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

^†As of 6/30/2023. 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

^†As of 6/30/2023. 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

1,008

Weighted Average Market Cap ($ Mil)

615,728

585,647

Median Market Cap ($ Mil)

50,638

12,248

Forecasted Tracking Error (Barra Predicted)

1.2%

Active Share

42.9%

Dividend Yield

1.5%

Price/Earnings (Trailing 12 Months)

22.2x

26.1x

Price/Book Value

5.5x

6.5x

Annual Turnover (Trailing 12 Months)

33%

²See Disclosures

Performance Characteristics (Gross of Fees) ^1,^4,

TWIN Prime

Alpha

1.0%

Tracking Error

2.0%

Information Ratio

0.52

Beta

0.98

Standard Deviation

15.1%

Sharpe Ratio

0.62

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

8.2

8.1

0.2

Consumer Discretionary

10.9

0.0

Consumer Staples

6.4

6.3

0.1

Energy

3.9

4.0

-0.1

Financials

12.8

12.9

0.0

Health Care

13.0

13.3

-0.3

Industrials

9.6

0.0

Information Technology

27.5

27.1

0.4

Materials

2.5

2.7

-0.2

Real Estate

2.5

2.7

-0.2

Utilities

2.6

2.5

0.1

²See Disclosures

TWIN Capital Management

3244 Washington Road
Suite 202
McMurray, PA 15317

Phone

724.942.2000

Fax

724.942.2002

info@twincapital.com

Other Info

Disclosures
Forms ADV & CRS
Privacy & Cookie Policies

TWIN Tax Managed Large Cap (Direct Index)

Twin Small-Cap

Custom Portfolios

Twin Prime

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,

Twin Prime

Annualized Returns †, 1,

Annual Rates of Return †, 1,

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,