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 6/30/2019. 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 6/30/2019. 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
95
505
Weighted Average Market Cap ($ Mil)
183,040
224,923
Median Market Cap ($ Mil)
49,832
22,142
Forecasted Tracking Error (Barra Predicted)
2.8%
-
Portfolio Beta (Barra Predicted)
0.90
1.00
Dividend Yield
2.5%
2.0%
Price/Earnings (Trailing 12 Months)
19.0x
21.4x
Price/Book Value
5.4x
5.6x
Annual Turnover (Trailing 12 Months)
30.8%
Performance Characteristics (Gross of Fees) 14
TWIN Dividend Select
Alpha
0.0%
Tracking Error
3.7%
Information Ratio
(0.01)
Beta
0.82
Standard Deviation
10.6%
Sharpe Ratio
0.66
Upside Capture
88%
Downside Capture
81%
(Since inception - 6/1/2010)
GICS® SECTOR WEIGHTS 2
TWIN Dividend Select
S&P 500® Index
Active
Communications Services
8.2%
10.2%
-2.0%
Consumer Discretionary
7.9%
10.2%
-2.3%
Consumer Staples
10.6%
7.3%
3.3%
Energy
4.6%
5.0%
-0.5%
Financials
12.1%
13.1%
-1.0%
Health Care
13.6%
14.2%
-0.6%
Industrials
11.9%
9.4%
2.5%
Information Technology
21.1%
21.5%
-0.3%
Materials
2.3%
2.8%
-0.5%
Real Estate
0.8%
3.1%
-2.3%
Utilities
6.9%
3.3%
3.5%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
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