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 9/30/2020. 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 9/30/2020. 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
154
1,1015
Weighted Average Market Cap ($ Mil)
403,648
385,256
Median Market Cap ($ Mil)
37,936
10,407
Forecasted Tracking Error (Barra Predicted)
1.2%
-
Active Share
45.0%
-
Dividend Yield
1.7%
1.6%
Price/Earnings (Trailing 12 Months)
2.2x
31.3x
Price/Book Value
8.2x
8.3x
Annual Turnover (Trailing 12 Months)
25.2%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.2%
Tracking Error
2.1%
Information Ratio
0.656
Beta
0.98
Standard Deviation
14.7%
Sharpe Ratio
0.63
Upside Capture
102%
Downside Capture
97%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
10.2%
10.3%
-0.1%
Consumer Discretionary
12.2%
12.3%
0.0%
Consumer Staples
6.8%
6.5%
0.4%
Energy
1.9%
1.9%
-0.1%
Financials
9.7%
9.6%
0.1%
Health Care
14.0%
14.2%
-0.2%
Industrials
8.6%
8.6%
0.0%
Information Technology
27.9%
28.0%
-0.1%
Materials
2.5%
2.7%
-0.1%
Real Estate
3.1%
3.1%
0.0%
Utilities
3.0%
2.8%
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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