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 3/31/2021. 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 3/31/2021. 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
183
1,023
Weighted Average Market Cap ($ Mil)
383,713
388,952
Median Market Cap ($ Mil)
37,170
13,092
Forecasted Tracking Error (Barra Predicted)
1.3%
-
Active Share
46.6%
-
Dividend Yield
1.4%
1.4%
Price/Earnings (Trailing 12 Months)
32.6x
34.0x
Price/Book Value
9.6x
9.7x
Annual Turnover (Trailing 12 Months)
33.2%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.1%
Tracking Error
2.1%
Information Ratio
0.53
Beta
0.98
Standard Deviation
14.7%
Sharpe Ratio
0.69
Upside Capture
102%
Downside Capture
97%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS (%) 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
10.6
10.5
0.1
Consumer Discretionary
12.0
12.1
-0.1
Consumer Staples
5.9%
5.8
0.1
Energy
2.6
2.6
0.0
Financials
12.0
11.4
0.6
Health Care
12.9
13.1
-0.2
Industrials
9.5
9.4
0.1
Information Technology
25.9
26.7
-0.7
Materials
2.6
2.8
-0.2
Real Estate
3.3
3.0
0.3
Utilities
2.6
2.6
0.0
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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