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Global Allocation

Overview

The strategy seeks to achieve attractive total returns without taking undue risk by dynamically allocating across a variety of asset classes with a short-to-medium term horizon

Strategy Inception Date
February 29, 2012
Composite Inception Date
February 29, 2012
Composite AUM
(as of 11/30/2018)
$1.40 BN
Composite Benchmark
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
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
3 mo ytd as of 2018-09-30
1 yr 3 yr 5 yr since inception
Global Allocation (gross of fees)
0.54% -0.13% 2.50% 8.19% 5.93% 7.13%
Global Allocation (net of fees)
0.36% -0.66% 1.77% 7.42% 5.18% 6.36%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
2.54% 2.40% 6.23% 9.00% 5.89% 6.38%
Cumulative
Annualized
3 mo ytd as of 2018-11-30
1 yr 3 yr 5 yr since inception
Global Allocation (gross of fees)
-5.55% -4.77% -3.83% 4.88% 4.28% 6.20%
Global Allocation (net of fees)
-5.73% -5.40% -4.52% 4.13% 3.53% 5.44%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
-3.46% -1.25% -0.21% 6.19% 4.42% 5.65%

OFI Global's Global Allocation 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.

Please review the Complete Performance Disclosures


Year Global Allocation (gross of fees) Global Allocation (net of fees) 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
2013 19.36% 18.52% 12.87%
2014 1.54% 0.81% 3.36%
2015 1.74% 1.01% -1.70%
2016 6.15% 5.40% 6.52%
2017 16.34% 15.51% 15.19%

OFI Global's Global Allocation 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.

Please review the Complete Performance Disclosures


Date Global Allocation (gross of fees) Global Allocation (net of fees) 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
11/30/2013 0.00 0.00 0.00
12/31/2013 1.47 1.41 0.84
1/31/2014 -0.68 -0.80 -1.05
2/28/2014 3.29 3.11 2.36
3/31/2014 2.27 2.03 2.62
4/30/2014 1.57 1.27 3.64
5/31/2014 2.75 2.38 5.24
6/30/2014 3.84 3.41 6.75
7/31/2014 1.85 1.36 5.58
8/31/2014 4.33 3.77 7.33
9/30/2014 1.84 1.23 4.14
10/31/2014 3.26 2.59 4.70
11/30/2014 4.33 3.58 5.66
12/31/2014 3.03 2.24 4.23
1/31/2015 2.85 1.99 3.40
2/28/2015 6.85 5.90 6.46
3/31/2015 7.03 6.01 5.21
4/30/2015 8.29 7.20 7.42
5/31/2015 9.92 8.74 6.64
6/30/2015 8.83 7.60 4.96
7/31/2015 9.37 8.08 5.63
8/31/2015 3.98 2.68 1.38
9/30/2015 2.09 0.75 -0.60
10/31/2015 7.01 5.55 4.16
11/30/2015 6.88 5.36 3.67
12/31/2015 4.83 3.27 2.46
1/31/2016 1.93 0.35 -0.68
2/29/2016 1.67 0.04 -0.68
3/31/2016 5.99 4.23 4.03
4/30/2016 6.72 4.89 5.03
5/31/2016 6.65 4.75 5.30
6/30/2016 8.31 6.32 5.78
7/31/2016 11.37 9.26 8.76
8/31/2016 11.68 9.50 8.96
9/30/2016 12.89 10.61 9.37
10/31/2016 11.38 9.08 7.84
11/30/2016 9.69 7.35 7.62
12/31/2016 11.28 8.84 9.13
1/31/2017 13.54 10.99 10.76
2/28/2017 16.06 13.39 13.00
3/31/2017 17.63 14.85 13.81
4/30/2017 19.90 17.00 15.19
5/31/2017 22.75 19.71 16.99
6/30/2017 22.87 19.76 17.18
7/31/2017 24.83 21.59 19.29
8/31/2017 25.88 22.54 20.01
9/30/2017 26.14 22.72 21.18
10/31/2017 27.33 23.80 22.89
11/30/2017 28.19 24.57 24.39
12/31/2017 29.46 25.73 25.71
1/31/2018 34.12 30.18 29.55
2/28/2018 30.01 26.11 26.19
3/31/2018 28.77 24.83 25.00
4/30/2018 28.38 24.38 25.54
5/31/2018 29.58 25.46 25.83
6/30/2018 28.61 24.45 25.53
7/31/2018 30.26 25.98 27.81
8/31/2018 30.54 26.17 28.58
9/30/2018 29.30 24.89 28.72
10/31/2018 22.42 18.17 22.79
11/30/2018 23.29 18.94 24.13

OFI Global's Global Allocation 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.

Please review the Complete Performance Disclosures

Portfolio

Top Holdings

(50.1% of assets as of 11/30/2018)


Portfolio Positioning

(79.5% of assets as of 11/30/2018)


US Equity International Fixed Income Alternatives US Fixed Income Emerging Equity International Equity FX Overlays
33.7% 18.3% 14.3% 11.8% 10.9% 8.4% -17.9%

Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Fixed Income Sector
Country Global Allocation 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
United States 57.6% - -
Japan 10.7% - -
France 7.0% - -
Bermuda 5.9% - -
Germany 4.5% - -
United Kingdom 3.2% - -
Multi 2.6% - -
Canada 2.0% - -
Spain 1.8% - -
Australia 1.7% - -
Netherlands 1.5% - -
Switzerland 1.5% - -
Italy 1.4% - -
Supranational (non-iso) 1.4% - -
Cayman Islands 1.2% - -
China 1.2% - -
Brazil 0.6% - -
Sweden 0.6% - -
South Africa 0.6% - -
South Korea 0.6% - -
Developed Markets Global Allocation 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Americas 66.6% - -
Asia Pacific 13.3% - -
Supranational 1.4% - -
Middle East 0.1% - -
Europe -2.1% - -
Emerging Markets Global Allocation 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Asia Pacific 3.3% - -
Multi 2.6% - -
Americas 1.0% - -
Africa 0.6% - -
Europe 0.3% - -
Middle East 0.1% - -
Equity Sector Global Allocation 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Information Technology 10.8% - -
Consumer Discretionary 10.3% - -
Industrials 8.7% - -
Health Care 7.2% - -
Financials 6.4% - -
Communication Services 5.9% - -
Consumer Staples 5.8% - -
Energy 5.1% - -
Materials 2.0% - -
Real Estate 0.8% - -
Utilities 0.3% - -
Broad Market -7.3% - -
Fixed Income Sector Global Allocation 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Treasuries 22.5% - -
Catastrophe 11.3% - -
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
-1.53
-0.20
Beta
1.06
1.03
Information Ratio
-0.66
-0.06
Sharpe Ratio
0.60
0.54
Standard Deviation
6.51
6.97
Upside Capture
99.96
98.30
Downside Capture
125.48
99.27
Sortino Ratio
0.88
0.83
Tracking Error
1.97
2.46
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Current Duration
2.50 yrs
2.60 yrs
Turnover Ratio
40%
-

    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 Global Allocation product are 0.70% on the first $50 million under management, 0.65% on the next $50 million, and 0.60% on any additional amount. Actual fees may vary depending on, among other things, the vehicle type, applicable fee schedule and portfolio size. While actual portfolios incur transaction expenses, pay investment advisory fees, and may incur other account expenses, the custom benchmark indices are 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.
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