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 12/31/2019. 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 12/31/2019. 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
148
997
Weighted Average Market Cap ($ Mil)
266,056
246,861
Median Market Cap ($ Mil)
42,267
10,380
Forecasted Tracking Error (Barra Predicted)
1.1%
-
Active Share
48.8%
-
Dividend Yield
1.9%
1.8%
Price/Earnings (Trailing 12 Months)
21.7x
24.2x
Price/Book Value
5.5x
5.9x
Annual Turnover (Trailing 12 Months)
22.7%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.5%
Tracking Error
2.1%
Information Ratio
0.70
Beta
0.97
Standard Deviation
13.5%
Sharpe Ratio
0.7
Upside Capture
103%
Downside Capture
96%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
9.6%
9.9%
-0.3%
Consumer Discretionary
9.6%
10.0%
-0.3%
Consumer Staples
6.9%
6.7%
0.2%
Energy
4.0%
4.1%
-0.1%
Financials
13.1%
13.2%
0.0%
Health Care
13.7%
13.9%
-0.2%
Industrials
9.5%
9.5%
0.0%
Information Technology
23.0%
23.1%
-0.1%
Materials
2.8%
2.8%
0.0%
Real Estate
4.0%
3.7%
0.3%
Utilities
3.7%
3.2%
0.5%
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.