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 05/31/2019)
$19.20 BN
Composite Benchmark
MSCI ACWI
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Calendar Year Returns
as of 05/31/2019
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 2019-05-31
1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
13.12% -3.57% 12.83% 7.56% 12.13% 6.82%
Global Equity (net of fees)
12.84% -4.15% 12.16% 6.92% 11.46% 6.18%
MSCI ACWI
9.08% -1.29% 9.07% 5.22% 9.39% 3.95%

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

Portfolio

Top Issuers

(57.1% of assets as of 05/31/2019)


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 52.2% 55.0% -2.8%
Japan 12.3% 7.3% 5.0%
France 11.1% 3.4% 7.8%
Germany 7.7% 2.6% 5.1%
United Kingdom 4.1% 5.1% -1.0%
India 4.1% 1.1% 3.0%
Switzerland 2.1% 2.8% -0.7%
Sweden 2.0% 0.8% 1.2%
Spain 1.8% 0.9% 0.9%
China 1.3% 3.7% -2.4%
Argentina 0.3% 0.0% 0.3%
Italy 0.2% 0.7% -0.4%
Developed Markets Global Equity MSCI ACWI
Overweight / Underweight
Americas 52.2% 58.1% -5.9%
Europe 29.0% 18.8% 10.2%
Asia Pacific 12.3% 11.1% 1.2%
Emerging Markets Global Equity MSCI ACWI
Overweight / Underweight
Asia Pacific 5.4% 8.6% -3.2%
Americas 0.3% 1.5% -1.1%
Equity Sector Global Equity MSCI ACWI
Overweight / Underweight
Information Technology 21.0% 15.7% 5.2%
Financials 14.9% 17.0% -2.1%
Health Care 14.6% 11.4% 3.2%
Industrials 14.5% 10.4% 4.1%
Consumer Discretionary 13.5% 10.7% 2.8%
Communication Services 13.2% 8.9% 4.3%
Consumer Staples 4.4% 8.5% -4.0%
Real Estate 2.4% 3.3% -0.9%
Energy 0.7% 5.9% -5.3%
Industry Global Equity MSCI ACWI
Overweight / Underweight
Interactive Media & Services 9.8% 3.4% 6.4%
Software 9.8% 4.4% 5.4%
Biotechnology 7.0% 1.5% 5.5%
Textiles Apparel & Luxury Goods 6.6% 1.3% 5.3%
Capital Markets 6.3% 2.5% 3.8%
Electronic Equipment Instruments & Components 6.1% 1.1% 5.1%
Banks 5.0% 9.0% -4.0%
Aerospace & Defense 4.1% 1.9% 2.2%
Health Care Providers & Services 4.0% 1.7% 2.4%
Insurance 3.6% 3.9% -0.4%
Entertainment 3.4% 1.4% 2.0%
IT Services 2.9% 3.5% -0.6%
Internet & Direct Marketing Retail 2.7% 3.0% -0.3%
Specialty Retail 2.6% 1.5% 1.1%
Personal Products 2.4% 0.9% 1.5%
Real Estate Management & Development 2.4% 1.0% 1.4%
Machinery 2.4% 1.7% 0.7%
Industrial Conglomerates 2.3% 1.3% 1.0%
Electrical Equipment 2.3% 0.7% 1.6%
Semiconductors & Semiconductor Equipment 2.1% 2.9% -0.8%
Asset Allocation Global Equity MSCI ACWI
Overweight / Underweight
Equity 99.2% 100.0% -0.8%
Net Cash and Equivalents 0.8% - -
Market Cap Global Equity MSCI ACWI
Overweight / Underweight
Large 83.8% 85.9% -2.1%
Mid 11.6% 14.0% -2.4%
Small 3.5% 0.1% 3.4%
Analytics
(As of 05/31/2019)

Performance Statistics
3Y
5Y
Alpha
1.90
1.75
Beta
1.24
1.16
Information Ratio
0.84
0.50
R-Squared
93.22
90.42
Sharpe Ratio
0.84
0.53
Standard Deviation
13.94
14.05
Upside Capture
131.53
121.34
Downside Capture
123.72
111.84
Sortino Ratio
1.26
0.78
Win Ratio
61.00
60.00
Loss Ratio
39.00
40.00
Margin of Outperformance
1.12
1.10
Margin of Underperformance
-0.95
-1.12
Tracking Error
4.48
4.74
Yields
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$139.29 B
$144.86 B
Median Market Cap (weighted)
$63.50 B
$53.37 B
P/E Ratio (LTM)
24.52
16.62
P/E Ratio (NTM)
19.83
14.42
Price/Book
2.80
2.31
Return on Equity
15.81%
18.31%
EPS Growth Rate 3Y
17.59%
12.22%
EPS Growth Rate 5Y
15.63%
9.26%
Sales Growth Rate 3Y
9.89%
7.27%
Sales Growth Rate 5Y
8.77%
5.81%
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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