Large Cap Core

Overview

The Strategy typically invests in a diversified mix of larger U.S. company stocks

Strategy Inception Date
December 31, 2007
Composite Inception Date
December 31, 2007
Composite AUM
(as of 05/31/2019)
$12.90 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
Separate Account
Commingled Vehicle
Model Portfolio Delivery
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
Large Cap Core (gross of fees)
14.78% 9.93% 11.78% 10.13% 15.80% 8.22%
Large Cap Core (net of fees)
14.65% 9.41% 11.25% 9.61% 15.25% 7.70%
S&P 500 Index
13.65% 9.50% 13.51% 10.91% 15.92% 8.32%
Cumulative
Annualized
ytd as of 2019-05-31
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
13.97% 6.57% 10.53% 9.36% 13.68% 8.03%
Large Cap Core (net of fees)
13.75% 6.06% 10.00% 8.84% 13.14% 7.51%
S&P 500 Index
10.74% 3.78% 11.72% 9.66% 13.95% 7.95%

OFI Global's Large Cap Core 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 Large Cap Core (gross of fees) Large Cap Core (net of fees) S&P 500 Index
2008 -38.18% -38.49% -37.00%
2009 29.94% 29.33% 26.46%
2010 16.98% 16.43% 15.06%
2011 0.86% 0.37% 2.11%
2012 17.72% 17.17% 16.00%
2013 32.75% 32.12% 32.39%
2014 11.52% 10.99% 13.69%
2015 4.05% 3.55% 1.38%
2016 12.51% 11.98% 11.96%
2017 17.83% 17.27% 21.83%
2018 -7.05% -7.50% -4.38%

OFI Global's Large Cap Core 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

(58.9% of assets as of 05/31/2019)


Portfolio Holdings Breakdown

Country
Developed Markets
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Large Cap Core S&P 500 Index Overweight / Underweight
United States 93.9% 100.0% -6.1%
Canada 2.4% - -
United Kingdom 0.9% - -
Denmark 0.5% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 96.3% 100.0% -3.7%
Europe 1.4% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 19.3% 21.1% -1.9%
Financials 16.8% 13.2% 3.7%
Health Care 15.1% 14.2% 0.9%
Consumer Discretionary 14.1% 10.2% 4.0%
Industrials 10.2% 9.3% 0.9%
Consumer Staples 7.0% 7.4% -0.4%
Communication Services 6.0% 10.4% -4.4%
Energy 4.0% 4.9% -1.0%
Real Estate 3.0% 3.2% -0.2%
Utilities 1.4% 3.4% -2.0%
Materials 0.8% 2.6% -1.8%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Software 7.9% 6.7% 1.1%
Banks 6.8% 5.5% 1.3%
Pharmaceuticals 6.5% 4.6% 1.8%
Specialty Retail 6.2% 2.3% 3.9%
Internet & Direct Marketing Retail 5.0% 3.7% 1.3%
Interactive Media & Services 4.2% 4.9% -0.7%
Diversified Financial Services 4.2% 1.7% 2.5%
Capital Markets 3.8% 2.7% 1.2%
Semiconductors & Semiconductor Equipment 3.6% 3.5% 0.0%
Household Products 3.6% 1.7% 1.9%
Oil Gas & Consumable Fuels 3.4% 4.5% -1.1%
Health Care Providers & Services 3.4% 2.8% 0.6%
Communications Equipment 3.3% 1.2% 2.1%
Aerospace & Defense 3.2% 2.6% 0.6%
IT Services 3.1% 5.2% -2.1%
Equity Real Estate Investment Trusts (REITs) 3.0% 3.1% -0.1%
Tobacco 2.6% 0.9% 1.7%
Health Care Equipment & Supplies 2.5% 3.5% -0.9%
Road & Rail 2.4% 1.1% 1.3%
Commercial Services & Supplies 2.0% 0.4% 1.6%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 97.7% 100.0% -2.3%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 83.0% 89.1% -6.1%
Mid 14.7% 10.9% 3.8%
Analytics
(As of 05/31/2019)

Performance Statistics
3Y
5Y
Alpha
-1.01
-0.19
Beta
1.00
0.99
Information Ratio
-0.47
-0.14
R-Squared
95.55
96.68
Sharpe Ratio
0.78
0.74
Standard Deviation
11.91
11.83
Upside Capture
95.58
98.71
Downside Capture
101.25
100.08
Sortino Ratio
1.12
1.15
Win Ratio
53.00
57.00
Loss Ratio
47.00
43.00
Margin of Outperformance
0.37
0.35
Margin of Underperformance
-0.60
-0.51
Tracking Error
2.52
2.16
Yields
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$217.18 B
$226.85 B
Median Market Cap (weighted)
$81.12 B
$106.76 B
P/E Ratio (LTM)
18.84
18.12
P/E Ratio (NTM)
16.01
15.90
Price/Book
3.65
3.17
Debt to Capital Ratio
50.82
47.01
Turnover Ratio
56%
-
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 Large Cap Core product are 0.45% on the first $50 million under management, 0.40% on the next $50 million, and 0.35% 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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