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 3/31/2020. 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 3/31/2020. 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
149
997
Weighted Average Market Cap ($ Mil)
252,512
242,176
Median Market Cap ($ Mil)
31,460
7,413
Forecasted Tracking Error (Barra Predicted)
1.7%
-
Active Share
47.0%
-
Dividend Yield
2.5%
2.3%
Price/Earnings (Trailing 12 Months)
19.0x
24.9x
Price/Book Value
6.5x
6.7x
Annual Turnover (Trailing 12 Months)
22.5%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.3%
Tracking Error
2.1%
Information Ratio
0.64
Beta
0.98
Standard Deviation
14.1%
Sharpe Ratio
0.58
Upside Capture
103%
Downside Capture
96%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
10.2%
10.3%
-0.1%
Consumer Discretionary
9.7%
10.1%
-0.4%
Consumer Staples
7.5%
7.3%
0.2%
Energy
2.6%
2.5%
0.1%
Financials
10.9%
11.1%
-0.3%
Health Care
15.8%
15.3%
0.5%
Industrials
7.8%
8.6%
-0.9%
Information Technology
25.6%
25.1%
0.5%
Materials
2.6%
2.6%
0.0%
Real Estate
3.8%
3.6%
0.1%
Utilities
3.7%
3.5%
0.2%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
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