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Emerging Markets Equity

Overview

The Strategy typically invests in emerging and developing market stocks.

Strategy Inception Date
November 18, 1996
Composite Inception Date
December 31, 2007
Composite AUM
(as of 11/30/2018)
$42.40 BN
Composite Benchmark
MSCI Emerging Markets Index
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 11/30/2018
as of 09/30/2018

Cumulative
Annualized
ytd as of 2018-09-30
1 yr 3 yr 5 yr 10 yr since inception
Emerging Markets Equity (gross of fees)
-3.72% 1.44% 14.28% 4.42% 8.61% 4.87%
Emerging Markets Equity (net of fees)
-4.33% 0.59% 13.34% 3.54% 7.70% 3.99%
MSCI Emerging Markets Index
-7.68% -0.81% 12.36% 3.61% 5.40% 0.81%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Emerging Markets Equity (gross of fees)
-8.24% -5.45% 9.90% 2.81% 12.25% 4.33%
Emerging Markets Equity (net of fees)
-8.95% -6.24% 8.99% 1.96% 11.32% 3.46%
MSCI Emerging Markets Index
-12.24% -9.09% 9.41% 1.90% 9.13% 0.33%

OFI Global's Emerging Markets Equity Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.


Year Emerging Markets Equity (gross of fees) Emerging Markets Equity (net of fees) MSCI Emerging Markets Index
2008 -47.27% -47.74% -53.33%
2009 84.57% 83.10% 78.51%
2010 28.65% 27.60% 18.88%
2011 -17.03% -17.74% -18.42%
2012 22.45% 21.44% 18.22%
2013 9.76% 8.85% -2.60%
2014 -3.60% -4.41% -2.19%
2015 -12.92% -13.66% -14.92%
2016 8.23% 7.33% 11.19%
2017 36.49% 35.37% 37.28%

OFI Global's Emerging Markets Equity Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.


Date Emerging Markets Equity (gross of fees) Emerging Markets Equity (net of fees) MSCI Emerging Markets Index
11/30/2008 0.00 0.00 0.00
12/31/2008 5.40 5.33 7.80
1/31/2009 -1.65 -1.79 0.84
2/28/2009 -7.75 -7.95 -4.85
3/31/2009 5.42 5.13 8.82
4/30/2009 24.17 23.75 26.93
5/31/2009 46.64 46.06 48.62
6/30/2009 46.22 45.54 46.62
7/31/2009 61.86 61.01 63.11
8/31/2009 63.34 62.36 62.52
9/30/2009 77.37 76.19 77.27
10/31/2009 76.34 75.05 77.49
11/30/2009 87.10 85.60 85.12
12/31/2009 94.54 92.86 92.43
1/31/2010 83.82 82.10 81.70
2/28/2010 86.23 84.36 82.34
3/31/2010 100.72 98.57 97.06
4/30/2010 103.41 101.09 99.44
5/31/2010 88.50 86.21 81.90
6/30/2010 88.73 86.31 80.56
7/31/2010 107.33 104.55 95.60
8/31/2010 103.48 100.60 91.80
9/30/2010 128.69 125.31 113.12
10/31/2010 137.10 133.45 119.30
11/30/2010 131.75 128.01 113.52
12/31/2010 150.28 146.09 128.75
1/31/2011 137.17 133.02 122.55
2/28/2011 137.03 132.72 120.47
3/31/2011 149.19 144.49 133.43
4/30/2011 157.86 152.83 140.67
5/31/2011 151.36 146.28 134.36
6/30/2011 148.29 143.10 130.76
7/31/2011 145.12 139.82 129.73
8/31/2011 129.43 124.31 109.20
9/30/2011 99.17 94.56 78.70
10/31/2011 123.52 118.22 102.37
11/30/2011 115.25 109.99 88.88
12/31/2011 107.66 102.43 86.61
1/31/2012 126.57 120.73 107.77
2/29/2012 139.67 133.34 120.22
3/31/2012 139.21 132.73 112.87
4/30/2012 137.71 131.10 110.32
5/31/2012 113.48 107.39 86.74
6/30/2012 125.70 119.11 93.94
7/31/2012 126.71 119.94 97.73
8/31/2012 130.38 123.35 97.07
9/30/2012 142.53 134.97 108.96
10/31/2012 144.81 137.01 107.69
11/30/2012 145.15 137.18 110.33
12/31/2012 154.27 145.83 120.61
1/31/2013 161.46 152.62 123.65
2/28/2013 157.10 148.22 120.84
3/31/2013 155.37 146.39 117.04
4/30/2013 158.77 149.49 118.68
5/31/2013 157.76 148.34 113.07
6/30/2013 145.93 136.77 99.50
7/31/2013 154.61 144.96 101.59
8/31/2013 146.67 137.15 98.12
9/30/2013 168.45 157.92 111.01
10/31/2013 178.19 167.10 121.26
11/30/2013 176.41 165.21 118.02
12/31/2013 179.09 167.59 114.87
1/31/2014 157.44 146.64 100.92
2/28/2014 169.59 158.11 107.58
3/31/2014 175.03 163.14 113.95
4/30/2014 175.47 163.38 114.66
5/31/2014 187.35 174.55 122.15
6/30/2014 197.40 183.96 128.06
7/31/2014 196.69 183.08 132.47
8/31/2014 205.80 191.58 137.71
9/30/2014 187.63 174.05 120.09
10/31/2014 193.16 179.12 122.68
11/30/2014 188.41 174.41 120.33
12/31/2014 169.05 155.80 110.17
1/31/2015 165.93 152.65 111.43
2/28/2015 171.92 158.16 117.98
3/31/2015 166.26 152.61 114.88
4/30/2015 177.74 163.32 131.41
5/31/2015 172.79 158.45 122.14
6/30/2015 169.11 154.78 116.37
7/31/2015 156.68 142.83 101.37
8/31/2015 129.70 117.14 83.16
9/30/2015 123.22 110.86 77.65
10/31/2015 143.87 130.22 90.32
11/30/2015 139.24 125.69 82.90
12/31/2015 134.29 120.86 78.82
1/31/2016 120.98 108.16 67.22
2/29/2016 118.55 105.72 66.94
3/31/2016 142.13 127.78 89.04
4/30/2016 141.74 127.25 90.06
5/31/2016 139.98 125.43 82.97
6/30/2016 144.42 129.45 90.29
7/31/2016 152.65 137.02 99.86
8/31/2016 159.95 143.70 104.83
9/30/2016 166.66 149.82 107.46
10/31/2016 167.30 150.24 107.96
11/30/2016 154.02 137.63 98.39
12/31/2016 153.56 137.04 98.82
1/31/2017 166.47 148.94 109.70
2/28/2017 171.21 153.19 116.12
3/31/2017 182.33 163.40 121.58
4/30/2017 190.43 170.77 126.43
5/31/2017 198.91 178.49 133.12
6/30/2017 202.59 181.72 135.47
7/31/2017 219.47 197.24 149.51
8/31/2017 227.27 204.29 155.07
9/30/2017 228.48 205.20 154.06
10/31/2017 237.35 213.23 162.96
11/30/2017 235.86 211.63 163.49
12/31/2017 246.07 220.88 172.95
1/31/2018 274.62 247.13 195.70
2/28/2018 256.79 230.37 182.06
3/31/2018 257.43 230.73 176.82
4/30/2018 253.29 226.66 175.59
5/31/2018 252.55 225.75 165.83
6/30/2018 243.87 217.51 154.78
7/31/2018 246.04 219.28 160.38
8/31/2018 236.77 210.50 153.34
9/30/2018 233.20 207.00 152.00
10/31/2018 202.24 178.26 130.05
11/30/2018 217.57 192.17 139.53

OFI Global's Emerging Markets Equity Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Portfolio

Top Issuers

(56.7% of assets as of 11/30/2018)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
China 21.4% 31.0% -9.6%
India 11.4% 9.2% 2.2%
Hong Kong 8.0% - -
Russia 6.3% 3.7% 2.5%
Brazil 6.1% 7.5% -1.5%
South Korea 6.0% 13.9% -7.9%
France 5.6% - -
Taiwan 5.1% 11.3% -6.2%
Mexico 5.0% 2.6% 2.4%
Philippines 3.8% 1.0% 2.7%
United Kingdom 3.6% - -
South Africa 2.6% 6.2% -3.5%
United States 2.0% - -
Turkey 1.6% 0.7% 0.9%
United Arab Emirates 1.4% 0.7% 0.7%
Peru 1.3% 0.4% 0.8%
Singapore 1.1% - -
Indonesia 1.0% 2.2% -1.2%
Cayman Islands 0.9% - -
Chile 0.9% 1.1% -0.2%
Developed Markets Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Asia Pacific 9.1% - -
Europe 9.1% - -
Americas 2.9% - -
Emerging Markets Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Asia Pacific 49.4% 73.5% -24.1%
Americas 13.7% 12.0% 1.7%
Europe 7.8% 6.5% 1.3%
Africa 3.1% 6.3% -3.2%
Middle East 1.4% 1.7% -0.3%
Equity Sector Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Financials 24.1% 24.6% -0.5%
Consumer Discretionary 21.5% 10.5% 11.0%
Information Technology 9.0% 14.6% -5.5%
Communication Services 8.5% 14.0% -5.5%
Consumer Staples 7.6% 6.6% 1.0%
Materials 6.8% 7.5% -0.7%
Health Care 6.7% 2.9% 3.8%
Energy 5.3% 8.2% -3.0%
Industrials 5.2% 5.5% -0.3%
Real Estate 1.9% 3.0% -1.1%
Industry Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Banks 9.9% 17.1% -7.2%
Internet & Direct Marketing Retail 9.2% 4.5% 4.7%
Interactive Media & Services 7.1% 6.6% 0.5%
Textiles Apparel & Luxury Goods 6.6% 0.7% 5.9%
Metals & Mining 5.6% 3.3% 2.3%
Oil Gas & Consumable Fuels 5.3% 8.1% -2.9%
Semiconductors & Semiconductor Equipment 5.1% 5.4% -0.3%
Capital Markets 5.1% 1.3% 3.9%
Thrifts & Mortgage Finance 3.7% 1.0% 2.6%
Hotels Restaurants & Leisure 3.5% 0.7% 2.8%
Industrial Conglomerates 2.7% 1.6% 1.1%
Beverages 2.7% 1.2% 1.5%
Insurance 2.7% 3.8% -1.0%
Health Care Providers & Services 2.4% 0.5% 1.9%
Food & Staples Retailing 2.4% 1.8% 0.6%
Diversified Financial Services 2.3% 1.2% 1.1%
Personal Products 2.3% 0.7% 1.6%
Pharmaceuticals 2.2% 1.4% 0.8%
Multiline Retail 2.1% 0.6% 1.4%
Real Estate Management & Development 1.9% 2.6% -0.7%
Asset Allocation Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Equity 96.5% 100.0% -3.5%
Net Cash and Equivalents 3.5% - -
Market Cap Emerging Markets Equity MSCI Emerging Markets Index Overweight / Underweight
Large 87.3% 90.0% -2.7%
Mid 6.1% 9.2% -3.1%
Small 0.5% 0.8% -0.4%
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
1.50
1.04
Beta
0.86
0.90
Information Ratio
0.11
0.19
R-Squared
91.54
89.49
Sharpe Ratio
0.70
0.22
Standard Deviation
13.35
14.39
Upside Capture
89.66
90.57
Downside Capture
81.03
85.54
Sortino Ratio
1.15
0.32
Win Ratio
44.00
48.00
Loss Ratio
56.00
52.00
Margin of Outperformance
1.07
1.23
Margin of Underperformance
-0.82
-1.03
Tracking Error
4.39
4.92
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$88.08 B
$73.98 B
Median Market Cap (weighted)
$34.71 B
$19.25 B
P/E Ratio (LTM)
20.34
13.62
P/E Ratio (NTM)
16.48
11.29
Price/Book
2.97
1.79
Return on Equity
18.05%
17.33%
Turnover Ratio
36%
-

    The Composite gross-of-fee returns reflect the reinvestment of income and the impact of transaction costs, but do not include the deduction of investment advisory fees, distribution expenses or any other account expenses, such as custodial fees. Composite net-of-fee returns are calculated by deducting a model investment advisory fee (using the maximum investment advisory fee as determined by the product's fee schedule) from the Composite gross-of-fee returns. Annual fees for the Emerging Markets Equity product are 0.85% on the first $50 million under management, 0.80% on the next $50 million, and 0.70% on any additional amount. While actual portfolios incur transaction expenses, pay investment advisory fees, and may incur other account expenses, the benchmark index is shown without the impact of such charges.

  1. 1. Holdings are subject to change and are dollar-weighted based on assets.
  2. 2. The mention of specific companies does not constitute a recommendation on behalf of OFI Global.
  3. 3. The holdings information shown above is derived from a representative account deemed to appropriately represent this management style. The specific securities identified are not representative of all of the securities purchased, sold or recommended for advisory clients. It should not be assumed that an investment in the securities identified was or will be profitable. Actual holdings will vary for each client and there is no guarantee that a particular client's account will hold any or all of the securities listed.
  4. 4. Holdings are subject to change, are dollar-weighted based on assets, and may not reflect the use of leverage in the Fund. Market Cap breakdown is calculated using Morningstar's methodology and those capitalization standards may not align with those in the Fund's prospectus.
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