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 12/31/2020. 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 12/31/2020. 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
179
1,017
Weighted Average Market Cap ($ Mil)
411,385
412,723
Median Market Cap ($ Mil)
40,988
12,362
Forecasted Tracking Error (Barra Predicted)
1.2%
-
Active Share
44.0%
-
Dividend Yield
1.4%
1.4%
Price/Earnings (Trailing 12 Months)
28.0x
35.5x
Price/Book Value
8.9x
7.2x
Annual Turnover (Trailing 12 Months)
31.4%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.1%
Tracking Error
2.1%
Information Ratio
0.53
Beta
0.98
Standard Deviation
14.8%
Sharpe Ratio
0.67
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%
10.4%
-0.2%
Consumer Discretionary
12.0%
12.4%
-0.4%
Consumer Staples
5.9%
6.0%
-0.1%
Energy
2.0%
2.1%
-0.2%
Financials
11.1%
10.4%
0.7%
Health Care
13.7%
13.5%
0.2%
Industrials
9.1%
8.8
0.2%
Information Technology
27.2%
28.0%
-0.8%
Materials
2.7%
2.7%
-0.1%
Real Estate
2.8%
3.0%
-0.1%
Utilities
3.2%
2.6%
0.6%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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