International Small-Mid Cap

Overview

This Strategy typically invests in international small- and mid-company stocks.

Strategy Inception Date
November 17, 1997
Composite Inception Date
December 31, 2007
Composite AUM
(as of 05/31/2019)
$8.60 BN
Composite Benchmark
MSCI ACWI ex US SMID Cap
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
International Small-Mid Cap (gross of fees)
14.39% 2.14% 14.77% 10.98% 22.26% 9.41%
International Small-Mid Cap (net of fees)
14.16% 1.23% 13.78% 10.01% 21.21% 8.45%
MSCI ACWI ex US SMID Cap
10.25% -7.88% 6.91% 3.21% 10.86% 2.56%
Cumulative
Annualized
ytd as of 2019-05-31
1 yr 3 yr 5 yr 10 yr since inception
International Small-Mid Cap (gross of fees)
14.71% -2.30% 13.14% 10.84% 17.01% 9.29%
International Small-Mid Cap (net of fees)
14.31% -3.18% 12.15% 9.88% 16.00% 8.33%
MSCI ACWI ex US SMID Cap
7.02% -10.91% 5.36% 2.15% 7.42% 2.26%

OFI Global's International Small-Mid Cap 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 International Small-Mid Cap (gross of fees) International Small-Mid Cap (net of fees) MSCI ACWI ex US SMID Cap
2008 -65.56% -65.91% -48.30%
2009 124.28% 122.45% 53.39%
2010 39.09% 37.88% 20.72%
2011 -19.38% -20.15% -16.90%
2012 24.15% 23.12% 17.98%
2013 46.68% 45.46% 17.79%
2014 1.33% 0.43% -3.05%
2015 16.29% 15.30% 0.44%
2016 0.74% -0.16% 3.57%
2017 39.77% 38.63% 30.35%
2018 -8.15% -8.99% -17.06%

OFI Global's International Small-Mid Cap 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

(32.6% of assets as of 05/31/2019)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Japan 22.1% 19.9% 2.3%
United Kingdom 20.6% 12.7% 7.9%
Germany 10.9% 4.5% 6.3%
Switzerland 7.8% 4.6% 3.2%
United States 5.5% 0.1% 5.4%
Israel 5.0% 1.1% 3.9%
Denmark 4.3% 1.8% 2.5%
Netherlands 3.4% 1.7% 1.7%
Canada 3.3% 6.2% -2.9%
Belgium 2.4% 1.2% 1.2%
Ireland 2.3% 0.8% 1.4%
Sweden 2.3% 3.2% -1.0%
France 2.3% 5.0% -2.7%
Australia 1.7% 5.5% -3.7%
Spain 1.4% 1.6% -0.2%
Finland 0.7% 1.0% -0.4%
Norway 0.6% 1.3% -0.7%
Italy 0.4% 2.3% -1.9%
China 0.3% 2.6% -2.3%
Developed Markets International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Europe 59.4% 42.7% 16.7%
Asia Pacific 23.9% 29.7% -5.9%
Americas 8.8% 6.3% 2.5%
Middle East 5.0% 1.1% 3.9%
Emerging Markets International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Asia Pacific 0.3% 13.4% -13.1%
Equity Sector International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Information Technology 25.8% 8.9% 16.9%
Health Care 24.3% 7.5% 16.8%
Industrials 15.1% 19.6% -4.5%
Consumer Discretionary 10.2% 12.7% -2.4%
Financials 7.5% 11.8% -4.3%
Consumer Staples 5.4% 6.9% -1.5%
Materials 4.2% 10.9% -6.7%
Communication Services 4.2% 4.8% -0.6%
Real Estate 0.7% 9.7% -9.0%
Industry International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Software 10.3% 1.8% 8.5%
Health Care Equipment & Supplies 7.1% 1.9% 5.2%
Biotechnology 6.8% 1.2% 5.6%
Semiconductors & Semiconductor Equipment 6.3% 1.6% 4.7%
Electronic Equipment Instruments & Components 6.2% 2.5% 3.6%
Internet & Direct Marketing Retail 6.0% 0.8% 5.2%
Life Sciences Tools & Services 5.4% 0.9% 4.5%
Machinery 5.0% 4.1% 0.9%
Insurance 4.9% 2.7% 2.2%
Pharmaceuticals 4.6% 2.1% 2.5%
Food Products 3.3% 3.3% 0.0%
IT Services 3.1% 1.9% 1.2%
Trading Companies & Distributors 2.7% 1.6% 1.1%
Interactive Media & Services 2.3% 0.6% 1.7%
Chemicals 2.2% 4.7% -2.5%
Beverages 2.1% 0.9% 1.1%
Capital Markets 2.1% 3.5% -1.4%
Commercial Services & Supplies 1.9% 1.7% 0.3%
Aerospace & Defense 1.6% 0.9% 0.7%
Entertainment 1.5% 0.9% 0.5%
Asset Allocation International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Equity 97.3% 100.0% -2.7%
Market Cap International Small-Mid Cap MSCI ACWI ex US SMID Cap
Overweight / Underweight
Mid 52.6% 57.6% -5.0%
Small 29.3% 21.9% 7.5%
Large 15.3% 20.5% -5.2%
Analytics
(As of 05/31/2019)

Performance Statistics
3Y
5Y
Alpha
7.17
8.44
Beta
1.04
0.86
Information Ratio
1.55
1.51
R-Squared
85.65
78.87
Sharpe Ratio
0.90
0.85
Standard Deviation
13.16
11.98
Upside Capture
125.39
107.03
Downside Capture
81.46
54.66
Sortino Ratio
1.41
1.33
Win Ratio
67.00
70.00
Loss Ratio
33.00
30.00
Margin of Outperformance
1.32
1.48
Margin of Underperformance
-0.81
-1.19
Tracking Error
5.02
5.76
Yields
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$5.01 B
$5.49 B
Median Market Cap (weighted)
$3.94 B
$4.04 B
P/E Ratio (LTM)
26.75
16.33
P/E Ratio (NTM)
24.34
14.25
Price/Book
3.04
1.68
Debt to Capital Ratio
22.39
35.19
Turnover Ratio
27%
-
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 International Small-Mid Cap product are 0.90% on the first $50 million under management, 0.85% on the next $50 million, and 0.80% 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 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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