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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 11/30/2018)
$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 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
Multi Sector Income (gross of fees)
-1.70% -0.58% 3.87% 3.24% 5.62% 4.70%
Multi Sector Income (net of fees)
-2.05% -1.05% 3.37% 2.75% 5.12% 4.20%
Bloomberg Barclays US Aggregate Bond Index
-1.60% -1.22% 2.41% 1.43% 4.41% 3.89%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Multi Sector Income (gross of fees)
-2.98% -2.22% 3.30% 2.78% 7.24% 4.50%
Multi Sector Income (net of fees)
-3.41% -2.69% 2.81% 2.29% 6.73% 4.00%
Bloomberg Barclays US Aggregate Bond Index
-1.79% -1.34% 2.74% 1.20% 5.15% 3.81%

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%

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
11/30/2008 0.00 0.00 0.00
12/31/2008 5.42 5.38 5.97
1/31/2009 3.94 3.86 5.49
2/28/2009 -0.33 -0.45 3.12
3/31/2009 1.36 1.19 5.34
4/30/2009 5.86 5.65 9.12
5/31/2009 11.28 11.01 13.43
6/30/2009 12.98 12.67 14.98
7/31/2009 18.30 17.93 18.81
8/31/2009 20.60 20.17 20.92
9/30/2009 25.36 24.87 24.73
10/31/2009 26.99 26.44 25.67
11/30/2009 28.44 27.83 28.52
12/31/2009 28.72 28.06 26.11
1/31/2010 30.11 29.40 27.06
2/28/2010 31.21 30.44 27.40
3/31/2010 34.29 33.44 27.43
4/30/2010 37.86 36.94 28.30
5/31/2010 34.66 33.71 26.32
6/30/2010 37.19 36.17 28.21
7/31/2010 42.18 41.07 32.33
8/31/2010 44.09 42.90 33.86
9/30/2010 48.43 47.15 36.83
10/31/2010 51.13 49.77 39.06
11/30/2010 47.76 46.37 34.82
12/31/2010 50.12 48.65 36.84
1/31/2011 51.10 49.56 37.82
2/28/2011 53.03 51.41 38.82
3/31/2011 54.26 52.56 39.29
4/30/2011 59.15 57.34 42.61
5/31/2011 59.02 57.15 42.98
6/30/2011 58.13 56.21 42.81
7/31/2011 59.50 57.50 45.54
8/31/2011 55.40 53.39 45.70
9/30/2011 49.69 47.69 42.93
10/31/2011 53.83 51.72 45.88
11/30/2011 51.40 49.26 43.76
12/31/2011 53.01 50.78 45.91
1/31/2012 58.07 55.71 48.64
2/29/2012 61.14 58.67 49.04
3/31/2012 60.96 58.43 48.20
4/30/2012 62.30 59.69 50.10
5/31/2012 59.41 56.78 49.08
6/30/2012 62.95 60.20 50.13
7/31/2012 66.58 63.71 52.15
8/31/2012 68.05 65.08 53.43
9/30/2012 70.15 67.08 55.26
10/31/2012 71.49 68.33 55.12
11/30/2012 73.17 69.91 55.33
12/31/2012 75.25 71.88 55.21
1/31/2013 76.63 73.17 54.61
2/28/2013 77.20 73.66 53.91
3/31/2013 77.78 74.16 54.17
4/30/2013 81.20 77.44 56.23
5/31/2013 77.65 73.89 52.52
6/30/2013 71.84 68.13 50.43
7/31/2013 73.54 69.73 52.61
8/31/2013 71.47 67.64 51.88
9/30/2013 73.84 69.89 54.27
10/31/2013 76.31 72.23 56.56
11/30/2013 75.43 71.30 55.71
12/31/2013 76.29 72.07 55.16
1/31/2014 76.64 72.35 57.05
2/28/2014 79.18 74.76 59.48
3/31/2014 79.97 75.46 59.54
4/30/2014 81.21 76.60 61.11
5/31/2014 83.77 79.02 62.19
6/30/2014 85.04 80.18 63.36
7/31/2014 84.55 79.64 61.81
8/31/2014 86.33 81.30 63.23
9/30/2014 83.61 78.58 58.97
10/31/2014 84.91 79.77 59.45
11/30/2014 84.87 79.67 58.65
12/31/2014 82.69 77.47 57.28
1/31/2015 85.23 79.87 57.50
2/28/2015 87.38 81.88 57.65
3/31/2015 87.27 81.70 56.39
4/30/2015 88.18 82.52 58.04
5/31/2015 88.58 82.83 55.96
6/30/2015 86.11 80.36 54.84
7/31/2015 86.98 81.14 55.02
8/31/2015 84.40 78.57 54.50
9/30/2015 81.93 76.10 54.19
10/31/2015 84.26 78.28 55.44
11/30/2015 82.53 76.54 52.45
12/31/2015 80.41 74.42 51.83
1/31/2016 79.40 73.37 52.25
2/29/2016 79.51 73.41 55.18
3/31/2016 83.69 77.38 60.25
4/30/2016 86.76 80.27 63.50
5/31/2016 86.87 80.31 62.48
6/30/2016 88.96 82.25 66.98
7/31/2016 91.82 84.93 68.87
8/31/2016 93.51 86.49 69.31
9/30/2016 94.40 87.27 70.39
10/31/2016 94.12 86.93 67.12
11/30/2016 91.11 83.96 62.05
12/31/2016 93.58 86.26 62.57
1/31/2017 95.65 88.18 62.89
2/28/2017 97.86 90.23 63.98
3/31/2017 97.78 90.08 63.89
4/30/2017 99.68 91.83 65.16
5/31/2017 101.52 93.51 66.43
6/30/2017 101.82 93.73 66.26
7/31/2017 104.16 95.90 66.98
8/31/2017 105.22 96.84 68.48
9/30/2017 105.06 96.60 67.67
10/31/2017 105.51 96.95 67.77
11/30/2017 105.80 97.15 67.56
12/31/2017 107.40 98.61 68.32
1/31/2018 108.32 99.40 66.39
2/28/2018 106.52 97.61 64.81
3/31/2018 106.52 97.53 65.87
4/30/2018 105.41 96.38 64.63
5/31/2018 103.19 94.19 65.81
6/30/2018 102.01 92.98 65.60
7/31/2018 105.16 95.91 65.64
8/31/2018 101.82 92.64 66.71
9/30/2018 103.88 94.53 65.63
10/31/2018 101.21 91.90 64.33
11/30/2018 101.23 91.85 65.31

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

(99.8% of assets as of 11/30/2018)


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 61.7% 91.7% -30.0%
Eurozone 3.6% - -
India 3.5% - -
Brazil 2.9% 0.1% 2.8%
Indonesia 2.9% 0.0% 2.9%
South Africa 2.8% 0.0% 2.7%
Greece 2.8% - -
Argentina 2.5% - -
United Kingdom 2.0% 1.1% 0.9%
Spain 1.7% 0.1% 1.6%
France 1.6% 0.2% 1.4%
Canada 1.5% 1.1% 0.4%
Mexico 1.4% 0.5% 0.9%
Egypt 1.1% - -
Peru 1.1% 0.1% 1.0%
Bermuda 1.1% 0.0% 1.1%
Ukraine 0.9% - -
Colombia 0.9% 0.2% 0.8%
Dominican Republic 0.8% - -
Switzerland 0.7% 0.2% 0.5%
Developed Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 64.6% 92.8% -28.3%
Europe 12.1% 3.0% 9.1%
Asia Pacific 0.7% 0.9% -0.2%
Middle East 0.3% 0.0% 0.2%
Supranational -0.1% 1.5% -1.6%
Emerging Markets Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Americas 10.7% 1.0% 9.6%
Asia Pacific 8.3% 0.5% 7.8%
Africa 5.1% 0.0% 5.1%
Europe 4.8% 0.1% 4.7%
Middle East 0.5% 0.0% 0.5%
Credit Rating Allocation Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Agency 14.2% 29.6% -15.4%
AAA 2.3% 4.8% -2.5%
AA 0.5% 5.3% -4.8%
A 5.3% 11.7% -6.5%
BBB 16.4% 9.9% 6.6%
BB 28.9% - -
B 22.0% - -
CCC 3.8% - -
CC 0.2% - -
D 0.2% - -
Unrated 9.0% 0.3% 8.6%
Other 4.2% - -
Currency Multi Sector Income Bloomberg Barclays US Aggregate Bond Index Overweight / Underweight
Norwegian Krone 4.3% - -
Swedish Krona 3.7% - -
Brazilian Real 2.4% - -
Indonesian Rupiah 2.2% - -
Chilean Peso 2.0% - -
Colombian Peso 1.9% - -
Canadian Dollar 1.8% - -
Japanese Yen 1.2% - -
South African Rand 1.2% - -
Indian Rupee 1.2% - -
Argentine Peso 1.1% - -
Australian Dollar 0.9% - -
Polish Zloty 0.8% - -
Russian Ruble 0.7% - -
Mexican Peso 0.7% - -
Egyptian Pound 0.6% - -
Korean Won 0.2% - -
Turkish New Lira 0.1% - -
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
1.42
1.83
Beta
0.49
0.55
Information Ratio
0.16
0.50
R-Squared
34.79
39.54
Sharpe Ratio
0.67
0.65
Standard Deviation
3.36
3.33
Sortino Ratio
1.08
1.01
Tracking Error
3.47
3.16
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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