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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 01/31/2019)
$13.00 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 01/31/2019
as of 12/31/2018

Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
-13.57% -7.05% 7.21% 7.41% 13.10% 7.06%
Large Cap Core (net of fees)
-13.68% -7.50% 6.70% 6.90% 12.57% 6.55%
S&P 500 Index
-13.52% -4.38% 9.26% 8.49% 13.12% 7.26%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
0.51% -3.17% 12.11% 9.99% 14.96% 7.82%
Large Cap Core (net of fees)
0.39% -3.64% 11.58% 9.47% 14.41% 7.31%
S&P 500 Index
0.26% -2.31% 14.02% 10.96% 15.00% 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


Date Large Cap Core (gross of fees) Large Cap Core (net of fees) S&P 500 Index
1/31/2009 0.00 0.00 0.00
2/28/2009 -10.48 -10.52 -10.65
3/31/2009 -1.92 -2.00 -2.82
4/30/2009 10.37 10.24 6.48
5/31/2009 17.14 16.96 12.44
6/30/2009 16.62 16.39 12.66
7/31/2009 24.67 24.39 21.18
8/31/2009 29.14 28.79 25.56
9/30/2009 32.88 32.47 30.24
10/31/2009 30.20 29.74 27.82
11/30/2009 38.65 38.11 35.49
12/31/2009 40.49 39.89 38.10
1/31/2010 36.98 36.34 33.14
2/28/2010 38.98 38.28 37.26
3/31/2010 48.07 47.26 45.54
4/30/2010 49.45 48.58 47.84
5/31/2010 37.52 36.66 36.04
6/30/2010 30.92 30.05 28.92
7/31/2010 41.75 40.75 37.95
8/31/2010 36.69 35.67 31.72
9/30/2010 47.98 46.82 43.48
10/31/2010 55.55 54.28 48.93
11/30/2010 54.31 52.98 48.95
12/31/2010 64.35 62.88 58.91
1/31/2011 66.20 64.64 62.67
2/28/2011 69.85 68.19 68.25
3/31/2011 69.26 67.54 68.31
4/30/2011 74.18 72.35 73.30
5/31/2011 72.41 70.52 71.34
6/30/2011 69.63 67.71 68.48
7/31/2011 67.00 65.04 65.06
8/31/2011 58.08 56.16 56.09
9/30/2011 48.49 46.62 45.12
10/31/2011 63.60 61.49 60.98
11/30/2011 62.77 60.60 60.62
12/31/2011 65.76 63.49 62.26
1/31/2012 73.26 70.81 69.54
2/29/2012 82.34 79.70 76.87
3/31/2012 91.27 88.43 82.69
4/30/2012 88.92 86.04 81.54
5/31/2012 76.35 73.59 70.63
6/30/2012 81.31 78.40 77.66
7/31/2012 85.44 82.39 80.13
8/31/2012 90.38 87.17 84.18
9/30/2012 95.55 92.19 88.94
10/31/2012 92.19 88.81 85.46
11/30/2012 93.73 90.24 86.53
12/31/2012 95.14 91.55 88.23
1/31/2013 104.14 100.31 97.98
2/28/2013 104.00 100.09 100.67
3/31/2013 111.97 107.83 108.19
4/30/2013 114.81 110.53 112.21
5/31/2013 122.33 117.82 117.17
6/30/2013 118.00 113.48 114.25
7/31/2013 129.68 124.84 125.16
8/31/2013 124.47 119.65 118.63
9/30/2013 133.92 128.81 125.49
10/31/2013 142.74 137.34 135.86
11/30/2013 150.09 144.44 143.04
12/31/2013 159.04 153.09 149.20
1/31/2014 150.34 144.48 140.58
2/28/2014 162.63 156.39 151.59
3/31/2014 162.37 156.03 153.70
4/30/2014 162.95 156.49 155.58
5/31/2014 169.81 163.09 161.58
6/30/2014 176.12 169.14 166.98
7/31/2014 172.34 165.34 163.30
8/31/2014 183.70 176.30 173.83
9/30/2014 179.27 171.88 169.99
10/31/2014 185.00 177.34 176.58
11/30/2014 191.09 183.17 184.02
12/31/2014 188.88 180.90 183.31
1/31/2015 179.49 171.66 174.80
2/28/2015 197.94 189.48 190.60
3/31/2015 194.13 185.66 186.00
4/30/2015 196.07 187.43 188.74
5/31/2015 200.72 191.83 192.46
6/30/2015 196.66 187.77 186.80
7/31/2015 206.00 196.72 192.80
8/31/2015 189.08 180.20 175.14
9/30/2015 180.78 172.04 168.33
10/31/2015 203.72 194.16 190.97
11/30/2015 205.30 195.57 191.83
12/31/2015 200.57 190.87 187.23
1/31/2016 185.99 176.65 172.97
2/29/2016 185.88 176.43 172.61
3/31/2016 204.34 194.17 191.10
4/30/2016 206.93 196.56 192.23
5/31/2016 212.64 201.95 197.48
6/30/2016 215.86 204.94 198.25
7/31/2016 225.40 214.03 209.24
8/31/2016 224.59 213.12 209.68
9/30/2016 223.84 212.27 209.74
10/31/2016 218.66 207.15 204.09
11/30/2016 230.64 218.58 215.35
12/31/2016 238.18 225.71 221.58
1/31/2017 244.00 231.19 227.68
2/28/2017 257.72 244.27 240.69
3/31/2017 258.65 245.03 241.09
4/30/2017 263.28 249.34 244.59
5/31/2017 269.85 255.52 249.44
6/30/2017 271.81 257.26 251.62
7/31/2017 278.69 263.73 258.85
8/31/2017 281.08 265.88 259.95
9/30/2017 289.57 273.89 267.38
10/31/2017 286.54 270.82 275.95
11/30/2017 294.96 278.76 287.48
12/31/2017 298.48 281.98 291.79
1/31/2018 316.21 298.82 314.22
2/28/2018 298.06 281.28 298.95
3/31/2018 286.72 270.26 288.81
4/30/2018 286.22 269.63 290.30
5/31/2018 296.10 278.94 299.70
6/30/2018 300.10 282.62 302.16
7/31/2018 312.83 294.63 317.13
8/31/2018 326.90 307.93 330.72
9/30/2018 328.53 309.32 333.17
10/31/2018 300.97 282.83 303.57
11/30/2018 310.07 291.37 311.79
12/31/2018 270.38 253.33 274.61
1/31/2019 303.01 284.32 304.63

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

(54.7% of assets as of 01/31/2019)


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 94.0% 100.0% -6.0%
Canada 2.3% - -
United Kingdom 1.3% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 96.3% 100.0% -3.7%
Europe 1.3% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 19.1% 19.9% -0.8%
Financials 17.0% 13.5% 3.6%
Health Care 15.2% 15.1% 0.1%
Consumer Discretionary 12.3% 10.1% 2.2%
Industrials 9.4% 9.5% -0.1%
Consumer Staples 6.7% 7.2% -0.5%
Communication Services 5.7% 10.3% -4.6%
Energy 5.4% 5.5% -0.1%
Real Estate 2.8% 3.0% -0.2%
Utilities 2.3% 3.2% -0.9%
Materials 1.7% 2.7% -0.9%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Software 6.8% 6.0% 0.8%
Banks 6.1% 5.8% 0.3%
Specialty Retail 5.9% 2.3% 3.6%
Capital Markets 5.0% 2.8% 2.2%
Internet & Direct Marketing Retail 4.7% 3.7% 1.0%
IT Services 4.7% 4.7% 0.0%
Health Care Providers & Services 4.4% 3.2% 1.2%
Pharmaceuticals 4.4% 4.9% -0.4%
Oil Gas & Consumable Fuels 4.3% 4.9% -0.6%
Diversified Financial Services 4.0% 1.8% 2.2%
Interactive Media & Services 3.9% 4.9% -1.0%
Household Products 2.8% 1.6% 1.2%
Equity Real Estate Investment Trusts (REITs) 2.8% 3.0% -0.2%
Communications Equipment 2.7% 1.2% 1.5%
Technology Hardware Storage & Peripherals 2.6% 3.8% -1.1%
Health Care Equipment & Supplies 2.5% 3.4% -0.9%
Aerospace & Defense 2.5% 2.6% -0.1%
Semiconductors & Semiconductor Equipment 2.3% 3.7% -1.4%
Tobacco 2.2% 0.9% 1.3%
Road & Rail 2.2% 1.0% 1.2%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 97.6% 100.0% -2.4%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 86.3% 91.1% -4.9%
Mid 11.4% 8.9% 2.5%
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
-1.58
-0.82
Beta
0.99
1.00
Information Ratio
-0.81
-0.46
R-Squared
95.70
96.58
Sharpe Ratio
0.96
0.83
Standard Deviation
11.33
11.39
Upside Capture
93.58
96.37
Downside Capture
103.86
101.43
Sortino Ratio
1.44
1.32
Win Ratio
53.00
55.00
Loss Ratio
47.00
45.00
Margin of Outperformance
0.29
0.32
Margin of Underperformance
-0.62
-0.55
Tracking Error
2.36
2.11
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$194.41 B
$212.91 B
Median Market Cap (weighted)
$61.14 B
$98.90 B
P/E Ratio (LTM)
18.32
18.00
P/E Ratio (NTM)
16.41
15.85
Price/Book
3.41
3.21
Debt to Capital Ratio
45.49
47.14
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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