Dividend Select

A lower volatility portfolio that involves two levels of stock selection. We first create a universe of S&P 500® stocks with less return variability; and then select stocks from this universe using our TWIN Equity Model™ and Fundamental Tilt®. The goal is to outperform the S&P 500® over the long-term with significantly less risk (standard deviation) than the index itself.
Category
Defensive/Reduced Volatility
Benchmark
S&P 500® Index
Inception
June 2010

Annualized Returns 1

As of 3/31/2020. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

Annual Rates of Return 1

As of 3/31/2020. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

*Inception June 2010

Strategy Characteristics 2
TWIN Dividend Select
S&P 500® Index
Number of Holdings
96
505
Weighted Average Market Cap ($ Mil)
209,690
265,610
Median Market Cap ($ Mil)
49,606
17,449
Forecasted Tracking Error (Barra Predicted)
4.0%
-
Portfolio Beta (Barra Predicted)
0.95
1.00
Dividend Yield
3.1%
2.4%
Price/Earnings (Trailing 12 Months)
18.5x
20.8x
Price/Book Value
6.5x
6.9x
Annual Turnover (Trailing 12 Months)
28.6%
Performance Characteristics (Gross of Fees) 14
TWIN Dividend Select
Alpha
-0.5%
Tracking Error
3.6%
Information Ratio
-0.13
Beta
0.86
Standard Deviation
11.8%
Sharpe Ratio
0.58
Upside Capture
88%
Downside Capture
86%
(Since inception - 6/1/2010)
GICS® SECTOR WEIGHTS 2
TWIN Dividend Select
S&P 500® Index
Active
Communications Services
8.7%
10.7%
-2.1%
Consumer Discretionary
7.3%
9.8%
-2.5%
Consumer Staples
11.7%
7.8%
3.9%
Energy
2.7%
2.6%
0.1%
Financials
10.2%
10.9%
-0.8%
Health Care
16.0%
15.4%
0.7%
Industrials
8.3%
8.2%
0.1%
Information Technology
24.5%
25.5%
-1.0%
Materials
2.5%
2.4%
0.0%
Real Estate
0.5%
3.0%
-2.5%
Utilities
7.6%
3.6%
4.1%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
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