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 12/31/2022. 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 12/31/2022. 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
174
1,010
Weighted Average Market Cap ($ Mil)
367,693
357,433
Median Market Cap ($ Mil)
42,479
11,556
Forecasted Tracking Error (Barra Predicted)
1.2%
-
Active Share
46.2%
-
Dividend Yield
1.8%
1.7%
Price/Earnings (Trailing 12 Months)
19.3x
21.6x
Price/Book Value
4.8x
5.6x
Annual Turnover (Trailing 12 Months)
28.4%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.0%
Tracking Error
2.0%
Information Ratio
0.51
Beta
0.98
Standard Deviation
15.1%
Sharpe Ratio
0.59
Upside Capture
102%
Downside Capture
97%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS (%) 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
7.4
7.1
0.3
Consumer Discretionary
9.2
9.9
-0.7
Consumer Staples
7.3
6.8
0.6
Energy
5.2
5.2
0.0
Financials
12.1
12.0
0.1
Health Care
15.8
15.5
0.3
Industrials
9.2
9.4
-0.2
Information Technology
25.1
25.2
-0.1
Materials
2.5
2.9
-0.4
Real Estate
3.1
3.1
0.0
Utilities
3.2
3.0
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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