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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 03/31/2019)
$13.30 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 03/31/2019
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 2019-03-31
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%

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
3/31/2009 0.00 0.00 0.00
4/30/2009 12.53 12.49 9.57
5/31/2009 19.44 19.35 15.70
6/30/2009 18.90 18.77 15.93
7/31/2009 27.12 26.93 24.70
8/31/2009 31.67 31.42 29.20
9/30/2009 35.49 35.18 34.02
10/31/2009 32.75 32.39 31.53
11/30/2009 41.37 40.93 39.42
12/31/2009 43.25 42.75 42.11
1/31/2010 39.66 39.13 37.00
2/28/2010 41.70 41.10 41.25
3/31/2010 50.97 50.27 49.77
4/30/2010 52.38 51.61 52.13
5/31/2010 40.22 39.45 39.99
6/30/2010 33.49 32.70 32.66
7/31/2010 44.52 43.62 41.95
8/31/2010 39.37 38.44 35.54
9/30/2010 50.88 49.82 47.64
10/31/2010 58.60 57.43 53.26
11/30/2010 57.33 56.11 53.28
12/31/2010 67.58 66.21 63.52
1/31/2011 69.45 68.00 67.40
2/28/2011 73.18 71.63 73.13
3/31/2011 72.57 70.96 73.20
4/30/2011 77.60 75.87 78.33
5/31/2011 75.78 74.00 76.31
6/30/2011 72.95 71.13 73.37
7/31/2011 70.27 68.41 69.85
8/31/2011 61.18 59.35 60.62
9/30/2011 51.40 49.61 49.33
10/31/2011 66.81 64.78 65.65
11/30/2011 65.96 63.88 65.28
12/31/2011 69.01 66.83 66.97
1/31/2012 76.65 74.30 74.46
2/29/2012 85.91 83.37 82.00
3/31/2012 95.02 92.28 87.99
4/30/2012 92.62 89.84 86.81
5/31/2012 79.81 77.14 75.58
6/30/2012 84.86 82.04 82.82
7/31/2012 89.08 86.12 85.36
8/31/2012 94.11 91.00 89.53
9/30/2012 99.39 96.11 94.43
10/31/2012 95.96 92.66 90.84
11/30/2012 97.52 94.13 91.95
12/31/2012 98.97 95.47 93.70
1/31/2013 108.14 104.40 103.73
2/28/2013 107.99 104.17 106.49
3/31/2013 116.13 112.08 114.24
4/30/2013 119.02 114.83 118.37
5/31/2013 126.69 122.27 123.47
6/30/2013 122.27 117.84 120.47
7/31/2013 134.18 129.43 131.69
8/31/2013 128.86 124.13 124.98
9/30/2013 138.50 133.48 132.04
10/31/2013 147.49 142.19 142.70
11/30/2013 154.99 149.43 150.10
12/31/2013 164.12 158.26 156.43
1/31/2014 155.24 149.48 147.56
2/28/2014 167.78 161.63 158.89
3/31/2014 167.51 161.26 161.07
4/30/2014 168.10 161.73 162.99
5/31/2014 175.10 168.46 169.17
6/30/2014 181.53 174.63 174.73
7/31/2014 177.68 170.76 170.94
8/31/2014 189.25 181.94 181.78
9/30/2014 184.74 177.43 177.83
10/31/2014 190.58 183.01 184.61
11/30/2014 196.80 188.95 192.27
12/31/2014 194.54 186.64 191.53
1/31/2015 184.97 177.21 182.78
2/28/2015 203.78 195.39 199.03
3/31/2015 199.89 191.50 194.30
4/30/2015 201.87 193.30 197.13
5/31/2015 206.61 197.79 200.95
6/30/2015 202.47 193.65 195.12
7/31/2015 212.00 202.78 201.30
8/31/2015 194.74 185.92 183.13
9/30/2015 186.28 177.60 176.12
10/31/2015 209.67 200.17 199.41
11/30/2015 211.28 201.61 200.30
12/31/2015 206.46 196.81 195.57
1/31/2016 191.60 182.30 180.90
2/29/2016 191.48 182.07 180.52
3/31/2016 210.31 200.18 199.55
4/30/2016 212.95 202.61 200.71
5/31/2016 218.77 208.12 206.11
6/30/2016 222.05 211.17 206.90
7/31/2016 231.78 220.44 218.22
8/31/2016 230.95 219.51 218.67
9/30/2016 230.19 218.65 218.73
10/31/2016 224.90 213.43 212.91
11/30/2016 237.12 225.08 224.50
12/31/2016 244.81 232.37 230.92
1/31/2017 250.74 237.95 237.19
2/28/2017 264.73 251.30 250.58
3/31/2017 265.68 252.07 250.99
4/30/2017 270.40 256.47 254.59
5/31/2017 277.10 262.78 259.58
6/30/2017 279.10 264.56 261.83
7/31/2017 286.11 271.16 269.27
8/31/2017 288.54 273.35 270.40
9/30/2017 297.21 281.53 278.04
10/31/2017 294.11 278.40 286.86
11/30/2017 302.70 286.49 298.73
12/31/2017 306.29 289.78 303.16
1/31/2018 324.37 306.97 326.24
2/28/2018 305.86 289.06 310.53
3/31/2018 294.30 277.82 300.10
4/30/2018 293.78 277.18 301.63
5/31/2018 303.86 286.68 311.31
6/30/2018 307.94 290.43 313.84
7/31/2018 320.92 302.69 329.24
8/31/2018 335.27 316.26 343.23
9/30/2018 336.92 317.68 345.75
10/31/2018 308.83 290.65 315.28
11/30/2018 318.11 299.36 323.74
12/31/2018 277.64 260.55 285.48
1/31/2019 310.91 292.17 316.37
2/28/2019 325.41 305.85 329.74
3/31/2019 333.45 313.36 338.09

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

(58.0% of assets as of 03/31/2019)


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 94.4% 100.0% -5.6%
Canada 2.4% - -
United Kingdom 1.0% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 96.8% 100.0% -3.2%
Europe 1.0% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 19.8% 21.2% -1.4%
Health Care 17.3% 14.6% 2.7%
Financials 14.6% 12.7% 1.9%
Consumer Discretionary 14.3% 10.1% 4.1%
Industrials 9.7% 9.5% 0.2%
Consumer Staples 7.1% 7.3% -0.3%
Communication Services 5.7% 10.1% -4.4%
Energy 4.3% 5.4% -1.1%
Real Estate 2.8% 3.1% -0.2%
Utilities 1.5% 3.3% -1.9%
Materials 0.7% 2.6% -1.9%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Software 7.5% 6.4% 1.1%
Pharmaceuticals 6.9% 4.8% 2.1%
Specialty Retail 6.5% 2.4% 4.2%
Banks 6.0% 5.4% 0.6%
Internet & Direct Marketing Retail 4.8% 3.6% 1.2%
IT Services 4.2% 5.0% -0.8%
Health Care Providers & Services 4.1% 2.8% 1.3%
Diversified Financial Services 4.1% 1.7% 2.5%
Interactive Media & Services 3.8% 4.8% -1.0%
Oil Gas & Consumable Fuels 3.5% 4.9% -1.4%
Household Products 3.5% 1.7% 1.8%
Capital Markets 3.2% 2.6% 0.6%
Communications Equipment 3.0% 1.3% 1.8%
Health Care Equipment & Supplies 2.8% 3.5% -0.7%
Equity Real Estate Investment Trusts (REITs) 2.8% 3.0% -0.2%
Tobacco 2.8% 1.0% 1.8%
Technology Hardware Storage & Peripherals 2.7% 4.0% -1.3%
Aerospace & Defense 2.5% 2.6% 0.0%
Road & Rail 2.4% 1.1% 1.3%
Semiconductors & Semiconductor Equipment 2.4% 3.9% -1.5%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 97.8% 100.0% -2.2%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 86.6% 90.8% -4.1%
Mid 11.2% 9.2% 2.0%
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
-1.50
-0.63
Beta
1.00
0.99
Information Ratio
-0.73
-0.37
R-Squared
95.35
96.65
Sharpe Ratio
0.96
0.84
Standard Deviation
10.97
11.31
Upside Capture
94.34
97.23
Downside Capture
104.24
101.43
Sortino Ratio
1.38
1.33
Win Ratio
53.00
55.00
Loss Ratio
47.00
45.00
Margin of Outperformance
0.30
0.32
Margin of Underperformance
-0.60
-0.51
Tracking Error
2.37
2.07
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$212.18 B
$230.65 B
Median Market Cap (weighted)
$79.62 B
$115.95 B
P/E Ratio (LTM)
19.08
19.08
P/E Ratio (NTM)
16.69
16.59
Price/Book
3.80
3.35
Debt to Capital Ratio
48.91
46.80
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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