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 6/30/2019. 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 6/30/2019. 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
146
977
Weighted Average Market Cap ($ Mil)
212,899
204,629
Median Market Cap ($ Mil)
35,903
10,327
Forecasted Tracking Error (Barra Predicted)
1.1%
-
Active Share
50.0%
-
Dividend Yield
2.0%
1.9%
Price/Earnings (Trailing 12 Months)
20.4x
24.1x
Price/Book Value
5.2x
5.7x
Annual Turnover (Trailing 12 Months)
22.7%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.5%
Tracking Error
2.1%
Information Ratio
0.72
Beta
0.97
Standard Deviation
13.7%
Sharpe Ratio
0.66
Upside Capture
104%
Downside Capture
96%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
9.6%
9.6%
0.1%
Consumer Discretionary
10.4%
10.3%
0.1%
Consumer Staples
7.3%
6.7%
0.6%
Energy
4.5%
4.8%
-0.3%
Financials
13.1%
13.3%
-0.2%
Health Care
13.7%
13.9%
-0.2%
Industrials
9.4%
9.8%
-0.3%
Information Technology
21.7%
21.8%
-0.1%
Materials
2.6%
2.9%
-0.3%
Real Estate
3.9%
3.7%
0.2%
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
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