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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 01/31/2019)
$19.40 BN
Composite Benchmark
MSCI ACWI
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 01/31/2019
as of 12/31/2018

Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
-15.68% -12.55% 6.76% 5.66% 12.12% 5.89%
Global Equity (net of fees)
-15.82% -13.08% 6.12% 5.03% 11.45% 5.26%
MSCI ACWI
-12.75% -9.41% 6.60% 4.26% 9.46% 3.29%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Global Equity (gross of fees)
2.98% -10.10% 14.08% 8.60% 14.25% 6.81%
Global Equity (net of fees)
2.83% -10.64% 13.40% 7.95% 13.57% 6.17%
MSCI ACWI
1.76% -7.48% 11.62% 6.72% 11.28% 3.97%

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


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
1/31/2009 0.00 0.00 0.00
2/28/2009 -8.25 -8.30 -9.79
3/31/2009 -0.18 -0.28 -2.36
4/30/2009 11.05 10.89 9.16
5/31/2009 23.38 23.15 20.04
6/30/2009 22.95 22.65 19.37
7/31/2009 35.20 34.81 29.88
8/31/2009 39.09 38.62 34.52
9/30/2009 46.14 45.58 40.69
10/31/2009 43.67 43.05 38.52
11/30/2009 50.55 49.83 44.22
12/31/2009 53.62 52.81 47.20
1/31/2010 49.18 48.32 40.84
2/28/2010 51.69 50.74 42.63
3/31/2010 63.08 61.98 51.81
4/30/2010 62.50 61.32 52.07
5/31/2010 46.73 45.59 37.65
6/30/2010 42.40 41.22 33.41
7/31/2010 55.78 54.41 44.26
8/31/2010 48.84 47.46 39.22
9/30/2010 64.64 63.04 52.54
10/31/2010 71.50 69.75 58.05
11/30/2010 68.02 66.22 54.54
12/31/2010 79.77 77.76 65.85
1/31/2011 84.60 82.45 68.45
2/28/2011 91.47 89.15 73.36
3/31/2011 90.51 88.11 73.19
4/30/2011 101.43 98.79 80.27
5/31/2011 97.32 94.64 76.40
6/30/2011 94.18 91.44 73.62
7/31/2011 87.17 84.44 70.79
8/31/2011 72.20 69.59 58.32
9/30/2011 55.63 53.19 43.37
10/31/2011 73.95 71.14 58.73
11/30/2011 69.08 66.27 53.98
12/31/2011 66.14 63.29 53.67
1/31/2012 74.68 71.60 62.60
2/29/2012 84.07 80.75 70.78
3/31/2012 89.63 86.12 71.92
4/30/2012 84.49 80.98 69.95
5/31/2012 66.93 63.66 54.71
6/30/2012 74.76 71.25 62.35
7/31/2012 76.05 72.44 64.58
8/31/2012 82.85 79.00 68.16
9/30/2012 88.68 84.63 73.45
10/31/2012 90.61 86.42 72.30
11/30/2012 96.53 92.12 74.50
12/31/2012 102.96 98.31 78.45
1/31/2013 115.91 110.86 86.67
2/28/2013 114.38 109.26 86.64
3/31/2013 117.91 112.61 90.06
4/30/2013 125.45 119.86 95.49
5/31/2013 124.98 119.28 94.95
6/30/2013 119.92 114.24 89.25
7/31/2013 132.14 126.04 98.31
8/31/2013 125.13 119.11 94.18
9/30/2013 141.23 134.66 104.21
10/31/2013 148.08 141.21 112.42
11/30/2013 154.14 146.97 115.43
12/31/2013 160.11 152.65 119.14
1/31/2014 150.80 143.48 110.38
2/28/2014 165.12 157.26 120.54
3/31/2014 162.54 154.64 121.52
4/30/2014 161.47 153.47 123.63
5/31/2014 169.15 160.79 128.38
6/30/2014 173.25 164.63 132.68
7/31/2014 166.01 157.48 129.86
8/31/2014 172.81 163.95 134.94
9/30/2014 168.40 159.54 127.32
10/31/2014 169.07 160.06 128.92
11/30/2014 175.71 166.35 132.75
12/31/2014 168.32 159.08 128.26
1/31/2015 167.28 157.94 124.69
2/28/2015 187.46 177.28 137.20
3/31/2015 188.78 178.42 133.52
4/30/2015 191.29 180.70 140.30
5/31/2015 198.46 187.47 139.99
6/30/2015 197.29 186.20 134.34
7/31/2015 203.09 191.64 136.37
8/31/2015 180.05 169.33 120.17
9/30/2015 165.97 155.65 112.19
10/31/2015 187.75 176.46 128.85
11/30/2015 185.54 174.19 126.96
12/31/2015 181.54 170.22 122.86
1/31/2016 155.16 144.76 109.42
2/29/2016 148.55 138.30 107.98
3/31/2016 163.93 152.93 123.39
4/30/2016 168.76 157.43 126.69
5/31/2016 169.76 158.26 126.98
6/30/2016 159.99 148.78 125.60
7/31/2016 176.22 164.18 135.33
8/31/2016 180.64 168.27 136.12
9/30/2016 183.55 170.93 137.56
10/31/2016 179.84 167.25 133.53
11/30/2016 182.92 170.05 135.31
12/31/2016 184.64 171.56 140.39
1/31/2017 196.06 182.32 146.96
2/28/2017 207.81 193.38 153.89
3/31/2017 214.92 200.01 157.00
4/30/2017 228.18 212.50 161.00
5/31/2017 237.50 221.21 166.77
6/30/2017 242.90 226.19 167.98
7/31/2017 252.13 234.80 175.47
8/31/2017 255.82 238.15 176.52
9/30/2017 264.65 246.37 181.87
10/31/2017 278.25 259.12 187.72
11/30/2017 287.21 267.45 193.29
12/31/2017 291.74 271.56 198.02
1/31/2018 321.36 299.47 214.83
2/28/2018 302.27 281.17 201.61
3/31/2018 292.38 271.60 195.15
4/30/2018 295.36 274.24 197.97
5/31/2018 301.84 280.19 198.34
6/30/2018 300.56 278.79 196.73
7/31/2018 311.89 289.32 205.67
8/31/2018 314.07 291.19 208.08
9/30/2018 306.29 283.64 209.42
10/31/2018 267.85 247.15 186.23
11/30/2018 270.94 249.89 190.42
12/31/2018 242.57 222.95 169.96
1/31/2019 278.81 256.96 191.28

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

(52.3% of assets as of 01/31/2019)


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 51.0% 54.5% -3.5%
Japan 13.6% 7.5% 6.0%
France 10.0% 3.4% 6.6%
Germany 7.6% 2.7% 4.9%
United Kingdom 4.8% 5.1% -0.3%
India 3.2% 1.0% 2.2%
China 2.2% 3.7% -1.6%
Switzerland 2.2% 2.7% -0.4%
Spain 1.9% 0.9% 1.0%
Sweden 1.9% 0.8% 1.1%
Denmark 0.5% 0.5% 0.0%
Argentina 0.4% - -
Italy 0.3% 0.7% -0.4%
Developed Markets Global Equity MSCI ACWI Overweight / Underweight
Americas 51.0% 57.6% -6.6%
Europe 29.2% 19.0% 10.2%
Asia Pacific 13.6% 11.3% 2.3%
Emerging Markets Global Equity MSCI ACWI Overweight / Underweight
Asia Pacific 5.4% 8.7% -3.3%
Americas 0.4% 1.5% -1.2%
Equity Sector Global Equity MSCI ACWI Overweight / Underweight
Information Technology 19.2% 14.8% 4.3%
Industrials 15.4% 10.4% 5.0%
Health Care 15.2% 11.8% 3.4%
Consumer Discretionary 15.2% 10.6% 4.6%
Financials 14.7% 17.3% -2.6%
Communication Services 13.4% 9.1% 4.4%
Consumer Staples 3.9% 8.2% -4.3%
Real Estate 1.8% 3.3% -1.5%
Energy 0.7% 6.3% -5.6%
Industry Global Equity MSCI ACWI Overweight / Underweight
Interactive Media & Services 10.5% 3.4% 7.1%
Software 8.0% 3.9% 4.1%
Biotechnology 7.3% 1.7% 5.6%
Capital Markets 6.3% 2.5% 3.8%
Electronic Equipment Instruments & Components 6.0% 1.0% 5.0%
Textiles Apparel & Luxury Goods 6.0% 1.3% 4.8%
Banks 4.9% 9.4% -4.5%
Health Care Providers & Services 4.3% 1.9% 2.4%
Aerospace & Defense 3.6% 1.9% 1.7%
Insurance 3.4% 3.8% -0.4%
Entertainment 2.9% 1.4% 1.5%
Semiconductors & Semiconductor Equipment 2.7% 3.0% -0.3%
Internet & Direct Marketing Retail 2.6% 2.7% -0.1%
Specialty Retail 2.6% 1.5% 1.1%
Industrial Conglomerates 2.5% 1.4% 1.1%
IT Services 2.5% 3.1% -0.6%
Automobiles 2.5% 1.6% 1.0%
Machinery 2.4% 1.7% 0.7%
Electrical Equipment 2.2% 0.7% 1.4%
Personal Products 2.0% 0.8% 1.2%
Asset Allocation Global Equity MSCI ACWI Overweight / Underweight
Equity 99.5% 100.0% -0.5%
Net Cash and Equivalents 0.5% - -
Market Cap Global Equity MSCI ACWI Overweight / Underweight
Large 85.2% 88.6% -3.4%
Mid 11.6% 11.3% 0.3%
Small 2.3% 0.1% 2.3%
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
0.58
1.07
Beta
1.18
1.15
Information Ratio
0.54
0.39
R-Squared
90.43
89.37
Sharpe Ratio
0.97
0.62
Standard Deviation
13.33
13.65
Upside Capture
125.10
116.78
Downside Capture
130.72
110.57
Sortino Ratio
1.55
0.95
Win Ratio
58.00
58.00
Loss Ratio
42.00
42.00
Margin of Outperformance
1.07
1.10
Margin of Underperformance
-1.00
-1.13
Tracking Error
4.59
4.77
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$125.94 B
$138.18 B
Median Market Cap (weighted)
$60.17 B
$52.79 B
P/E Ratio (LTM)
22.39
16.24
P/E Ratio (NTM)
17.53
14.16
Price/Book
2.76
2.32
Return on Equity
17.50%
17.94%
EPS Growth Rate 3Y
15.96%
9.77%
EPS Growth Rate 5Y
15.87%
8.84%
Sales Growth Rate 3Y
10.17%
6.54%
Sales Growth Rate 5Y
8.98%
5.37%
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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