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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 11/30/2018)
$14.00 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 11/30/2018
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 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Large Cap Core (gross of fees)
2.91% 3.83% 10.33% 10.40% 14.68% 8.12%
Large Cap Core (net of fees)
2.46% 3.33% 9.81% 9.87% 14.13% 7.61%
S&P 500 Index
5.11% 6.27% 12.16% 11.12% 14.32% 8.25%

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
11/30/2008 0.00 0.00 0.00
12/31/2008 3.71 3.67 1.06
1/31/2009 -4.08 -4.16 -7.45
2/28/2009 -14.13 -14.24 -17.31
3/31/2009 -5.92 -6.08 -10.06
4/30/2009 5.87 5.66 -1.46
5/31/2009 12.37 12.10 4.05
6/30/2009 11.86 11.55 4.26
7/31/2009 19.59 19.22 12.15
8/31/2009 23.87 23.44 16.20
9/30/2009 27.46 26.97 20.53
10/31/2009 24.89 24.35 18.29
11/30/2009 32.99 32.37 25.39
12/31/2009 34.76 34.08 27.81
1/31/2010 31.39 30.67 23.21
2/28/2010 33.31 32.53 27.03
3/31/2010 42.03 41.14 34.69
4/30/2010 43.35 42.40 36.82
5/31/2010 31.91 30.98 25.90
6/30/2010 25.58 24.64 19.31
7/31/2010 35.97 34.90 27.66
8/31/2010 31.11 30.03 21.90
9/30/2010 41.94 40.72 32.78
10/31/2010 49.21 47.86 37.83
11/30/2010 48.02 46.62 37.85
12/31/2010 57.65 56.11 47.06
1/31/2011 59.42 57.79 50.55
2/28/2011 62.92 61.20 55.71
3/31/2011 62.35 60.57 55.77
4/30/2011 67.08 65.18 60.38
5/31/2011 65.37 63.43 58.57
6/30/2011 62.71 60.73 55.92
7/31/2011 60.19 58.18 52.75
8/31/2011 51.64 49.67 44.45
9/30/2011 42.43 40.52 34.30
10/31/2011 56.93 54.77 48.98
11/30/2011 56.13 53.92 48.65
12/31/2011 59.00 56.69 50.17
1/31/2012 66.19 63.71 56.90
2/29/2012 74.90 72.23 63.68
3/31/2012 83.47 80.60 69.07
4/30/2012 81.21 78.30 68.01
5/31/2012 69.16 66.37 57.91
6/30/2012 73.91 70.98 64.42
7/31/2012 77.88 74.81 66.70
8/31/2012 82.61 79.39 70.46
9/30/2012 87.58 84.20 74.86
10/31/2012 84.35 80.96 71.63
11/30/2012 85.83 82.33 72.63
12/31/2012 87.18 83.59 74.20
1/31/2013 95.81 91.98 83.22
2/28/2013 95.68 91.77 85.71
3/31/2013 103.33 99.19 92.68
4/30/2013 106.05 101.78 96.39
5/31/2013 113.26 108.76 100.98
6/30/2013 109.10 104.61 98.28
7/31/2013 120.31 115.49 108.37
8/31/2013 115.31 110.52 102.34
9/30/2013 124.38 119.29 108.68
10/31/2013 132.83 127.47 118.27
11/30/2013 139.89 134.28 124.93
12/31/2013 148.48 142.57 130.62
1/31/2014 140.13 134.32 122.65
2/28/2014 151.92 145.73 132.83
3/31/2014 151.67 145.39 134.79
4/30/2014 152.22 145.83 136.52
5/31/2014 158.80 152.15 142.08
6/30/2014 164.86 157.95 147.08
7/31/2014 161.23 154.31 143.67
8/31/2014 172.12 164.81 153.42
9/30/2014 167.88 160.58 149.86
10/31/2014 173.37 165.81 155.97
11/30/2014 179.22 171.40 162.85
12/31/2014 177.10 169.23 162.19
1/31/2015 168.09 160.37 154.32
2/28/2015 185.79 177.45 168.93
3/31/2015 182.13 173.79 164.68
4/30/2015 183.99 175.48 167.22
5/31/2015 188.45 179.70 170.66
6/30/2015 184.56 175.81 165.42
7/31/2015 193.52 184.39 170.98
8/31/2015 177.29 168.55 154.63
9/30/2015 169.33 160.73 148.33
10/31/2015 191.33 181.93 169.28
11/30/2015 192.85 183.28 170.08
12/31/2015 188.31 178.78 165.82
1/31/2016 174.33 165.15 152.63
2/29/2016 174.22 164.93 152.29
3/31/2016 191.93 181.94 169.40
4/30/2016 194.41 184.23 170.44
5/31/2016 199.89 189.40 175.30
6/30/2016 202.98 192.27 176.01
7/31/2016 212.13 200.97 186.19
8/31/2016 211.35 200.10 186.59
9/30/2016 210.63 199.29 186.65
10/31/2016 205.66 194.38 181.42
11/30/2016 217.15 205.33 191.84
12/31/2016 224.39 212.17 197.61
1/31/2017 229.96 217.42 203.25
2/28/2017 243.13 229.96 215.29
3/31/2017 244.02 230.68 215.66
4/30/2017 248.46 234.82 218.90
5/31/2017 254.77 240.74 223.39
6/30/2017 256.65 242.41 225.41
7/31/2017 263.25 248.61 232.10
8/31/2017 265.53 250.67 233.12
9/30/2017 273.69 258.35 239.99
10/31/2017 270.77 255.41 247.92
11/30/2017 278.85 263.01 258.59
12/31/2017 282.23 266.10 262.58
1/31/2018 299.23 282.24 283.34
2/28/2018 281.83 265.43 269.21
3/31/2018 270.95 254.86 259.83
4/30/2018 270.46 254.26 261.21
5/31/2018 279.95 263.19 269.91
6/30/2018 283.78 266.71 272.19
7/31/2018 295.99 278.23 286.04
8/31/2018 309.49 290.97 298.61
9/30/2018 311.05 292.30 300.88
10/31/2018 284.62 266.92 273.48
11/30/2018 293.35 275.10 281.09

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

(53.8% of assets as of 11/30/2018)


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 93.8% 100.0% -6.2%
Canada 2.5% - -
United Kingdom 1.0% - -
Developed Markets Large Cap Core S&P 500 Index Overweight / Underweight
Americas 96.3% 100.0% -3.7%
Europe 1.0% - -
Equity Sector Large Cap Core S&P 500 Index Overweight / Underweight
Information Technology 20.2% 19.9% 0.3%
Financials 17.9% 13.7% 4.2%
Health Care 15.0% 15.8% -0.7%
Consumer Discretionary 11.2% 9.9% 1.3%
Industrials 9.1% 9.4% -0.3%
Consumer Staples 7.2% 7.4% -0.1%
Energy 5.2% 5.4% -0.2%
Communication Services 4.7% 9.9% -5.1%
Real Estate 2.6% 2.9% -0.3%
Utilities 2.3% 3.1% -0.8%
Materials 1.7% 2.6% -0.9%
Industry Large Cap Core S&P 500 Index Overweight / Underweight
Software 6.8% 6.1% 0.7%
Banks 6.6% 6.0% 0.6%
Specialty Retail 5.9% 2.3% 3.6%
Capital Markets 5.7% 2.8% 3.0%
IT Services 5.3% 4.6% 0.7%
Health Care Providers & Services 5.0% 3.7% 1.3%
Internet & Direct Marketing Retail 4.2% 3.5% 0.6%
Oil Gas & Consumable Fuels 4.1% 4.9% -0.8%
Diversified Financial Services 3.7% 1.9% 1.8%
Pharmaceuticals 3.6% 5.2% -1.6%
Technology Hardware Storage & Peripherals 3.5% 4.0% -0.4%
Interactive Media & Services 3.1% 4.4% -1.4%
Communications Equipment 2.9% 1.2% 1.7%
Equity Real Estate Investment Trusts (REITs) 2.6% 2.8% -0.2%
Beverages 2.5% 1.9% 0.6%
Aerospace & Defense 2.4% 2.6% -0.2%
Health Care Equipment & Supplies 2.4% 3.3% -0.9%
Road & Rail 2.3% 1.0% 1.3%
Tobacco 2.0% 1.0% 1.0%
Insurance 1.9% 2.3% -0.4%
Asset Allocation Large Cap Core S&P 500 Index Overweight / Underweight
Equity 97.2% 100.0% -2.8%
Market Cap Large Cap Core S&P 500 Index Overweight / Underweight
Large 88.4% 91.1% -2.7%
Mid 8.9% 8.9% -0.1%
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
-0.99
-0.38
Beta
0.94
0.97
Information Ratio
-0.80
-0.34
R-Squared
94.12
95.57
Sharpe Ratio
1.02
0.98
Standard Deviation
9.06
9.97
Upside Capture
91.41
96.48
Downside Capture
100.52
99.79
Sortino Ratio
1.58
1.67
Win Ratio
56.00
57.00
Loss Ratio
44.00
43.00
Margin of Outperformance
0.24
0.32
Margin of Underperformance
-0.61
-0.54
Tracking Error
2.28
2.12
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$204.41 B
$220.47 B
Median Market Cap (weighted)
$63.15 B
$103.08 B
P/E Ratio (LTM)
19.21
18.79
P/E Ratio (NTM)
16.60
16.01
Price/Book
3.56
3.30
Debt to Capital Ratio
48.09
46.41
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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