Twin Small-Cap

This concentrated portfolio seeks to outperform the Russell 2000® index over a market cycle, while taking similar or less risk than the benchmark. The strategy utilizes TWIN’s dedicated Small-Cap model to capture alpha.
Category
Active Small-Cap Core
Benchmark
Russell 2000® Index
Inception
October 2013

Annualized Returns 1

As of 3/31/2021. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

Annual Rates of Return 1

As of 3/31/2021. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results. 

*Inception October 2013

Strategy Characteristics 2
TWIN Small Cap
Russell 2000® Index
Number of Holdings
134
2,056
Weighted Average Market Cap ($ Mil)
3,552
3,651
Median Market Cap ($ Mil)
3,027
1,020
Forecasted Tracking Error (Barra Predicted)
3.8%
-
Portfolio Beta (Barra Predicted)
0.98
-
Dividend Yield
1.1%
0.9%
Price/Earnings (Trailing 12 Months)
30.8x
29.3x
Price/Book Value
3.7x
4.5x
Annual Turnover (Trailing 12 Months)
60.8%
Performance Characteristics (Gross of Fees) 14
TWIN Small Cap
Alpha
-1.5%
Tracking Error
5.6%
Information Ratio
(0.27)
Beta
0.83
Standard Deviation
12.2%
Sharpe Ratio
0.56
Upside Capture
84%
Downside Capture
89%
(Since inception - 10/1/2013)
GICS® SECTOR WEIGHTS (%) 2
TWIN Small Cap
Russell 2000® Index
Active
Communications Services
2.4
2.4
0.0
Consumer Discretionary
14.612.9%
14.6
0.1
Consumer Staples
3.7
3.3
0.4
Energy
3.1
2.6
0.5
Financials
16.5
15.8
0.6
Health Care
18.0
19.5
-1.5
Industrials
16.0
16.0
0.0
Information Technology
12.6
12.7
0.0
Materials
4.5
4.5
0.1
Real Estate
5.5
5.9
-0.4
Utilities
3.0
2.7
0.3
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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