Twin Prime

This actively managed diversified portfolio is intended to maximize outperformance relative to the Russell 1000® index while systematically controlling for risk.
Category
Active Large / Mid-Cap Core
Benchmark
Russell 1000® Index
Inception
January 2004

Annualized Returns 1

As of 12/31/2023. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

* 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).

Annual Rates of Return 1

As of 12/31/2023. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

* 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
158
1,007
Weighted Average Market Cap ($ Mil)
611,709
620,040
Median Market Cap ($ Mil)
55,917
12,997
Forecasted Tracking Error (Barra Predicted)
1.1%
-
Active Share
43.4%
-
Dividend Yield
1.5%
1.4%
Price/Earnings (Trailing 12 Months)
24.6x
28.0x
Price/Book Value
6.0x
6.1x
Annual Turnover (Trailing 12 Months)
28.9%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.1%
Tracking Error
2.0%
Information Ratio
0.53
Beta
0.97
Standard Deviation
15.1%
Sharpe Ratio
0.63
Upside Capture
102%
Downside Capture
97%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS (%) 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
8.3
8.3
0.0
Consumer Discretionary
10.9
10.9
0.0
Consumer Staples
6.1
5.9
0.3
Energy
3.7
3.8
-0.1
Financials
13.4
13.5
-0.1
Health Care
12.5
12.5
0.0
Industrials
9.6
9.6
0.0
Information Technology
28.2
27.9
0.3
Materials
2.7
2.6
0.1
Real Estate
2.3
2.8
-0.6
Utilities
2.2
2.3
-0.1
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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