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 6/30/2020. 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 6/30/2020. 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
150
1,004
Weighted Average Market Cap ($ Mil)
345,029
328,071
Median Market Cap ($ Mil)
37,123
9,525
Forecasted Tracking Error (Barra Predicted)
1.3%
-
Active Share
46.0%
-
Dividend Yield
1.8%
1.8%
Price/Earnings (Trailing 12 Months)
22.3x
25.5x
Price/Book Value
7.9x
7.1x
Annual Turnover (Trailing 12 Months)
24.0%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.3%
Tracking Error
2.1%
Information Ratio
0.61
Beta
0.98
Standard Deviation
14.6%
Sharpe Ratio
0.63
Upside Capture
103%
Downside Capture
97%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
10.6%
10.3%
0.4%
Consumer Discretionary
11.4%
11.3%
0.1%
Consumer Staples
6.5%
6.4%
0.1%
Energy
2.7%
2.6%
0.0%
Financials
10.4%
10.2%
0.2%
Health Care
14.5%
14.6%
-0.1%
Industrials
8.1%
8.4%
-0.3%
Information Technology
27.0%
27.3%
-0.3%
Materials
2.7%
2.6%
0.0%
Real Estate
3.3%
3.4%
-0.1%
Utilities
2.9%
2.9%
0.0%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
I'm interested in the following strategies:

Thank you for your message. We'll be back to you promptly.