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 6/30/2022. 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 6/30/2022. 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
101
503
Weighted Average Market Cap ($ Mil)
271,874
447,118
Median Market Cap ($ Mil)
60,877
27,160
Forecasted Tracking Error (Barra Predicted)
4.0%
-
Portfolio Beta (Barra Predicted)
0.88
-
Dividend Yield
2.3%
1.7%
Price/Earnings (Trailing 12 Months)
17.8x
2
Price/Book Value
6.7x
7.9x
Annual Turnover (Trailing 12 Months)
26.0%
Performance Characteristics (Gross of Fees) 14
TWIN Dividend Select
Alpha
-0.8%
Tracking Error
3.9%
Information Ratio
-0.2
Beta
0.85
Standard Deviation
12.5%
Sharpe Ratio
0.9
Upside Capture
86%
Downside Capture
86%
(Since inception - 6/1/2010)
GICS® SECTOR WEIGHTS (%) 2
TWIN Dividend Select
S&P 500® Index
Active
Communications Services
6.6
8.9
-2.3
Consumer Discretionary
6.2
10.5
-4.4
Consumer Staples
10.7
7.0
3.7
Energy
4.6
4.4
0.3
Financials
13.2
10.8
2.3
Health Care
17.1
15.1
2.0
Industrials
7.8
7.8
0.0
Information Technology
26.3
26.8
-0.5
Materials
1.8
2.6
-0.8
Real Estate
1.4
2.9
-1.5
Utilities
4.3
3.1
1.2
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

    I'm interested in the following strategies:

    Thank you for your message. We'll be back to you promptly.