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Multi Sector Income

Overview

The Strategy typically invests in a strategic mix of global fixed income sectors to seek high income and total return.

Strategy Inception Date
October 16, 1989
Composite Inception Date
December 31, 2007
Composite AUM
(as of 01/31/2019)
$5.00 BN
Composite Benchmark
Bloomberg Barclays US Aggregate Bond Index
Available Vehicles
Separate Account
Commingled Vehicle
Subadvised Account
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
Multi Sector Income (gross of fees)
-2.09% -3.75% 3.43% 2.52% 6.59% 4.39%
Multi Sector Income (net of fees)
-2.21% -4.22% 2.94% 2.03% 6.08% 3.89%
Bloomberg Barclays US Aggregate Bond Index
1.64% 0.01% 3.50% 1.64% 4.74% 3.96%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Multi Sector Income (gross of fees)
3.37% -0.16% 5.05% 3.32% 7.18% 4.74%
Multi Sector Income (net of fees)
3.24% -0.64% 4.55% 2.83% 6.67% 4.24%
Bloomberg Barclays US Aggregate Bond Index
3.53% 2.25% 3.77% 1.61% 4.90% 4.02%

OFI Global's Multi Sector Income 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 Multi Sector Income (gross of fees) Multi Sector Income (net of fees) Bloomberg Barclays US Aggregate Bond Index
2008 -15.28% -15.69% -3.55%
2009 22.10% 21.53% 19.00%
2010 16.63% 16.08% 8.50%
2011 1.92% 1.43% 6.63%
2012 14.54% 13.99% 6.38%
2013 0.59% 0.11% -0.04%
2014 3.63% 3.14% 1.36%
2015 -1.25% -1.72% -3.46%
2016 7.30% 6.79% 7.07%
2017 7.14% 6.63% 3.54%
2018 -3.75% -4.22% 0.01%

OFI Global's Multi Sector Income 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 Multi Sector Income (gross of fees) Multi Sector Income (net of fees) Bloomberg Barclays US Aggregate Bond Index
1/31/2009 0.00 0.00 0.00
2/28/2009 -4.11 -4.15 -2.25
3/31/2009 -2.49 -2.57 -0.15
4/30/2009 1.84 1.72 3.44
5/31/2009 7.05 6.89 7.52
6/30/2009 8.69 8.48 9.00
7/31/2009 13.81 13.54 12.62
8/31/2009 16.02 15.70 14.62
9/30/2009 20.60 20.23 18.24
10/31/2009 22.17 21.74 19.13
11/30/2009 23.56 23.08 21.83
12/31/2009 23.83 23.30 19.55
1/31/2010 25.17 24.58 20.44
2/28/2010 26.24 25.59 20.76
3/31/2010 29.19 28.48 20.80
4/30/2010 32.63 31.85 21.62
5/31/2010 29.55 28.74 19.74
6/30/2010 31.99 31.10 21.53
7/31/2010 36.79 35.82 25.44
8/31/2010 38.62 37.59 26.89
9/30/2010 42.79 41.68 29.70
10/31/2010 45.39 44.20 31.82
11/30/2010 42.15 40.93 27.80
12/31/2010 44.43 43.12 29.71
1/31/2011 45.36 44.00 30.65
2/28/2011 47.23 45.78 31.59
3/31/2011 48.40 46.89 32.03
4/30/2011 53.11 51.49 35.19
5/31/2011 52.98 51.31 35.54
6/30/2011 52.13 50.40 35.37
7/31/2011 53.45 51.65 37.96
8/31/2011 49.51 47.69 38.12
9/30/2011 44.01 42.19 35.48
10/31/2011 48.00 46.08 38.29
11/30/2011 45.66 43.71 36.27
12/31/2011 47.20 45.18 38.31
1/31/2012 52.07 49.92 40.90
2/29/2012 55.02 52.77 41.28
3/31/2012 54.85 52.54 40.48
4/30/2012 56.14 53.75 42.28
5/31/2012 53.36 50.95 41.32
6/30/2012 56.76 54.24 42.32
7/31/2012 60.26 57.62 44.23
8/31/2012 61.67 58.94 45.44
9/30/2012 63.69 60.86 47.18
10/31/2012 64.98 62.07 47.04
11/30/2012 66.60 63.59 47.25
12/31/2012 68.60 65.49 47.13
1/31/2013 69.93 66.73 46.56
2/28/2013 70.48 67.20 45.90
3/31/2013 71.04 67.69 46.14
4/30/2013 74.32 70.84 48.10
5/31/2013 70.91 67.42 44.57
6/30/2013 65.32 61.88 42.60
7/31/2013 66.95 63.42 44.66
8/31/2013 64.97 61.41 43.97
9/30/2013 67.24 63.57 46.24
10/31/2013 69.62 65.83 48.41
11/30/2013 68.77 64.93 47.60
12/31/2013 69.60 65.67 47.08
1/31/2014 69.94 65.94 48.88
2/28/2014 72.38 68.26 51.17
3/31/2014 73.14 68.94 51.23
4/30/2014 74.34 70.03 52.72
5/31/2014 76.79 72.36 53.74
6/30/2014 78.01 73.48 54.85
7/31/2014 77.55 72.96 53.38
8/31/2014 79.26 74.55 54.73
9/30/2014 76.64 71.94 50.69
10/31/2014 77.89 73.09 51.14
11/30/2014 77.86 72.98 50.39
12/31/2014 75.76 70.87 49.09
1/31/2015 78.20 73.18 49.29
2/28/2015 80.27 75.12 49.44
3/31/2015 80.16 74.94 48.25
4/30/2015 81.04 75.73 49.81
5/31/2015 81.42 76.03 47.84
6/30/2015 79.05 73.65 46.77
7/31/2015 79.89 74.40 46.95
8/31/2015 77.41 71.92 46.46
9/30/2015 75.03 69.55 46.17
10/31/2015 77.27 71.65 47.35
11/30/2015 75.60 69.97 44.51
12/31/2015 73.57 67.93 43.93
1/31/2016 72.59 66.93 44.32
2/29/2016 72.70 66.96 47.10
3/31/2016 76.72 70.78 51.90
4/30/2016 79.67 73.57 54.98
5/31/2016 79.78 73.60 54.02
6/30/2016 81.79 75.48 58.28
7/31/2016 84.54 78.05 60.08
8/31/2016 86.16 79.55 60.50
9/30/2016 87.02 80.30 61.52
10/31/2016 86.76 79.98 58.42
11/30/2016 83.86 77.12 53.61
12/31/2016 86.23 79.33 54.10
1/31/2017 88.23 81.18 54.40
2/28/2017 90.35 83.15 55.44
3/31/2017 90.28 83.01 55.36
4/30/2017 92.10 84.69 56.56
5/31/2017 93.87 86.32 57.76
6/30/2017 94.16 86.52 57.61
7/31/2017 96.41 88.61 58.28
8/31/2017 97.44 89.52 59.70
9/30/2017 97.28 89.29 58.94
10/31/2017 97.71 89.63 59.03
11/30/2017 97.99 89.82 58.83
12/31/2017 99.53 91.22 59.56
1/31/2018 100.41 91.99 57.72
2/28/2018 98.69 90.26 56.23
3/31/2018 98.69 90.18 57.23
4/30/2018 97.61 89.08 56.06
5/31/2018 95.48 86.96 57.17
6/30/2018 94.35 85.80 56.98
7/31/2018 97.38 88.63 57.02
8/31/2018 94.16 85.48 58.03
9/30/2018 96.14 87.30 57.01
10/31/2018 93.57 84.77 55.77
11/30/2018 93.59 84.71 56.70
12/31/2018 92.04 83.16 59.58
1/31/2019 100.09 90.76 61.27

OFI Global's Multi Sector Income 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 Asset Allocations

(99.9% of assets as of 01/31/2019)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Credit Rating Allocation
Currency
Country Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
United States 60.4% 91.7% -31.3%
Greece 4.2% - -
Argentina 3.2% - -
India 3.2% - -
Indonesia 3.1% 0.0% 3.0%
Mexico 3.0% 0.5% 2.5%
Brazil 2.7% 0.1% 2.6%
Eurozone 2.7% - -
South Africa 2.5% 0.0% 2.5%
United Kingdom 1.9% 1.1% 0.7%
Spain 1.9% 0.1% 1.7%
Canada 1.4% 1.1% 0.3%
France 1.3% 0.2% 1.1%
Switzerland 1.3% 0.2% 1.1%
Peru 1.1% 0.1% 1.0%
Bermuda 1.1% 0.0% 1.1%
Colombia 1.0% 0.2% 0.9%
Egypt 1.0% - -
Turkey 0.9% - -
Ukraine 0.8% - -
Developed Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 63.2% 92.8% -29.6%
Europe 12.0% 3.0% 8.9%
Asia Pacific 0.6% 1.0% -0.4%
Middle East 0.3% 0.0% 0.2%
Supranational -0.7% 1.5% -2.1%
Emerging Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 12.9% 1.0% 11.8%
Asia Pacific 8.4% 0.5% 7.9%
Europe 6.6% 0.1% 6.5%
Africa 4.9% 0.0% 4.9%
Middle East 0.6% 0.0% 0.6%
Credit Rating Allocation Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Treasury 1.2% 38.7% -37.4%
Agency 15.1% 29.5% -14.4%
AAA 2.1% 4.7% -2.6%
AA 0.5% 5.3% -4.8%
A 7.2% 11.9% -4.7%
BBB 17.0% 9.6% 7.4%
BB 27.6% - -
B 19.6% - -
CCC 3.5% 0.1% 3.5%
CC 0.2% - -
D 0.2% - -
Unrated 11.2% 0.3% 10.9%
Other 3.3% - -
Currency Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Brazilian Real 3.5% - -
Chilean Peso 2.5% - -
Norwegian Krone 2.4% - -
Argentine Peso 2.4% - -
Japanese Yen 2.2% - -
Indian Rupee 2.1% - -
Indonesian Rupiah 2.0% - -
Swedish Krona 1.7% - -
Russian Ruble 1.6% - -
Mexican Peso 1.4% - -
South African Rand 1.3% - -
Philippine Peso 1.0% - -
Egyptian Pound 1.0% - -
Australian Dollar 0.8% - -
Polish Zloty 0.6% - -
Turkish New Lira 0.4% - -
Korean Won 0.2% - -
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
2.63
2.10
Beta
0.47
0.55
Information Ratio
0.31
0.47
R-Squared
24.03
32.08
Sharpe Ratio
0.96
0.69
Standard Deviation
3.96
3.80
Sortino Ratio
1.88
1.19
Tracking Error
4.16
3.60
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Turnover Ratio
67%
-
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 Multi Sector Income product are 0.50% on the first $100 million under management, 0.45% on the next $100 million, and 0.40% 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 custom benchmark indices are 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.
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