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Large Cap Core

Overview

A U.S. large-cap equity strategy that employs fundamental research to identify competitively advantaged companies and/or superior execution with the potential for strong value creation and a compelling risk/reward profile.

Strategy Inception Date
December 31, 2007
Composite Inception Date
December 31, 2007
Composite AUM
(as of 07/31/2018)
$14.90 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 07/31/2018
as of 06/30/2018

Cumulative
Annualized
ytd as of 2018-06-30
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
0.41% 7.61% 10.49% 12.91% 9.70% 8.20%
Large Cap Core (net of fees)
0.17% 7.10% 9.96% 12.38% 9.18% 7.69%
S&P 500 Index
2.65% 14.37% 11.93% 13.42% 10.17% 8.35%
Cumulative
Annualized
ytd as of 2018-07-31
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
3.60% 9.01% 10.50% 12.44% 10.49% 8.46%
Large Cap Core (net of fees)
3.31% 8.50% 9.97% 11.91% 9.96% 7.94%
S&P 500 Index
6.47% 16.24% 12.52% 13.12% 10.67% 8.65%

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%

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


Date Large Cap Core (gross of fees) Large Cap Core (net of fees) S&P 500 Index
7/31/2008 0.00 0.00 0.00
8/31/2008 1.69 1.65 1.45
9/30/2008 -8.80 -8.88 -7.59
10/31/2008 -25.21 -25.31 -23.11
11/30/2008 -31.52 -31.64 -28.63
12/31/2008 -28.98 -29.13 -27.87
1/31/2009 -34.32 -34.49 -33.95
2/28/2009 -41.20 -41.38 -40.98
3/31/2009 -35.58 -35.80 -35.81
4/30/2009 -27.51 -27.78 -29.67
5/31/2009 -23.05 -23.37 -25.74
6/30/2009 -23.40 -23.75 -25.59
7/31/2009 -18.11 -18.51 -19.96
8/31/2009 -15.18 -15.62 -17.07
9/30/2009 -12.72 -13.21 -13.98
10/31/2009 -14.48 -15.00 -15.57
11/30/2009 -8.93 -9.52 -10.51
12/31/2009 -7.72 -8.35 -8.78
1/31/2010 -10.03 -10.68 -12.06
2/28/2010 -8.71 -9.41 -9.34
3/31/2010 -2.74 -3.52 -3.87
4/30/2010 -1.84 -2.66 -2.35
5/31/2010 -9.67 -10.47 -10.15
6/30/2010 -14.01 -14.80 -14.85
7/31/2010 -6.89 -7.79 -8.89
8/31/2010 -10.22 -11.12 -13.00
9/30/2010 -2.80 -3.81 -5.23
10/31/2010 2.17 1.07 -1.63
11/30/2010 1.36 0.23 -1.62
12/31/2010 7.96 6.71 4.96
1/31/2011 9.16 7.86 7.45
2/28/2011 11.57 10.19 11.13
3/31/2011 11.18 9.76 11.17
4/30/2011 14.41 12.91 14.46
5/31/2011 13.24 11.72 13.17
6/30/2011 11.42 9.87 11.28
7/31/2011 9.69 8.13 9.02
8/31/2011 3.84 2.31 3.10
9/30/2011 -2.47 -3.94 -4.15
10/31/2011 7.46 5.80 6.33
11/30/2011 6.91 5.22 6.09
12/31/2011 8.88 7.11 7.18
1/31/2012 13.80 11.91 11.98
2/29/2012 19.77 17.73 16.82
3/31/2012 25.63 23.45 20.67
4/30/2012 24.09 21.88 19.91
5/31/2012 15.84 13.73 12.70
6/30/2012 19.09 16.88 17.34
7/31/2012 21.81 19.50 18.97
8/31/2012 25.05 22.63 21.65
9/30/2012 28.45 25.91 24.80
10/31/2012 26.24 23.70 22.49
11/30/2012 27.25 24.64 23.20
12/31/2012 28.18 25.50 24.33
1/31/2013 34.09 31.23 30.77
2/28/2013 33.99 31.09 32.54
3/31/2013 39.23 36.16 37.51
4/30/2013 41.10 37.93 40.16
5/31/2013 46.04 42.70 43.44
6/30/2013 43.19 39.86 41.51
7/31/2013 50.86 47.30 48.72
8/31/2013 47.44 43.90 44.41
9/30/2013 53.65 49.90 48.94
10/31/2013 59.44 55.49 55.78
11/30/2013 64.27 60.14 60.53
12/31/2013 70.15 65.81 64.59
1/31/2014 64.43 60.17 58.90
2/28/2014 72.51 67.97 66.17
3/31/2014 72.33 67.74 67.57
4/30/2014 72.71 68.04 68.81
5/31/2014 77.22 72.36 72.77
6/30/2014 81.37 76.32 76.34
7/31/2014 78.88 73.84 73.91
8/31/2014 86.34 81.02 80.87
9/30/2014 83.44 78.12 78.33
10/31/2014 87.20 81.70 82.68
11/30/2014 91.20 85.52 87.60
12/31/2014 89.75 84.03 87.13
1/31/2015 83.58 77.98 81.51
2/28/2015 95.70 89.65 91.94
3/31/2015 93.19 87.15 88.90
4/30/2015 94.47 88.31 90.72
5/31/2015 97.52 91.19 93.17
6/30/2015 94.86 88.53 89.43
7/31/2015 100.99 94.40 93.40
8/31/2015 89.88 83.57 81.73
9/30/2015 84.43 78.23 77.23
10/31/2015 99.50 92.72 92.18
11/30/2015 100.54 93.64 92.75
12/31/2015 97.43 90.56 89.71
1/31/2016 87.85 81.25 80.30
2/29/2016 87.78 81.10 80.06
3/31/2016 99.91 92.73 92.27
4/30/2016 101.61 94.29 93.02
5/31/2016 105.36 97.82 96.48
6/30/2016 107.47 99.78 96.99
7/31/2016 113.74 105.74 104.26
8/31/2016 113.20 105.14 104.54
9/30/2016 112.71 104.59 104.58
10/31/2016 109.31 101.23 100.85
11/30/2016 117.18 108.72 108.29
12/31/2016 122.13 113.39 112.40
1/31/2017 125.95 116.98 116.43
2/28/2017 134.97 125.55 125.03
3/31/2017 135.58 126.04 125.29
4/30/2017 138.62 128.87 127.60
5/31/2017 142.94 132.92 130.81
6/30/2017 144.22 134.06 132.25
7/31/2017 148.74 138.30 137.02
8/31/2017 150.31 139.70 137.75
9/30/2017 155.89 144.95 142.65
10/31/2017 153.89 142.94 148.31
11/30/2017 159.43 148.14 155.93
12/31/2017 161.74 150.25 158.78
1/31/2018 173.38 161.29 173.59
2/28/2018 161.47 149.79 163.51
3/31/2018 154.01 142.57 156.81
4/30/2018 153.68 142.16 157.80
5/31/2018 160.18 148.26 164.00
6/30/2018 162.81 150.67 165.63
7/31/2018 171.16 158.54 175.51

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

(51.4% of assets as of 07/31/2018)


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 94.4% 100.0% -5.6%
Canada 2.6% - -
United Kingdom 1.4% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 97.0% 100.0% -3.0%
Europe 1.4% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 23.3% 25.6% -2.3%
Financials 18.4% 14.1% 4.3%
Health Care 16.1% 14.5% 1.6%
Consumer Discretionary 12.4% 12.7% -0.3%
Industrials 7.8% 9.9% -2.1%
Consumer Staples 7.0% 6.9% 0.2%
Energy 5.8% 6.2% -0.4%
Utilities 2.4% 2.9% -0.5%
Real Estate 1.9% 2.8% -0.9%
Materials 1.8% 2.6% -0.8%
Telecommunication Services 1.4% 1.9% -0.5%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Software 7.1% 6.1% 0.9%
Capital Markets 6.9% 3.0% 4.0%
Health Care Providers & Services 6.6% 3.2% 3.4%
Oil Gas & Consumable Fuels 5.8% 5.5% 0.4%
Specialty Retail 5.6% 2.3% 3.3%
Banks 5.1% 6.4% -1.2%
IT Services 4.8% 4.4% 0.4%
Technology Hardware Storage & Peripherals 4.4% 4.4% -0.1%
Internet & Direct Marketing Retail 3.3% 4.1% -0.8%
Pharmaceuticals 2.8% 4.6% -1.8%
Diversified Financial Services 2.7% 1.6% 1.1%
Communications Equipment 2.6% 1.0% 1.6%
Biotechnology 2.6% 2.6% 0.0%
Internet Software & Services 2.6% 5.1% -2.6%
Insurance 2.5% 2.4% 0.1%
Aerospace & Defense 2.4% 2.8% -0.3%
Household Products 2.1% 1.4% 0.7%
Tobacco 2.0% 1.0% 1.0%
Health Care Equipment & Supplies 1.9% 3.1% -1.2%
Equity Real Estate Investment Trusts (REITs) 1.9% 2.7% -0.8%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 98.4% 100.0% -1.6%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 87.2% 91.9% -4.7%
Mid 11.2% 8.1% 3.1%
Analytics
(As of 07/31/2018)

Performance Statistics
3Y
5Y
Alpha
-1.19
-0.25
Beta
0.94
0.97
Information Ratio
-0.88
-0.31
R-Squared
95.01
94.86
Sharpe Ratio
0.98
1.22
Standard Deviation
9.90
9.67
Upside Capture
91.42
96.68
Downside Capture
101.76
99.25
Sortino Ratio
0.49
0.66
Win Ratio
53.00
55.00
Loss Ratio
47.00
45.00
Margin of Outperformance
0.25
0.35
Margin of Underperformance
-0.61
-0.55
Tracking Error
2.29
2.21
Portfolio Characteristics
Rep Portfolio
Industry Benchmark
Average Market Cap (weighted)
$195.29 B
$226.75 B
Median Market Cap (weighted)
$55.86 B
$108.47 B
P/E Ratio (LTM)
20.25
20.62
P/E Ratio (NTM)
17.39
16.90
Price/Book
3.75
3.38
Debt to Capital Ratio
48.60
46.16
Turnover Ratio
40%
-
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 total net 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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