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 12/31/2022. 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 12/31/2022. 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

174

1,010

Weighted Average Market Cap ($ Mil)

367,693

357,433

Median Market Cap ($ Mil)

42,479

11,556

Forecasted Tracking Error (Barra Predicted)

1.2%

Active Share

46.2%

Dividend Yield

1.8%

1.7%

Price/Earnings (Trailing 12 Months)

19.3x

21.6x

Price/Book Value

4.8x

5.6x

Annual Turnover (Trailing 12 Months)

28.4%

²See Disclosures

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

TWIN Prime

Alpha

1.0%

Tracking Error

2.0%

Information Ratio

0.51

Beta

0.98

Standard Deviation

15.1%

Sharpe Ratio

0.59

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

7.4

7.1

0.3

Consumer Discretionary

9.2

9.9

-0.7

Consumer Staples

7.3

6.8

0.6

Energy

5.2

0.0

Financials

12.1

12.0

0.1

Health Care

15.8

15.5

0.3

Industrials

9.2

9.4

-0.2

Information Technology

25.1

25.2

-0.1

Materials

2.5

2.9

-0.4

Real Estate

3.1

0.0

Utilities

3.2

3.0

0.2

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 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,