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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 09/30/2018)
$15.00 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
Separate Account
Commingled Vehicle
Model Portfolio Delivery
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 09/30/2018
as of 09/30/2018

Cumulative
Annualized
ytd as of 2018-09-30
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
7.54% 10.00% 15.13% 12.87% 11.93% 8.70%
Large Cap Core (net of fees)
7.16% 9.48% 14.59% 12.34% 11.40% 8.18%
S&P 500 Index
10.56% 17.91% 17.31% 13.95% 11.97% 8.90%
Cumulative
Annualized
ytd as of 2018-09-30
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
7.54% 10.00% 15.13% 12.87% 11.93% 8.70%
Large Cap Core (net of fees)
7.16% 9.48% 14.59% 12.34% 11.40% 8.18%
S&P 500 Index
10.56% 17.91% 17.31% 13.95% 11.97% 8.90%

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
9/30/2008 0.00 0.00 0.00
10/31/2008 -17.99 -18.03 -16.79
11/30/2008 -24.91 -24.98 -22.77
12/31/2008 -22.13 -22.23 -21.94
1/31/2009 -27.97 -28.10 -28.52
2/28/2009 -35.52 -35.66 -36.13
3/31/2009 -29.36 -29.54 -30.54
4/30/2009 -20.51 -20.74 -23.89
5/31/2009 -15.63 -15.90 -19.63
6/30/2009 -16.01 -16.32 -19.47
7/31/2009 -10.20 -10.57 -13.38
8/31/2009 -6.99 -7.40 -10.26
9/30/2009 -4.29 -4.75 -6.91
10/31/2009 -6.22 -6.71 -8.64
11/30/2009 -0.14 -0.70 -3.16
12/31/2009 1.19 0.58 -1.29
1/31/2010 -1.34 -1.97 -4.84
2/28/2010 0.10 -0.58 -1.89
3/31/2010 6.65 5.88 4.03
4/30/2010 7.64 6.83 5.67
5/31/2010 -0.95 -1.74 -2.76
6/30/2010 -5.70 -6.50 -7.85
7/31/2010 2.09 1.20 -1.40
8/31/2010 -1.55 -2.46 -5.85
9/30/2010 6.58 5.56 2.55
10/31/2010 12.04 10.93 6.45
11/30/2010 11.14 9.99 6.47
12/31/2010 18.38 17.11 13.58
1/31/2011 19.70 18.38 16.28
2/28/2011 22.34 20.93 20.26
3/31/2011 21.91 20.46 20.31
4/30/2011 25.46 23.92 23.87
5/31/2011 24.18 22.60 22.47
6/30/2011 22.18 20.58 20.43
7/31/2011 20.28 18.66 17.98
8/31/2011 13.86 12.28 11.57
9/30/2011 6.95 5.42 3.73
10/31/2011 17.84 16.11 15.06
11/30/2011 17.24 15.47 14.81
12/31/2011 19.39 17.55 15.98
1/31/2012 24.79 22.82 21.18
2/29/2012 31.33 29.20 26.42
3/31/2012 37.76 35.48 30.58
4/30/2012 36.07 33.76 29.76
5/31/2012 27.02 24.81 21.96
6/30/2012 30.59 28.27 26.99
7/31/2012 33.57 31.14 28.75
8/31/2012 37.12 34.58 31.65
9/30/2012 40.85 38.18 35.05
10/31/2012 38.43 35.75 32.56
11/30/2012 39.53 36.78 33.33
12/31/2012 40.55 37.73 34.54
1/31/2013 47.03 44.02 41.51
2/28/2013 46.93 43.86 43.43
3/31/2013 52.67 49.43 48.81
4/30/2013 54.72 51.37 51.68
5/31/2013 60.14 56.61 55.23
6/30/2013 57.01 53.50 53.14
7/31/2013 65.43 61.66 60.94
8/31/2013 61.67 57.93 56.27
9/30/2013 68.48 64.51 61.18
10/31/2013 74.83 70.65 68.58
11/30/2013 80.13 75.75 73.72
12/31/2013 86.58 81.97 78.12
1/31/2014 80.31 75.79 71.96
2/28/2014 89.16 84.35 79.83
3/31/2014 88.97 84.09 81.34
4/30/2014 89.39 84.42 82.68
5/31/2014 94.33 89.16 86.97
6/30/2014 98.88 93.51 90.83
7/31/2014 96.15 90.78 88.20
8/31/2014 104.33 98.66 95.73
9/30/2014 101.15 95.48 92.98
10/31/2014 105.27 99.41 97.70
11/30/2014 109.66 103.60 103.01
12/31/2014 108.07 101.97 102.50
1/31/2015 101.31 95.33 96.42
2/28/2015 114.59 108.14 107.71
3/31/2015 111.85 105.39 104.43
4/30/2015 113.24 106.66 106.39
5/31/2015 116.59 109.83 109.04
6/30/2015 113.67 106.91 104.99
7/31/2015 120.40 113.34 109.29
8/31/2015 108.21 101.46 96.66
9/30/2015 102.24 95.60 91.80
10/31/2015 118.76 111.50 107.98
11/30/2015 119.90 112.52 108.59
12/31/2015 116.49 109.14 105.30
1/31/2016 105.99 98.91 95.12
2/29/2016 105.91 98.75 94.85
3/31/2016 119.21 111.51 108.07
4/30/2016 121.07 113.22 108.88
5/31/2016 125.18 117.11 112.63
6/30/2016 127.50 119.25 113.18
7/31/2016 134.37 125.79 121.04
8/31/2016 133.79 125.13 121.35
9/30/2016 133.25 124.53 121.39
10/31/2016 129.52 120.84 117.35
11/30/2016 138.15 129.06 125.40
12/31/2016 143.58 134.19 129.86
1/31/2017 147.77 138.12 134.22
2/28/2017 157.65 147.53 143.52
3/31/2017 158.32 148.07 143.80
4/30/2017 161.65 151.18 146.31
5/31/2017 166.39 155.62 149.77
6/30/2017 167.80 156.87 151.33
7/31/2017 172.76 161.52 156.50
8/31/2017 174.47 163.07 157.28
9/30/2017 180.59 168.83 162.59
10/31/2017 178.41 166.62 168.72
11/30/2017 184.48 172.33 176.96
12/31/2017 187.01 174.64 180.04
1/31/2018 199.78 186.76 196.07
2/28/2018 186.71 174.14 185.16
3/31/2018 178.54 166.22 177.91
4/30/2018 178.18 165.76 178.98
5/31/2018 185.30 172.46 185.70
6/30/2018 188.18 175.10 187.46
7/31/2018 197.34 183.74 198.15
8/31/2018 207.48 193.30 207.87
9/30/2018 208.65 194.30 209.62

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

(52.0% of assets as of 09/30/2018)


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 94.8% 100.0% -5.2%
Canada 2.4% - -
United Kingdom 1.1% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 97.1% 100.0% -2.9%
Europe 1.1% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 20.7% 21.0% -0.3%
Financials 18.1% 13.3% 4.8%
Health Care 16.0% 15.0% 0.9%
Consumer Discretionary 11.3% 10.3% 1.0%
Industrials 8.0% 9.7% -1.7%
Communication Services 6.4% 10.0% -3.6%
Consumer Staples 6.0% 6.7% -0.7%
Energy 5.3% 6.0% -0.7%
Real Estate 2.5% 2.7% -0.2%
Utilities 2.1% 2.8% -0.7%
Materials 1.9% 2.4% -0.6%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Capital Markets 6.8% 2.7% 4.1%
Health Care Providers & Services 6.5% 3.4% 3.0%
Software 6.3% 6.0% 0.3%
Specialty Retail 6.0% 2.4% 3.6%
Banks 5.3% 5.9% -0.6%
Oil Gas & Consumable Fuels 5.3% 5.3% 0.0%
IT Services 5.2% 4.7% 0.5%
Technology Hardware Storage & Peripherals 5.0% 4.7% 0.2%
Internet & Direct Marketing Retail 3.6% 3.9% -0.3%
Pharmaceuticals 3.0% 4.7% -1.8%
Insurance 2.7% 2.3% 0.3%
Diversified Financial Services 2.7% 1.7% 0.9%
Communications Equipment 2.7% 1.1% 1.5%
Equity Real Estate Investment Trusts (REITs) 2.5% 2.6% -0.1%
Aerospace & Defense 2.5% 2.8% -0.3%
Interactive Media & Services 2.4% 4.7% -2.3%
Biotechnology 2.3% 2.6% -0.3%
Household Products 2.0% 1.4% 0.6%
Chemicals 1.9% 1.8% 0.1%
Health Care Equipment & Supplies 1.9% 3.3% -1.4%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 98.2% 100.0% -1.8%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 83.9% 90.9% -7.1%
Mid 14.4% 9.1% 5.3%
Analytics
(As of 09/30/2018)

Performance Statistics
3Y
5Y
Alpha
-1.07
-0.59
Beta
0.95
0.97
Information Ratio
-0.96
-0.51
R-Squared
93.94
95.06
Sharpe Ratio
1.52
1.27
Standard Deviation
8.95
9.51
Upside Capture
91.87
95.64
Downside Capture
103.63
100.91
Sortino Ratio
3.08
2.38
Win Ratio
53.00
53.00
Loss Ratio
47.00
47.00
Margin of Outperformance
0.23
0.32
Margin of Underperformance
-0.59
-0.53
Tracking Error
2.26
2.13
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$219.45 B
$247.64 B
Median Market Cap (weighted)
$57.79 B
$113.76 B
P/E Ratio (LTM)
20.92
21.27
P/E Ratio (NTM)
17.11
17.09
Price/Book
3.82
3.51
Debt to Capital Ratio
48.10
46.13
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 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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