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 9/30/2019. 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 9/30/2019. 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
1,001
Weighted Average Market Cap ($ Mil)
222,595
209,366
Median Market Cap ($ Mil)
37,738
9,725
Forecasted Tracking Error (Barra Predicted)
1.3%
-
Active Share
54.3%
-
Dividend Yield
2.0%
1.9%
Price/Earnings (Trailing 12 Months)
22.4x
23.8x
Price/Book Value
6.5x
6.1x
Annual Turnover (Trailing 12 Months)
23.8%
Performance Characteristics (Gross of Fees) 14
TWIN Prime
Alpha
1.5%
Tracking Error
2.1%
Information Ratio
0.69
Beta
0.97
Standard Deviation
13.6%
Sharpe Ratio
0.6
Upside Capture
103%
Downside Capture
96%
(Since inception - 1/1/2004)
GICS® SECTOR WEIGHTS 2
TWIN Prime
Russell 1000® Index
Active
Communications Services
9.8%
9.8%
-0.1%
Consumer Discretionary
10.2%
10.3%
-0.2%
Consumer Staples
7.4%
7.0%
0.3%
Energy
4.2%
4.3%
-0.1%
Financials
13.2%
13.2%
0.0%
Health Care
12.7%
13.3%
-0.7%
Industrials
9.5%
9.7%
-0.2%
Information Technology
21.9%
22.0%
-0.2%
Materials
3.0%
2.8%
0.2%
Real Estate
4.0%
4.0%
0.0%
Utilities
4.3%
3.4%
0.8%
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002
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