Market Cap ($ Mil)
54,304
13,982
Forecasted Tracking Error (Barra Predicted)
1.1%
-
Active Share
42.5%
-
Dividend Yield
1.4%
1.4%
Price/Earnings (Trailing 12 Months)
28.9x
29.7x
Price/Book Value
5.9x
6.1x
Annual Turnover (Trailing 12 Months)
24.6%

2See Disclosures

Performance Characteristics (Gross of Fees) 1, 4, 
TWIN Prime
Alpha
1.1%
Tracking Error
2.0%
Information Ratio
0.56
Beta
0.98
Standard Deviation
15.0%
Sharpe Ratio
0.66
Upside Capture
102%
Downside Capture
97%

1See Disclosures

4See Disclosures

(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS (%) 2, 
TWIN Prime
Russell 1000® Index
Active
Communications Services
8.9
8.7
0.2
Consumer Discretionary
10.4
10.4
0.0
Consumer Staples
5.8
5.7
0.1
Energy
3.9
3.9
0.0
Financials
13.9
13.8
0.1
Health Care
12.2
12.3
-0.1
Industrials
9.7
9.7
0.0
Information Technology
28.2
28.3
-0.1
Materials
2.5
2.6
-0.1
Real Estate
2.4
2.5
-0.1
Utilities
2.2
2.2
0.0

2See Disclosures

TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
Email
info@twincapital.com
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