Revenue Weighted ESG
Overview
The strategy provides access to the top 50% of securities in the S&P 500 Index by ESG score, excluding those with a detrimental score for controversies, and is weighted by top line revenue instead of market capitalization.
- Strategy Inception Date
- October 31, 2016
- Composite Inception Date
- October 31, 2016
- Composite AUM
- (as of 01/31/2019)
- $28.80 MM
- Composite Benchmark
- S&P 500 Index
- Available Vehicles
-
Separate Account
Performance
Revenue Weighted ESG
Average Annual Returns as of 12/31/2018
Average Annual Returns as of 01/31/2019
|
Cumulative
|
Annualized | |||
|---|---|---|---|---|
| 1 mo | 3 mo | 1 yr | since inception | |
| -9.81% | -12.89% | -7.45% | 8.00% | |
| -9.83% | -12.95% | -7.68% | 7.75% | |
| -9.03% | -13.52% | -4.38% | 10.10% | |
|
Cumulative
|
Annualized | |||
|---|---|---|---|---|
| 1 mo | 3 mo | 1 yr | since inception | |
| 8.66% | 0.52% | -3.75% | 11.74% | |
| 8.64% | 0.46% | -3.98% | 11.47% | |
| 8.01% | 0.26% | -2.31% | 13.53% | |
OFI Global's Revenue Weighted ESG 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
Revenue Weighted ESG
Calendar Year Return
as of
01/31/2019
| Year | Revenue Weighted ESG (gross of fees) | Revenue Weighted ESG (net of fees) |
S&P 500 Index
|
|---|---|---|---|
| 2017 | 18.78% | 18.50% | 21.83% |
| 2018 | -7.45% | -7.68% | -4.38% |
OFI Global's Revenue Weighted ESG 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
Revenue Weighted ESG
Cumulative Returns & Income Dividends
| Date | Revenue Weighted ESG (gross of fees) | Revenue Weighted ESG (net of fees) |
S&P 500 Index
|
|---|---|---|---|
| 1/31/2018 | 0.00 | 0.00 | 0.00 |
| 2/28/2018 | -5.07 | -5.09 | -3.69 |
| 3/31/2018 | -6.76 | -6.80 | -6.13 |
| 4/30/2018 | -5.64 | -5.70 | -5.77 |
| 5/31/2018 | -5.31 | -5.39 | -3.50 |
| 6/30/2018 | -4.88 | -4.98 | -2.91 |
| 7/31/2018 | -1.41 | -1.53 | 0.70 |
| 8/31/2018 | 0.83 | 0.69 | 3.98 |
| 9/30/2018 | 1.69 | 1.53 | 4.58 |
| 10/31/2018 | -4.25 | -4.42 | -2.57 |
| 11/30/2018 | -1.79 | -1.98 | -0.59 |
| 12/31/2018 | -11.42 | -11.62 | -9.56 |
| 1/31/2019 | -3.75 | -3.98 | -2.31 |
OFI Global's Revenue Weighted ESG 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
(42.6% of assets as of 02/15/2019)
Full Holdings
Fund Holdings subject to change as of 02/15/2019
| Description | Weight |
|---|---|
| Exxon Mobil Corp. | 4.3186% |
| Apple, Inc. | 4.0868% |
| UnitedHealth Group, Inc. | 3.3994% |
| CVS Health Corp. | 2.7903% |
| AT&T, Inc. | 2.4064% |
| Cardinal Health, Inc. | 2.3659% |
| General Electric Co. | 2.3167% |
| Ford Motor Co. | 2.3042% |
| Walgreens Boots Alliance Inc. | 1.9522% |
| Kroger Co. | 1.8168% |
| Bank of America Corp. | 1.8017% |
| Verizon Communications, Inc. | 1.7811% |
| Microsoft Corp. | 1.7226% |
| Home Depot, Inc. | 1.7166% |
| Anthem, Inc. | 1.5370% |
| International Business Machines Corp. | 1.3609% |
| Comcast Corp. | 1.3446% |
| Marathon Petroleum Corp. | 1.2967% |
| Lowe's Cos., Inc. | 1.1531% |
| United Parcel Service, Inc. | 1.1405% |
| Intel Corp. | 1.0829% |
| MetLife, Inc. | 1.0720% |
| FedEx Corp. | 1.0416% |
| Prudential Financial, Inc. | 0.9955% |
| Procter & Gamble Co. | 0.9782% |
| HP, Inc. | 0.9448% |
| PepsiCo, Inc. | 0.9264% |
| Sysco Corp. | 0.8910% |
| Lockheed Martin Corp. | 0.8851% |
| Walt Disney Co. | 0.8703% |
| Humana, Inc. | 0.8595% |
| Goldman Sachs Group, Inc. | 0.8100% |
| Cisco Systems, Inc. | 0.8090% |
| Morgan Stanley | 0.7466% |
| Pfizer, Inc. | 0.7321% |
| Best Buy Co., Inc. | 0.7251% |
| Cigna Corp. | 0.6667% |
| Accenture plc | 0.6551% |
| Oracle Corp. | 0.6333% |
| TJX Cos., Inc. | 0.6322% |
| Allstate Corp. (The) | 0.6233% |
| Merck & Co. Inc. | 0.6201% |
| Nike, Inc. | 0.5944% |
| LyondellBasell Industries NV | 0.5874% |
| Deere & Co. | 0.5705% |
| Micron Technology, Inc. | 0.5703% |
| ConocoPhillips | 0.5609% |
| Schlumberger Ltd. | 0.5609% |
| Hewlett Packard Enterprise Co. | 0.5356% |
| Philip Morris International, Inc. | 0.5183% |
| Johnson Controls International plc | 0.5076% |
| 3M Co. | 0.5067% |
| Exelon Corp. | 0.5033% |
| Northrop Grumman Corp. | 0.4738% |
| Abbott Laboratories | 0.4658% |
| Raytheon Co. | 0.4379% |
| Medtronic plc | 0.4312% |
| Mondelez Intl, Inc., Cl. A | 0.4265% |
| CommVault Systems, Inc. | 0.4255% |
| AbbVie, Inc. | 0.4152% |
| Halliburton Co. | 0.4017% |
| DXC Technology Co. | 0.4014% |
| Cummins, Inc. | 0.3861% |
| Starbucks Corp. | 0.3834% |
| International Paper Co. | 0.3764% |
| Baker Hughes a GE Co. | 0.3759% |
| Western Digital Corp. | 0.3736% |
| Southern Co. (The) | 0.3611% |
| Eaton Corp. plc | 0.3473% |
| Marriott International, Inc. | 0.3402% |
| CBRE Group, Inc. | 0.3365% |
| Amgen, Inc. | 0.3344% |
| Gilead Sciences, Inc. | 0.3318% |
| Visa, Inc. | 0.3252% |
| Duke Energy Corp. | 0.3173% |
| Fluor Corp. | 0.3142% |
| Broadcom Inc. | 0.3125% |
| Bristol-Myers Squibb Co. | 0.3097% |
| Macy's, Inc. | 0.3079% |
| Carnival Corp. | 0.3036% |
| Kohl's Corp. | 0.3032% |
| Bank of New York Mellon Corp/T. | 0.3012% |
| Applied Materials Inc. | 0.3004% |
| Hartford Financial Services Group, Inc. | 0.2995% |
| PNC Financial Services Group | 0.2962% |
| HollyFrontier Corp. | 0.2791% |
| Texas Instruments, Inc. | 0.2635% |
| Cognizant Technology Solutions Corp. | 0.2610% |
| Altria Group, Inc. | 0.2601% |
| Lincoln National Corp. | 0.2593% |
| Delphi Automotive plc | 0.2556% |
| EOG Resources, Inc. | 0.2530% |
| Becton Dickinson & Co. | 0.2519% |
| Kimberly-Clark Corp. | 0.2510% |
| Occidental Petroleum Corp. | 0.2508% |
| General Mills, Inc. | 0.2501% |
| PayPal Holdings, Inc. | 0.2485% |
| PPG Industries, Inc. | 0.2449% |
| Ingersoll-Rand plc | 0.2438% |
| Illinois Tool Works, Inc. | 0.2391% |
| Devon Energy Corp. | 0.2384% |
| Marsh & McLennan Cos | 0.2381% |
| Parker Hannifin Corp. | 0.2370% |
| Estee Lauder Cos Inc/The. | 0.2366% |
| Colgate-Palmolive Co. | 0.2354% |
| Gap, Inc. (The) | 0.2341% |
| Waste Management, Inc. | 0.2333% |
| BlackRock, Inc. | 0.2314% |
| TE Connectivity Ltd. | 0.2314% |
| Allergan plc | 0.2296% |
| ONEOK, Inc. LP | 0.2284% |
| NextEra Energy, Inc. | 0.2276% |
| Ecolab, Inc. | 0.2275% |
| Principal Financial Group, Inc. | 0.2268% |
| VF Corp. | 0.2266% |
| Stanley Black & Decker, Inc. | 0.2247% |
| Salesforce.com, Inc. | 0.2235% |
| Nordstrom, Inc. | 0.2188% |
| American Electric Power Co., Inc. | 0.2166% |
| TechnipFMC plc | 0.2157% |
| Xerox Corp. | 0.2134% |
| Lam Research Corp. | 0.2111% |
| NVIDIA Corp. | 0.2036% |
| Net Cash and Equivalents | 0.2033% |
| Goodyear Tire & Rubber Co. | 0.2024% |
| DTE Energy Co. | 0.2014% |
| Viacom, Inc. | 0.1980% |
| Henry Schein, Inc. | 0.1968% |
| Seagate Technology PLC | 0.1967% |
| eBay, Inc. | 0.1966% |
| L Brands, Inc. | 0.1965% |
| State Street Corp. | 0.1931% |
| Ball Corp. | 0.1917% |
| Biogen Idec, Inc. | 0.1907% |
| Edison International | 0.1869% |
| Dominion Energy, Inc. | 0.1842% |
| Kellogg Co. | 0.1824% |
| FirstEnergy Corp. | 0.1816% |
| WW Grainger, Inc. | 0.1782% |
| Baxter International, Inc. | 0.1781% |
| Corning, Inc. | 0.1754% |
| AES Corp. | 0.1734% |
| BorgWarner, Inc. | 0.1725% |
| Consolidated Edison, Inc. | 0.1704% |
| PVH Corp. | 0.1674% |
| Eastman Chemical Co. | 0.1658% |
| NRG Energy, Inc. | 0.1654% |
| Entergy Corp. | 0.1614% |
| Molson Coors Brewing Co., Cl. B | 0.1613% |
| Boston Scientific Corp. | 0.1596% |
| Royal Caribbean Cruises Ltd. | 0.1590% |
| Xcel Energy, Inc. | 0.1506% |
| Masco Corp. | 0.1472% |
| Hilton Worldwide Holdings, Inc. | 0.1465% |
| Hanesbrands, Inc. | 0.1453% |
| United Rentals, Inc. | 0.1445% |
| Adobe Inc | 0.1434% |
| Air Products & Chemicals, Inc. | 0.1425% |
| Public Service Enterprise Group, Inc. | 0.1418% |
| Interpublic Group of Cos., Inc. (The) | 0.1417% |
| Zimmer Biomet Holdings, Inc. | 0.1325% |
| Advanced Micro Devices | 0.1256% |
| Apache Corp. | 0.1253% |
| Weyerhaeuser Co. | 0.1230% |
| Hess Corp. | 0.1228% |
| Alaska Air Group Inc. | 0.1227% |
| KeyCorp. | 0.1223% |
| Eversource Energy | 0.1216% |
| Campbell Soup Co. | 0.1212% |
| Avery Dennison Corp. | 0.1195% |
| PPL Corp. | 0.1176% |
| Motorola Solutions, Inc. | 0.1154% |
| The J.M. Smucker Co. | 0.1136% |
| WEC Energy Group, Inc. | 0.1127% |
| Packaging Corp. of America | 0.1125% |
| The Hershey Co. | 0.1109% |
| Rockwell Automation, Inc. | 0.1106% |
| Analog Devices, Inc. | 0.1097% |
| Regeneron Pharmaceuticals, Inc. | 0.1057% |
| S&P Global, Inc. | 0.1042% |
| Intuit, Inc. | 0.1030% |
| Northern Trust Corp. | 0.1026% |
| Nielsen Holdings PLC. | 0.1007% |
| Marathon Oil Corp. | 0.0994% |
| CMS Energy Corp. | 0.0987% |
| Franklin Resources, Inc. | 0.0981% |
| Newmont Mining Corp. | 0.0950% |
| NetApp, Inc. | 0.0934% |
| Ameren Corp. | 0.0909% |
| Tapestry Inc. | 0.0889% |
| Clorox Co. (The) | 0.0879% |
| Invesco Ltd. | 0.0879% |
| Microchip Technology, Inc. | 0.0869% |
| Host Hotels & Resorts, Inc. | 0.0837% |
| Symantec Corp. | 0.0825% |
| T. Rowe Price Group, Inc. | 0.0825% |
| Xylem, Inc. | 0.0810% |
| Equinix, Inc. | 0.0809% |
| Agilent Technologies, Inc. | 0.0807% |
| Moody's Corp. | 0.0770% |
| Noble Energy, Inc. | 0.0767% |
| Keysight Technologies, Inc. | 0.0726% |
| NiSource, Inc. | 0.0724% |
| Hasbro, Inc. | 0.0719% |
| KLA-Tencor Corp. | 0.0718% |
| FMC Corp. | 0.0716% |
| Welltower, Inc. | 0.0698% |
| Skyworks Solutions, Inc. | 0.0686% |
| McCormick & Company, Inc. | 0.0680% |
| Flowserve Corp. | 0.0668% |
| Juniper Networks, Inc. | 0.0663% |
| Pentair PLC. | 0.0632% |
| Iron Mountain, Inc. | 0.0614% |
| IHS Markit, Ltd. | 0.0605% |
| Edwards Lifesciences Corp. | 0.0587% |
| Church & Dwight Co., Inc. | 0.0578% |
| DREYFUF GOVT CASH MANAGEMENT - INST | 0.0555% |
| Ventas, Inc. | 0.0552% |
| Xilinx, Inc. | 0.0539% |
| Garmin Ltd. | 0.0538% |
| Pinnacle West Capital Corp. | 0.0524% |
| International Flavors & Fragrances, Inc. | 0.0507% |
| American Water Works Co Inc. | 0.0505% |
| Brown-Forman Corp., Cl. B | 0.0498% |
| Illumina, Inc. | 0.0485% |
| Varian Medical Systems, Inc. | 0.0483% |
| Mettler-Toledo International, Inc. | 0.0473% |
| Albemarle Corp. | 0.0472% |
| Prologis, Inc. | 0.0425% |
| Boston Properties, Inc. | 0.0423% |
| Autodesk, Inc. | 0.0416% |
| Akamai Technologies, Inc. | 0.0413% |
| Verisk Analytics, Inc. | 0.0380% |
| AvalonBay Communities, Inc. | 0.0350% |
| Vornado Realty Trust | 0.0343% |
| ResMed Inc. | 0.0311% |
| HCP, Inc. | 0.0282% |
| MSCI, Inc., Cl. A | 0.0236% |
| SL Green Realty Corp. | 0.0198% |
| Kimco Realty Corp. | 0.0197% |
Revenue Weighted ESG
Portfolio Holdings Breakdown
as of
02/15/2019
Portfolio Holdings Breakdown
| Country | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| United States | 99.8% | 100.0% | -0.2% |
| Net Cash and Equivalents | 0.2% | - | - |
| Equity Sector | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Information Technology | 17.6% | 20.3% | -2.7% |
| Health Care | 17.0% | 15.1% | 1.9% |
| Consumer Discretionary | 11.3% | 9.9% | 1.4% |
| Industrials | 11.2% | 9.7% | 1.5% |
| Consumer Staples | 10.1% | 7.2% | 3.0% |
| Energy | 9.4% | 5.5% | 3.9% |
| Financials | 8.8% | 13.3% | -4.5% |
| Communication Services | 6.7% | 10.1% | -3.3% |
| Utilities | 4.1% | 3.2% | 0.9% |
| Materials | 2.4% | 2.7% | -0.2% |
| Real Estate | 1.0% | 3.0% | -2.0% |
| Net Cash and Equivalents | 0.2% | - | - |
| Industry | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Health Care Providers & Services | 11.8% | 3.2% | 8.6% |
| Oil Gas & Consumable Fuels | 7.9% | 4.9% | 2.9% |
| Technology Hardware Storage & Peripherals | 6.4% | 3.8% | 2.7% |
| Specialty Retail | 4.7% | 2.3% | 2.3% |
| Food & Staples Retailing | 4.7% | 1.5% | 3.1% |
| Diversified Telecommunication Services | 4.2% | 2.0% | 2.2% |
| Insurance | 3.7% | 2.4% | 1.3% |
| Semiconductors & Semiconductor Equipment | 3.5% | 3.8% | -0.4% |
| IT Services | 3.3% | 4.8% | -1.6% |
| Capital Markets | 2.9% | 2.7% | 0.1% |
| Software | 2.9% | 6.1% | -3.2% |
| Industrial Conglomerates | 2.8% | 1.5% | 1.3% |
| Electric Utilities | 2.6% | 1.9% | 0.7% |
| Automobiles | 2.3% | 0.4% | 1.9% |
| Air Freight & Logistics | 2.2% | 0.6% | 1.6% |
| Banks | 2.2% | 5.8% | -3.6% |
| Machinery | 2.1% | 1.6% | 0.6% |
| Pharmaceuticals | 1.9% | 4.9% | -3.0% |
| Health Care Equipment & Supplies | 1.8% | 3.4% | -1.7% |
| Aerospace & Defense | 1.8% | 2.7% | -0.9% |
Analytics
Revenue Weighted ESG
Analytics
as of
01/31/2019
Yields
Standardized Yield
2.42%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$138.04 B
$212.91 B
Median Market Cap (weighted)
$68.17 B
$98.90 B
P/E Ratio (LTM)
14.26
17.90
P/E Ratio (NTM)
12.44
15.85
Price/Book Value (LTM)
2.54
3.21
Price/Sales Ratio
0.87
2.32
Price/Cash Flow Ratio
9.44%
12.36%
Turnover Ratio
26.95%
-
- 1. Holdings are subject to change and are dollar-weighted based on assets.
- 2. The mention of specific companies does not constitute a recommendation on behalf of OFI Global.
- 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.
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 Revenue Weighted ESG product are 0.20% of the market value of the assets under management. 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.