Spoof Access

×

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 05/31/2018)
$14.70 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
Separate Account
Commingled Vehicle
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 05/31/2018
as of 03/31/2018

Cumulative
Annualized
ytd as of 2018-03-31
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
-2.95% 7.83% 9.55% 12.78% 9.55% 8.05%
Large Cap Core (net of fees)
-3.07% 7.31% 9.03% 12.24% 9.03% 7.54%
S&P 500 Index
-0.76% 13.99% 10.78% 13.31% 9.49% 8.20%
Cumulative
Annualized
ytd as of 2018-05-31
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
-0.60% 7.10% 9.62% 12.24% 8.86% 8.17%
Large Cap Core (net of fees)
-0.79% 6.59% 9.10% 11.71% 8.34% 7.65%
S&P 500 Index
2.02% 14.38% 10.97% 12.98% 9.14% 8.35%

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
5/31/2008 0.00 0.00 0.00
6/30/2008 -6.45 -6.49 -8.43
7/31/2008 -10.15 -10.22 -9.20
8/31/2008 -8.63 -8.74 -7.89
9/30/2008 -18.06 -18.19 -16.09
10/31/2008 -32.80 -32.94 -30.19
11/30/2008 -38.47 -38.63 -35.20
12/31/2008 -36.19 -36.38 -34.51
1/31/2009 -40.98 -41.18 -40.03
2/28/2009 -47.16 -47.37 -46.41
3/31/2009 -42.11 -42.36 -41.72
4/30/2009 -34.86 -35.16 -36.14
5/31/2009 -30.86 -31.20 -32.57
6/30/2009 -31.17 -31.54 -32.43
7/31/2009 -26.42 -26.84 -27.32
8/31/2009 -23.78 -24.25 -24.70
9/30/2009 -21.57 -22.08 -21.89
10/31/2009 -23.16 -23.69 -23.34
11/30/2009 -18.17 -18.76 -18.74
12/31/2009 -17.08 -17.72 -17.17
1/31/2010 -19.15 -19.81 -20.15
2/28/2010 -17.97 -18.67 -17.68
3/31/2010 -12.61 -13.38 -12.71
4/30/2010 -11.80 -12.61 -11.33
5/31/2010 -18.83 -19.62 -18.41
6/30/2010 -22.73 -23.51 -22.69
7/31/2010 -16.34 -17.21 -17.27
8/31/2010 -19.33 -20.20 -21.00
9/30/2010 -12.66 -13.64 -13.95
10/31/2010 -8.19 -9.26 -10.68
11/30/2010 -8.93 -10.02 -10.67
12/31/2010 -3.00 -4.20 -4.70
1/31/2011 -1.91 -3.16 -2.44
2/28/2011 0.25 -1.07 0.90
3/31/2011 -0.10 -1.46 0.94
4/30/2011 2.80 1.37 3.93
5/31/2011 1.75 0.30 2.76
6/30/2011 0.12 -1.36 1.04
7/31/2011 -1.44 -2.93 -1.01
8/31/2011 -6.70 -8.15 -6.39
9/30/2011 -12.36 -13.76 -12.97
10/31/2011 -3.44 -5.02 -3.46
11/30/2011 -3.93 -5.54 -3.67
12/31/2011 -2.17 -3.84 -2.68
1/31/2012 2.26 0.47 1.68
2/29/2012 7.62 5.69 6.07
3/31/2012 12.89 10.83 9.56
4/30/2012 11.50 9.42 8.88
5/31/2012 4.09 2.10 2.33
6/30/2012 7.01 4.93 6.55
7/31/2012 9.45 7.28 8.03
8/31/2012 12.36 10.09 10.46
9/30/2012 15.42 13.04 13.32
10/31/2012 13.43 11.05 11.22
11/30/2012 14.34 11.90 11.87
12/31/2012 15.17 12.67 12.89
1/31/2013 20.48 17.82 18.74
2/28/2013 20.40 17.69 20.35
3/31/2013 25.11 22.24 24.86
4/30/2013 26.78 23.83 27.27
5/31/2013 31.22 28.12 30.24
6/30/2013 28.66 25.57 28.50
7/31/2013 35.56 32.25 35.03
8/31/2013 32.48 29.19 31.12
9/30/2013 38.06 34.58 35.23
10/31/2013 43.26 39.60 41.45
11/30/2013 47.60 43.77 45.76
12/31/2013 52.89 48.86 49.45
1/31/2014 47.75 43.80 44.28
2/28/2014 55.01 50.81 50.88
3/31/2014 54.85 50.59 52.15
4/30/2014 55.19 50.87 53.28
5/31/2014 59.24 54.74 56.88
6/30/2014 62.97 58.30 60.12
7/31/2014 60.74 56.07 57.91
8/31/2014 67.44 62.52 64.23
9/30/2014 64.83 59.92 61.92
10/31/2014 68.21 63.13 65.88
11/30/2014 71.81 66.56 70.34
12/31/2014 70.50 65.22 69.91
1/31/2015 64.96 59.79 64.81
2/28/2015 75.85 70.27 74.28
3/31/2015 73.59 68.02 71.52
4/30/2015 74.74 69.06 73.17
5/31/2015 77.48 71.65 75.40
6/30/2015 75.09 69.26 72.00
7/31/2015 80.60 74.53 75.61
8/31/2015 70.62 64.81 65.01
9/30/2015 65.72 60.01 60.93
10/31/2015 79.26 73.02 74.50
11/30/2015 80.19 73.85 75.02
12/31/2015 77.40 71.09 72.26
1/31/2016 68.79 62.72 63.71
2/29/2016 68.73 62.59 63.49
3/31/2016 79.63 73.03 74.58
4/30/2016 81.15 74.43 75.26
5/31/2016 84.52 77.60 78.41
6/30/2016 86.42 79.36 78.87
7/31/2016 92.05 84.71 85.46
8/31/2016 91.57 84.17 85.72
9/30/2016 91.13 83.67 85.76
10/31/2016 88.07 80.66 82.37
11/30/2016 95.15 87.38 89.12
12/31/2016 99.59 91.58 92.86
1/31/2017 103.03 94.80 96.52
2/28/2017 111.13 102.49 104.32
3/31/2017 111.68 102.94 104.56
4/30/2017 114.41 105.48 106.66
5/31/2017 118.29 109.11 109.57
6/30/2017 119.45 110.14 110.88
7/31/2017 123.51 113.94 115.22
8/31/2017 124.91 115.20 115.87
9/30/2017 129.93 119.92 120.33
10/31/2017 128.14 118.11 125.47
11/30/2017 133.11 122.78 132.38
12/31/2017 135.18 124.67 134.97
1/31/2018 145.65 134.58 148.42
2/28/2018 134.94 124.26 139.26
3/31/2018 128.24 117.78 133.18
4/30/2018 127.95 117.41 134.08
5/31/2018 133.78 122.89 139.72

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

(48.9% of assets as of 05/31/2018)


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 93.3% 100.0% -6.7%
Canada 2.5% - -
United Kingdom 1.5% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 95.9% 100.0% -4.1%
Europe 1.5% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 24.1% 26.0% -1.9%
Financials 19.0% 14.2% 4.8%
Health Care 15.4% 13.9% 1.5%
Consumer Discretionary 13.2% 12.9% 0.4%
Industrials 8.2% 9.9% -1.7%
Consumer Staples 6.0% 6.7% -0.6%
Energy 5.5% 6.3% -0.7%
Materials 2.3% 2.8% -0.5%
Utilities 1.5% 2.8% -1.3%
Telecommunication Services 1.3% 1.8% -0.5%
Real Estate 0.7% 2.7% -2.0%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Capital Markets 6.8% 3.1% 3.7%
Specialty Retail 5.9% 2.3% 3.7%
Software 5.9% 6.1% -0.2%
Banks 5.5% 6.3% -0.8%
Oil Gas & Consumable Fuels 5.5% 5.4% 0.1%
Health Care Providers & Services 5.3% 3.1% 2.2%
Technology Hardware Storage & Peripherals 5.3% 4.7% 0.7%
Internet Software & Services 4.1% 5.1% -1.0%
IT Services 3.5% 4.3% -0.8%
Communications Equipment 3.2% 1.1% 2.2%
Biotechnology 3.0% 2.5% 0.5%
Diversified Financial Services 3.0% 1.6% 1.4%
Internet & Direct Marketing Retail 2.8% 4.0% -1.2%
Insurance 2.6% 2.5% 0.1%
Pharmaceuticals 2.6% 4.3% -1.7%
Aerospace & Defense 2.3% 2.8% -0.5%
Food Products 2.3% 1.1% 1.2%
Health Care Equipment & Supplies 2.3% 3.0% -0.7%
Media 2.2% 2.4% -0.2%
Semiconductors & Semiconductor Equipment 2.0% 4.3% -2.4%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 97.3% 100.0% -2.7%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 86.1% 92.0% -6.0%
Mid 11.3% 8.0% 3.3%
Analytics
(As of 05/31/2018)

Performance Statistics
3Y
5Y
Alpha
-0.70
-0.41
Beta
0.94
0.98
Information Ratio
-0.57
-0.33
R-Squared
94.56
95.07
Sharpe Ratio
0.90
1.18
Standard Deviation
9.98
9.91
Upside Capture
93.15
97.09
Downside Capture
99.34
100.75
Sortino Ratio
0.45
0.64
Win Ratio
56.00
55.00
Loss Ratio
44.00
45.00
Margin of Outperformance
0.30
0.35
Margin of Underperformance
-0.61
-0.55
Tracking Error
2.40
2.21
Portfolio Characteristics
Rep Portfolio
Industry Benchmark
Average Market Cap (weighted)
$196.40 B
$215.80 B
Median Market Cap (weighted)
$65.00 B
$101.80 B
P/E Ratio (LTM)
20.14
20.58
P/E Ratio (NTM)
16.38
16.43
Price/Book
3.61
3.28
Debt to Capital Ratio
47.84
46.08
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.
×
Loading...
Tiny Button Small Button Large Button Default Button Secondary Button Framed Button Framed Button ( Small Caps )