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Global Equity

Overview

The Strategy typically invests in large-cap U.S. and foreign stocks.

Strategy Inception Date
December 22, 1969
Composite Inception Date
December 31, 2007
Composite AUM
(as of 11/30/2018)
$19.20 BN
Composite Benchmark
MSCI ACWI
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
Global Equity (gross of fees)
3.71% 11.42% 15.17% 10.99% 11.29% 7.73%
Global Equity (net of fees)
3.25% 10.76% 14.49% 10.33% 10.63% 7.08%
MSCI ACWI
3.83% 9.77% 13.40% 8.67% 8.19% 4.69%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
-5.31% -4.20% 9.11% 7.86% 13.74% 6.71%
Global Equity (net of fees)
-5.83% -4.78% 8.47% 7.22% 13.06% 6.07%
MSCI ACWI
-2.55% -0.98% 8.57% 6.16% 10.65% 4.01%

OFI Global's Global 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.

Please review the Complete Performance Disclosures


Year Global Equity (gross of fees) Global Equity (net of fees) MSCI ACWI
2008 -40.22% -40.59% -42.19%
2009 40.73% 39.91% 34.63%
2010 17.02% 16.32% 12.67%
2011 -7.58% -8.14% -7.35%
2012 22.16% 21.44% 16.13%
2013 28.16% 27.41% 22.80%
2014 3.16% 2.54% 4.16%
2015 4.92% 4.30% -2.36%
2016 1.10% 0.50% 7.86%
2017 37.63% 36.82% 23.97%

OFI Global's Global 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.

Please review the Complete Performance Disclosures


Date Global Equity (gross of fees) Global Equity (net of fees) MSCI ACWI
11/30/2008 0.00 0.00 0.00
12/31/2008 6.62 6.57 3.62
1/31/2009 -2.33 -2.42 -5.23
2/28/2009 -10.38 -10.52 -14.51
3/31/2009 -2.50 -2.69 -7.47
4/30/2009 8.47 8.20 3.46
5/31/2009 20.51 20.16 13.76
6/30/2009 20.09 19.68 13.13
7/31/2009 32.05 31.54 23.09
8/31/2009 35.85 35.26 27.49
9/30/2009 42.74 42.05 33.34
10/31/2009 40.33 39.58 31.28
11/30/2009 47.05 46.20 36.67
12/31/2009 50.05 49.11 39.50
1/31/2010 45.72 44.72 33.48
2/28/2010 48.16 47.08 35.18
3/31/2010 59.29 58.05 43.87
4/30/2010 58.72 57.41 44.12
5/31/2010 43.32 42.06 30.45
6/30/2010 39.09 37.80 26.43
7/31/2010 52.15 50.67 36.72
8/31/2010 45.38 43.89 31.94
9/30/2010 60.81 59.08 44.56
10/31/2010 67.51 65.64 49.79
11/30/2010 64.11 62.19 46.46
12/31/2010 75.58 73.45 57.18
1/31/2011 80.31 78.03 59.65
2/28/2011 87.02 84.56 64.30
3/31/2011 86.08 83.54 64.13
4/30/2011 96.74 93.97 70.85
5/31/2011 92.73 89.92 67.17
6/30/2011 89.67 86.80 64.54
7/31/2011 82.82 79.96 61.86
8/31/2011 68.19 65.48 50.04
9/30/2011 52.01 49.48 35.87
10/31/2011 69.90 66.99 50.43
11/30/2011 65.15 62.24 45.93
12/31/2011 62.27 59.33 45.63
1/31/2012 70.61 67.44 54.10
2/29/2012 79.79 76.37 61.85
3/31/2012 85.22 81.60 62.93
4/30/2012 80.20 76.59 61.06
5/31/2012 63.05 59.69 46.62
6/30/2012 70.70 67.10 53.87
7/31/2012 71.96 68.25 55.97
8/31/2012 78.60 74.66 59.36
9/30/2012 84.29 80.15 64.38
10/31/2012 86.17 81.90 63.29
11/30/2012 91.96 87.46 65.38
12/31/2012 98.24 93.50 69.12
1/31/2013 110.89 105.75 76.91
2/28/2013 109.39 104.18 76.88
3/31/2013 112.85 107.45 80.12
4/30/2013 120.21 114.53 85.26
5/31/2013 119.75 113.97 84.76
6/30/2013 114.80 109.05 79.36
7/31/2013 126.75 120.56 87.94
8/31/2013 119.90 113.79 84.03
9/30/2013 135.62 128.97 93.53
10/31/2013 142.31 135.36 101.31
11/30/2013 148.23 140.99 104.16
12/31/2013 154.06 146.53 107.68
1/31/2014 144.96 137.58 99.38
2/28/2014 158.95 151.03 109.01
3/31/2014 156.44 148.47 109.94
4/30/2014 155.39 147.32 111.93
5/31/2014 162.90 154.47 116.44
6/30/2014 166.89 158.21 120.52
7/31/2014 159.82 151.24 117.84
8/31/2014 166.47 157.55 122.66
9/30/2014 162.15 153.24 115.43
10/31/2014 162.81 153.75 116.95
11/30/2014 169.30 159.89 120.58
12/31/2014 162.08 152.80 116.32
1/31/2015 161.06 151.68 112.94
2/28/2015 180.77 170.56 124.80
3/31/2015 182.06 171.67 121.31
4/30/2015 184.52 173.90 127.74
5/31/2015 191.52 180.50 127.44
6/30/2015 190.38 179.26 122.08
7/31/2015 196.04 184.57 124.01
8/31/2015 173.54 162.80 108.66
9/30/2015 159.78 149.45 101.10
10/31/2015 181.06 169.76 116.88
11/30/2015 178.90 167.54 115.09
12/31/2015 174.99 163.66 111.21
1/31/2016 149.22 138.83 98.47
2/29/2016 142.77 132.52 97.11
3/31/2016 157.80 146.80 111.71
4/30/2016 162.51 151.19 114.84
5/31/2016 163.49 152.00 115.11
6/30/2016 153.95 142.75 113.81
7/31/2016 169.79 157.77 123.02
8/31/2016 174.11 161.77 123.77
9/30/2016 176.96 164.36 125.14
10/31/2016 173.33 160.77 121.32
11/30/2016 176.34 163.50 123.00
12/31/2016 178.03 164.98 127.82
1/31/2017 189.17 175.47 134.05
2/28/2017 200.65 186.27 140.62
3/31/2017 207.60 192.74 143.56
4/30/2017 220.55 204.92 147.35
5/31/2017 229.65 213.43 152.82
6/30/2017 234.93 218.28 153.97
7/31/2017 243.94 226.69 161.06
8/31/2017 247.55 229.95 162.06
9/30/2017 256.17 237.97 167.13
10/31/2017 269.45 250.41 172.67
11/30/2017 278.21 258.54 177.95
12/31/2017 282.63 262.55 182.43
1/31/2018 311.56 289.78 198.37
2/28/2018 292.92 271.93 185.84
3/31/2018 283.25 262.59 179.72
4/30/2018 286.16 265.17 182.39
5/31/2018 292.50 270.98 182.74
6/30/2018 291.24 269.60 181.21
7/31/2018 302.31 279.88 189.69
8/31/2018 304.45 281.70 191.97
9/30/2018 296.84 274.33 193.24
10/31/2018 259.30 238.74 171.26
11/30/2018 262.32 241.41 175.23

OFI Global's Global 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.

Please review the Complete Performance Disclosures

Portfolio

Top Issuers

(51.1% of assets as of 11/30/2018)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Global Equity MSCI ACWI Overweight / Underweight
United States 50.0% 55.7% -5.7%
Japan 13.7% 7.4% 6.3%
France 9.2% 3.3% 5.9%
Germany 7.7% 2.7% 5.0%
United Kingdom 5.3% 5.2% 0.1%
India 3.4% 1.0% 2.4%
Switzerland 2.3% 2.7% -0.4%
China 2.1% 3.5% -1.4%
Spain 2.0% 0.9% 1.1%
Sweden 1.8% 0.8% 1.0%
Denmark 0.6% 0.5% 0.0%
Argentina 0.3% - -
Italy 0.2% 0.7% -0.4%
Developed Markets Global Equity MSCI ACWI Overweight / Underweight
Americas 50.0% 58.7% -8.7%
Europe 29.0% 18.8% 10.2%
Asia Pacific 13.7% 11.1% 2.7%
Emerging Markets Global Equity MSCI ACWI Overweight / Underweight
Asia Pacific 5.5% 8.3% -2.8%
Americas 0.3% 1.4% -1.1%
Equity Sector Global Equity MSCI ACWI Overweight / Underweight
Information Technology 18.9% 15.0% 3.9%
Financials 15.5% 17.5% -2.0%
Industrials 15.4% 10.4% 5.0%
Health Care 14.9% 12.4% 2.5%
Consumer Discretionary 14.4% 10.3% 4.1%
Communication Services 12.8% 8.9% 4.0%
Consumer Staples 4.0% 8.3% -4.4%
Real Estate 2.0% 3.1% -1.1%
Energy 0.7% 6.3% -5.6%
Industry Global Equity MSCI ACWI Overweight / Underweight
Interactive Media & Services 9.9% 3.2% 6.6%
Software 8.0% 3.9% 4.2%
Biotechnology 7.9% 1.9% 6.1%
Capital Markets 6.3% 2.5% 3.7%
Electronic Equipment Instruments & Components 6.1% 1.0% 5.1%
Textiles Apparel & Luxury Goods 5.4% 1.1% 4.3%
Banks 5.1% 9.5% -4.4%
Insurance 4.1% 3.8% 0.3%
Health Care Providers & Services 4.1% 2.0% 2.1%
Aerospace & Defense 3.3% 1.8% 1.5%
Entertainment 3.0% 1.3% 1.6%
Specialty Retail 2.8% 1.5% 1.3%
Semiconductors & Semiconductor Equipment 2.7% 3.0% -0.3%
Industrial Conglomerates 2.6% 1.4% 1.3%
Automobiles 2.5% 1.6% 1.0%
Electrical Equipment 2.4% 0.8% 1.7%
Machinery 2.3% 1.7% 0.6%
Internet & Direct Marketing Retail 2.1% 2.5% -0.4%
Personal Products 2.1% 0.8% 1.3%
IT Services 2.0% 3.1% -1.2%
Asset Allocation Global Equity MSCI ACWI Overweight / Underweight
Equity 98.5% 100.0% -1.5%
Net Cash and Equivalents 1.5% - -
Market Cap Global Equity MSCI ACWI Overweight / Underweight
Large 84.1% 88.1% -4.0%
Mid 11.0% 11.8% -0.8%
Small 3.2% 0.1% 3.1%
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
-0.86
1.07
Beta
1.22
1.13
Information Ratio
0.12
0.37
R-Squared
88.66
87.55
Sharpe Ratio
0.67
0.62
Standard Deviation
12.62
12.51
Upside Capture
123.92
115.71
Downside Capture
139.54
109.22
Sortino Ratio
0.96
0.92
Win Ratio
58.00
60.00
Loss Ratio
42.00
40.00
Margin of Outperformance
0.96
1.03
Margin of Underperformance
-1.18
-1.16
Tracking Error
4.77
4.63
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$118.46 B
$142.84 B
Median Market Cap (weighted)
$55.09 B
$54.76 B
P/E Ratio (LTM)
22.54
16.69
P/E Ratio (NTM)
17.21
14.11
Price/Book
2.58
2.34
Return on Equity
15.56%
16.52%
EPS Growth Rate 3Y
13.95%
10.17%
EPS Growth Rate 5Y
12.33%
8.16%
Sales Growth Rate 3Y
8.86%
5.39%
Sales Growth Rate 5Y
8.94%
5.15%
Turnover Ratio
14%
-

    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 Equity product are 0.65% on the first $50 million under management, 0.60% on the next $50 million, and 0.50% 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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