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 6/30/2023. 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 6/30/2023. 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
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%
1.5%
Price/Earnings (Trailing 12 Months)
22.2x
26.1x
Price/Book Value
5.5x
6.5x
Annual Turnover (Trailing 12 Months)
33%
Performance Characteristics (Gross of Fees) 14
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%
(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
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
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
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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