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 3/31/2022. 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 3/31/2022. 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
100
506
Weighted Average Market Cap ($ Mil)
313,195
597,222
Median Market Cap ($ Mil)
60,401
31,532
Forecasted Tracking Error (Barra Predicted)
4.2%
-
Portfolio Beta (Barra Predicted)
0.89
-
Dividend Yield
2.1%
1.4%
Price/Earnings (Trailing 12 Months)
19.7x
26.2x
Price/Book Value
7.5x
8.1x
Annual Turnover (Trailing 12 Months)
24.1%
Performance Characteristics (Gross of Fees) 14
TWIN Dividend Select
Alpha
-1.3%
Tracking Error
3.8%
Information Ratio
-0.35
Beta
0.86
Standard Deviation
12.2%
Sharpe Ratio
1.1
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
6.8
9.4
-2.6
Consumer Discretionary
7.2
12.0
-4.9
Consumer Staples
10.2
6.1
4.1
Energy
3.1
3.9
-0.7
Financials
14.4
11.1
3.3
Health Care
15.6
13.6
2.0
Industrials
7.5
7.9
-0.3
Information Technology
27.3
28.0
-0.7
Materials
1.8
2.6
-0.8
Real Estate
1.5
2.7
-1.3
Utilities
4.6
2.7
1.9
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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