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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 03/31/2019)
$20.20 BN
Composite Benchmark
MSCI ACWI
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 03/31/2019
as of 03/31/2019

Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
17.08% 2.21% 14.97% 8.84% 14.92% 7.25%
Global Equity (net of fees)
16.91% 1.60% 14.29% 8.20% 14.24% 6.61%
MSCI ACWI
12.18% 2.60% 10.67% 6.45% 11.98% 4.27%
Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
17.08% 2.21% 14.97% 8.84% 14.92% 7.25%
Global Equity (net of fees)
16.91% 1.60% 14.29% 8.20% 14.24% 6.61%
MSCI ACWI
12.18% 2.60% 10.67% 6.45% 11.98% 4.27%

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%
2018 -12.55% -13.08% -9.41%

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
3/31/2009 0.00 0.00 0.00
4/30/2009 11.25 11.20 11.80
5/31/2009 23.60 23.49 22.94
6/30/2009 23.17 22.99 22.26
7/31/2009 35.43 35.18 33.02
8/31/2009 39.33 39.01 37.77
9/30/2009 46.40 45.99 44.10
10/31/2009 43.92 43.45 41.87
11/30/2009 50.82 50.25 47.70
12/31/2009 53.89 53.24 50.76
1/31/2010 49.45 48.73 44.25
2/28/2010 51.96 51.15 46.08
3/31/2010 63.37 62.43 55.48
4/30/2010 62.78 61.76 55.74
5/31/2010 46.99 45.99 40.98
6/30/2010 42.66 41.61 36.64
7/31/2010 56.05 54.84 47.75
8/31/2010 49.11 47.87 42.59
9/30/2010 64.93 63.49 56.23
10/31/2010 71.80 70.22 61.87
11/30/2010 68.32 66.68 58.27
12/31/2010 80.08 78.25 69.86
1/31/2011 84.93 82.96 72.53
2/28/2011 91.81 89.67 77.55
3/31/2011 90.85 88.63 77.38
4/30/2011 101.78 99.34 84.63
5/31/2011 97.67 95.17 80.66
6/30/2011 94.52 91.97 77.82
7/31/2011 87.50 84.95 74.92
8/31/2011 72.50 70.06 62.14
9/30/2011 55.91 53.61 46.84
10/31/2011 74.26 71.62 62.57
11/30/2011 69.38 66.73 57.70
12/31/2011 66.43 63.74 57.38
1/31/2012 74.98 72.08 66.53
2/29/2012 84.40 81.25 74.91
3/31/2012 89.97 86.63 76.07
4/30/2012 84.82 81.48 74.06
5/31/2012 67.22 64.11 58.45
6/30/2012 75.07 71.73 66.28
7/31/2012 76.36 72.91 68.56
8/31/2012 83.17 79.50 72.22
9/30/2012 89.01 85.14 77.65
10/31/2012 90.94 86.93 76.46
11/30/2012 96.88 92.65 78.72
12/31/2012 103.32 98.86 82.77
1/31/2013 116.29 111.44 91.19
2/28/2013 114.75 109.84 91.16
3/31/2013 118.30 113.19 94.65
4/30/2013 125.85 120.46 100.21
5/31/2013 125.38 119.89 99.66
6/30/2013 120.30 114.83 93.83
7/31/2013 132.55 126.67 103.11
8/31/2013 125.53 119.71 98.88
9/30/2013 141.66 135.31 109.15
10/31/2013 148.52 141.88 117.55
11/30/2013 154.58 147.66 120.64
12/31/2013 160.57 153.35 124.44
1/31/2014 151.24 144.16 115.46
2/28/2014 165.58 157.98 125.87
3/31/2014 163.01 155.35 126.88
4/30/2014 161.93 154.17 129.04
5/31/2014 169.63 161.52 133.91
6/30/2014 173.73 165.36 138.31
7/31/2014 166.47 158.20 135.42
8/31/2014 173.30 164.68 140.62
9/30/2014 168.87 160.26 132.82
10/31/2014 169.54 160.78 134.46
11/30/2014 176.20 167.09 138.38
12/31/2014 168.80 159.80 133.78
1/31/2015 167.75 158.65 130.13
2/28/2015 187.96 178.05 142.94
3/31/2015 189.29 179.19 139.17
4/30/2015 191.80 181.48 146.11
5/31/2015 198.98 188.27 145.79
6/30/2015 197.82 187.00 140.00
7/31/2015 203.62 192.45 142.09
8/31/2015 180.55 170.08 125.49
9/30/2015 166.44 156.36 117.32
10/31/2015 188.26 177.22 134.38
11/30/2015 186.04 174.95 132.44
12/31/2015 182.03 170.96 128.25
1/31/2016 155.61 145.44 114.49
2/29/2016 148.99 138.96 113.01
3/31/2016 164.40 153.63 128.80
4/30/2016 169.24 158.15 132.17
5/31/2016 170.23 158.97 132.47
6/30/2016 160.45 149.47 131.06
7/31/2016 176.70 164.91 141.02
8/31/2016 181.13 169.02 141.83
9/30/2016 184.05 171.68 143.31
10/31/2016 180.33 167.99 139.18
11/30/2016 183.42 170.80 141.00
12/31/2016 185.15 172.32 146.20
1/31/2017 196.58 183.10 152.94
2/28/2017 208.35 194.20 160.03
3/31/2017 215.48 200.85 163.21
4/30/2017 228.76 213.36 167.31
5/31/2017 238.10 222.10 173.22
6/30/2017 243.51 227.10 174.46
7/31/2017 252.75 235.73 182.13
8/31/2017 256.45 239.09 183.21
9/30/2017 265.29 247.33 188.68
10/31/2017 278.92 260.11 194.68
11/30/2017 287.90 268.47 200.38
12/31/2017 292.43 272.59 205.22
1/31/2018 322.10 300.57 222.44
2/28/2018 302.98 282.23 208.90
3/31/2018 293.07 272.63 202.29
4/30/2018 296.05 275.28 205.18
5/31/2018 302.55 281.25 205.56
6/30/2018 301.26 279.84 203.90
7/31/2018 312.62 290.40 213.07
8/31/2018 314.80 292.27 215.53
9/30/2018 307.01 284.70 216.90
10/31/2018 268.50 248.11 193.15
11/30/2018 271.60 250.86 197.44
12/31/2018 243.17 223.85 176.49
1/31/2019 279.48 257.95 198.32
2/28/2019 294.35 271.80 206.30
3/31/2019 301.77 278.60 210.15

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

(54.5% of assets as of 03/31/2019)


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 51.7% 55.1% -3.3%
Japan 12.4% 7.2% 5.2%
France 10.9% 3.4% 7.5%
Germany 7.2% 2.6% 4.6%
India 4.0% 1.1% 2.9%
United Kingdom 4.0% 5.1% -1.1%
China 2.3% 3.9% -1.6%
Sweden 2.0% 0.8% 1.2%
Switzerland 2.0% 2.7% -0.7%
Spain 1.9% 0.9% 1.0%
Denmark 0.5% 0.5% -0.1%
Argentina 0.3% - -
Italy 0.2% 0.7% -0.5%
Developed Markets Global Equity MSCI ACWI
Overweight / Underweight
Americas 51.7% 58.1% -6.4%
Europe 28.7% 19.0% 9.7%
Asia Pacific 12.4% 11.0% 1.4%
Emerging Markets Global Equity MSCI ACWI
Overweight / Underweight
Asia Pacific 6.3% 8.7% -2.5%
Americas 0.3% 1.4% -1.1%
Equity Sector Global Equity MSCI ACWI
Overweight / Underweight
Information Technology 20.2% 15.7% 4.5%
Industrials 15.0% 10.4% 4.5%
Health Care 14.9% 11.7% 3.2%
Consumer Discretionary 14.5% 10.8% 3.8%
Financials 14.4% 16.6% -2.2%
Communication Services 13.2% 8.7% 4.5%
Consumer Staples 4.0% 8.4% -4.3%
Real Estate 2.4% 3.3% -0.9%
Energy 0.7% 6.3% -5.6%
Industry Global Equity MSCI ACWI
Overweight / Underweight
Interactive Media & Services 10.4% 3.4% 7.0%
Software 8.7% 4.2% 4.6%
Biotechnology 7.4% 1.6% 5.8%
Electronic Equipment Instruments & Components 6.5% 1.1% 5.4%
Textiles Apparel & Luxury Goods 6.4% 1.3% 5.1%
Capital Markets 6.2% 2.4% 3.8%
Banks 4.8% 8.8% -4.0%
Aerospace & Defense 4.0% 1.9% 2.1%
Health Care Providers & Services 3.7% 1.7% 2.1%
Insurance 3.4% 3.8% -0.4%
IT Services 3.0% 3.4% -0.4%
Internet & Direct Marketing Retail 2.9% 2.9% 0.0%
Entertainment 2.8% 1.3% 1.5%
Specialty Retail 2.8% 1.6% 1.2%
Real Estate Management & Development 2.4% 1.1% 1.4%
Industrial Conglomerates 2.4% 1.4% 1.1%
Machinery 2.3% 1.7% 0.6%
Electrical Equipment 2.2% 0.7% 1.5%
Personal Products 2.1% 0.9% 1.3%
Semiconductors & Semiconductor Equipment 2.0% 3.1% -1.1%
Asset Allocation Global Equity MSCI ACWI
Overweight / Underweight
Equity 99.4% 100.0% -0.6%
Net Cash and Equivalents 0.6% - -
Market Cap Global Equity MSCI ACWI
Overweight / Underweight
Large 83.5% 87.9% -4.4%
Mid 12.2% 12.0% 0.2%
Small 3.4% 0.1% 3.3%
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
1.93
1.59
Beta
1.24
1.16
Information Ratio
0.99
0.50
R-Squared
92.10
89.37
Sharpe Ratio
1.05
0.64
Standard Deviation
12.92
13.52
Upside Capture
132.05
119.79
Downside Capture
123.81
110.57
Sortino Ratio
1.65
0.96
Win Ratio
64.00
60.00
Loss Ratio
36.00
40.00
Margin of Outperformance
1.06
1.10
Margin of Underperformance
-0.92
-1.12
Tracking Error
4.36
4.73
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$132.62 B
$149.58 B
Median Market Cap (weighted)
$66.92 B
$53.93 B
P/E Ratio (LTM)
24.08
17.11
P/E Ratio (NTM)
20.13
14.88
Price/Book
2.97
2.43
Return on Equity
16.26%
18.51%
EPS Growth Rate 3Y
16.26%
11.59%
EPS Growth Rate 5Y
16.76%
9.19%
Sales Growth Rate 3Y
9.89%
7.06%
Sales Growth Rate 5Y
9.03%
5.74%
Turnover Ratio
14%
-
Team

    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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