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 03/31/2019)
- $27.90 MM
- Composite Benchmark
- S&P 500 Index
- Available Vehicles
-
Separate Account
Performance
Revenue Weighted ESG
Average Annual Returns as of 03/31/2019
Average Annual Returns as of 03/31/2019
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2019-03-31
|
1 yr | since inception | |
| 0.24% | 11.91% | 11.91% | 6.31% | 12.27% | |
| 0.22% | 11.84% | 11.84% | 6.06% | 12.00% | |
| 1.94% | 13.65% | 13.65% | 9.50% | 14.96% | |
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2019-03-31
|
1 yr | since inception | |
| 0.24% | 11.91% | 11.91% | 6.31% | 12.27% | |
| 0.22% | 11.84% | 11.84% | 6.06% | 12.00% | |
| 1.94% | 13.65% | 13.65% | 9.50% | 14.96% | |
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
03/31/2019
| 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
|
|---|---|---|---|
| 3/31/2018 | 0.00 | 0.00 | 0.00 |
| 4/30/2018 | 1.20 | 1.18 | 0.38 |
| 5/31/2018 | 1.55 | 1.51 | 2.80 |
| 6/30/2018 | 2.01 | 1.95 | 3.43 |
| 7/31/2018 | 5.73 | 5.65 | 7.28 |
| 8/31/2018 | 8.15 | 8.04 | 10.78 |
| 9/30/2018 | 9.06 | 8.94 | 11.41 |
| 10/31/2018 | 2.70 | 2.55 | 3.79 |
| 11/30/2018 | 5.33 | 5.17 | 5.91 |
| 12/31/2018 | -5.00 | -5.17 | -3.65 |
| 1/31/2019 | 3.23 | 3.02 | 4.07 |
| 2/28/2019 | 6.06 | 5.82 | 7.41 |
| 3/31/2019 | 6.31 | 6.06 | 9.50 |
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
(43.2% of assets as of 04/22/2019)
Full Holdings
Fund Holdings subject to change as of 04/22/2019
| Description | Weight |
|---|---|
| Exxon Mobil Corp. | 4.4453% |
| Apple, Inc. | 4.4356% |
| UnitedHealth Group, Inc. | 3.1454% |
| CVS Health Corp. | 2.8221% |
| Ford Motor Co. | 2.7974% |
| AT&T, Inc. | 2.7597% |
| Verizon Communications, Inc. | 2.0178% |
| Kroger Co. | 2.0025% |
| Cardinal Health, Inc. | 1.9668% |
| Microsoft Corp. | 1.9494% |
| Home Depot, Inc. | 1.8850% |
| Walgreens Boots Alliance Inc. | 1.7974% |
| General Electric Co. | 1.7531% |
| Bank of America Corp. | 1.7387% |
| Comcast Corp. | 1.5175% |
| Marathon Petroleum Corp. | 1.5080% |
| Lowe's Cos., Inc. | 1.2443% |
| International Business Machines Corp. | 1.2267% |
| Intel Corp. | 1.1807% |
| FedEx Corp. | 1.1618% |
| United Parcel Service, Inc. | 1.1433% |
| Anthem, Inc. | 1.1367% |
| PepsiCo, Inc. | 1.0914% |
| Procter & Gamble Co. | 1.0683% |
| Walt Disney Co. | 1.0547% |
| MetLife, Inc. | 1.0407% |
| Prudential Financial, Inc. | 1.0280% |
| Sysco Corp. | 0.9810% |
| HP, Inc. | 0.9049% |
| Lockheed Martin Corp. | 0.8768% |
| Morgan Stanley | 0.8555% |
| Cisco Systems, Inc. | 0.8338% |
| Delta Air Lines, Inc. | 0.7759% |
| Pfizer, Inc. | 0.7750% |
| Accenture plc | 0.7006% |
| Best Buy Co., Inc. | 0.6956% |
| Deere & Co. | 0.6370% |
| LyondellBasell Industries NV | 0.6339% |
| Oracle Corp. | 0.6326% |
| TJX Cos., Inc. | 0.6288% |
| Allstate Corp. (The) | 0.6191% |
| Nike, Inc. | 0.5913% |
| Merck & Co. Inc. | 0.5879% |
| ConocoPhillips | 0.5613% |
| Exelon Corp. | 0.5581% |
| Schlumberger Ltd. | 0.5444% |
| Micron Technology, Inc. | 0.5358% |
| 3M Co. | 0.5333% |
| CommVault Systems, Inc. | 0.5078% |
| Hewlett Packard Enterprise Co. | 0.4928% |
| AbbVie, Inc. | 0.4869% |
| Northrop Grumman Corp. | 0.4784% |
| Johnson Controls International plc | 0.4627% |
| Abbott Laboratories | 0.4446% |
| Philip Morris International, Inc. | 0.4274% |
| Medtronic plc | 0.4255% |
| Raytheon Co. | 0.4235% |
| Mondelez Intl, Inc., Cl. A | 0.4234% |
| Starbucks Corp. | 0.4162% |
| Halliburton Co. | 0.4098% |
| Macy's, Inc. | 0.4094% |
| Cummins, Inc. | 0.3880% |
| Duke Energy Corp. | 0.3691% |
| Marriott International, Inc. | 0.3602% |
| Eaton Corp. plc | 0.3500% |
| Broadcom Inc. | 0.3456% |
| Visa, Inc. | 0.3418% |
| Western Digital Corp. | 0.3414% |
| Baker Hughes a GE Co. | 0.3392% |
| Amgen, Inc. | 0.3392% |
| International Paper Co. | 0.3389% |
| DXC Technology Co. | 0.3326% |
| CBRE Group, Inc. | 0.3323% |
| Fluor Corp. | 0.3258% |
| Gilead Sciences, Inc. | 0.3252% |
| EOG Resources, Inc. | 0.3185% |
| Bristol-Myers Squibb Co. | 0.3161% |
| PNC Financial Services Group | 0.3145% |
| Kimberly-Clark Corp. | 0.3142% |
| Kohl's Corp. | 0.3071% |
| Hartford Financial Services Group, Inc. | 0.3020% |
| Emerson Electric Co. | 0.2954% |
| Altria Group, Inc. | 0.2928% |
| Applied Materials Inc. | 0.2839% |
| Carnival Corp. | 0.2743% |
| General Mills, Inc. | 0.2742% |
| Bank of New York Mellon Corp/T. | 0.2709% |
| Lincoln National Corp. | 0.2664% |
| Occidental Petroleum Corp. | 0.2634% |
| Ingersoll-Rand plc | 0.2580% |
| PayPal Holdings, Inc. | 0.2569% |
| HollyFrontier Corp. | 0.2564% |
| PPG Industries, Inc. | 0.2539% |
| NextEra Energy, Inc. | 0.2537% |
| Gap, Inc. (The) | 0.2531% |
| Cognizant Technology Solutions Corp. | 0.2511% |
| Parker Hannifin Corp. | 0.2504% |
| Colgate-Palmolive Co. | 0.2503% |
| Texas Instruments, Inc. | 0.2502% |
| Illinois Tool Works, Inc. | 0.2476% |
| Delphi Automotive plc | 0.2467% |
| American Electric Power Co., Inc. | 0.2452% |
| Waste Management, Inc. | 0.2409% |
| Ecolab, Inc. | 0.2385% |
| Stanley Black & Decker, Inc. | 0.2378% |
| TE Connectivity Ltd. | 0.2362% |
| Becton Dickinson & Co. | 0.2350% |
| BlackRock, Inc. | 0.2349% |
| VF Corp. | 0.2348% |
| Principal Financial Group, Inc. | 0.2345% |
| Marsh & McLennan Cos | 0.2324% |
| Nordstrom, Inc. | 0.2322% |
| DREYFUF GOVT CASH MANAGEMENT - INST | 0.2320% |
| Estee Lauder Cos Inc/The. | 0.2300% |
| Allergan plc | 0.2283% |
| Kellogg Co. | 0.2269% |
| DTE Energy Co. | 0.2162% |
| Devon Energy Corp. | 0.2161% |
| Henry Schein, Inc. | 0.2118% |
| TechnipFMC plc | 0.2106% |
| ONEOK, Inc. LP | 0.2046% |
| Viacom, Inc. | 0.2038% |
| NVIDIA Corp. | 0.2034% |
| Dominion Energy, Inc. | 0.2020% |
| L Brands, Inc. | 0.1938% |
| Edison International | 0.1923% |
| State Street Corp. | 0.1919% |
| Salesforce.com, Inc. | 0.1915% |
| BorgWarner, Inc. | 0.1889% |
| Consolidated Edison, Inc. | 0.1881% |
| Ball Corp. | 0.1841% |
| Seagate Technology PLC | 0.1815% |
| Lam Research Corp. | 0.1798% |
| Corning, Inc. | 0.1751% |
| PVH Corp. | 0.1736% |
| Xcel Energy, Inc. | 0.1712% |
| WW Grainger, Inc. | 0.1700% |
| Baxter International, Inc. | 0.1691% |
| Entergy Corp. | 0.1686% |
| Molson Coors Brewing Co., Cl. B | 0.1682% |
| Campbell Soup Co. | 0.1662% |
| eBay, Inc. | 0.1652% |
| Xerox Corp. | 0.1651% |
| Eastman Chemical Co. | 0.1636% |
| AES Corp. | 0.1615% |
| Royal Caribbean Cruises Ltd. | 0.1516% |
| NRG Energy, Inc. | 0.1515% |
| Interpublic Group of Cos., Inc. (The) | 0.1504% |
| Public Service Enterprise Group, Inc. | 0.1496% |
| Air Products & Chemicals, Inc. | 0.1466% |
| Hilton Worldwide Holdings, Inc. | 0.1422% |
| Adobe Inc | 0.1407% |
| The J.M. Smucker Co. | 0.1394% |
| Alaska Air Group Inc. | 0.1387% |
| United Rentals, Inc. | 0.1381% |
| Boston Scientific Corp. | 0.1324% |
| Masco Corp. | 0.1318% |
| Biogen, Inc. | 0.1295% |
| The Hershey Co. | 0.1276% |
| Eversource Energy | 0.1267% |
| Advanced Micro Devices | 0.1228% |
| Apache Corp. | 0.1227% |
| Zimmer Biomet Holdings, Inc. | 0.1210% |
| Motorola Solutions, Inc. | 0.1165% |
| Weyerhaeuser Co. | 0.1165% |
| Hess Corp. | 0.1155% |
| Avery Dennison Corp. | 0.1145% |
| PPL Corp. | 0.1139% |
| WEC Energy Group, Inc. | 0.1125% |
| KeyCorp. | 0.1105% |
| Hanesbrands, Inc. | 0.1103% |
| Newmont Mining Corp. | 0.1093% |
| NetApp, Inc. | 0.1087% |
| Rockwell Automation, Inc. | 0.1085% |
| Packaging Corp. of America | 0.1071% |
| S&P Global, Inc. | 0.1038% |
| CMS Energy Corp. | 0.1032% |
| Intuit, Inc. | 0.1003% |
| Northern Trust Corp. | 0.0998% |
| Franklin Resources, Inc. | 0.0997% |
| Marathon Oil Corp. | 0.0992% |
| Analog Devices, Inc. | 0.0971% |
| Nielsen Holdings PLC. | 0.0960% |
| Ameren Corp. | 0.0935% |
| Clorox Co. (The) | 0.0913% |
| McCormick & Company, Inc. | 0.0913% |
| Microchip Technology, Inc. | 0.0896% |
| Invesco Ltd. | 0.0893% |
| Xylem, Inc. | 0.0878% |
| T. Rowe Price Group, Inc. | 0.0876% |
| Noble Energy, Inc. | 0.0847% |
| Simon Property Group, Inc. | 0.0843% |
| Regeneron Pharmaceuticals, Inc. | 0.0834% |
| Host Hotels & Resorts, Inc. | 0.0830% |
| Equinix, Inc. | 0.0802% |
| Symantec Corp. | 0.0779% |
| NiSource, Inc. | 0.0774% |
| FMC Corp. | 0.0752% |
| Juniper Networks, Inc. | 0.0751% |
| Moody's Corp. | 0.0741% |
| Agilent Technologies, Inc. | 0.0723% |
| Hasbro, Inc. | 0.0719% |
| Church & Dwight Co., Inc. | 0.0692% |
| KLA-Tencor Corp. | 0.0684% |
| Welltower, Inc. | 0.0669% |
| International Flavors & Fragrances, Inc. | 0.0666% |
| Iron Mountain, Inc. | 0.0665% |
| Flowserve Corp. | 0.0665% |
| Keysight Technologies, Inc. | 0.0663% |
| IHS Markit, Ltd. | 0.0636% |
| Skyworks Solutions, Inc. | 0.0627% |
| Edwards Lifesciences Corp. | 0.0577% |
| Mattel, Inc. | 0.0567% |
| Pinnacle West Capital Corp. | 0.0540% |
| Brown-Forman Corp., Cl. B | 0.0536% |
| Garmin Ltd. | 0.0536% |
| American Water Works Co Inc. | 0.0531% |
| Alliant Energy Corp. | 0.0530% |
| Illumina, Inc. | 0.0527% |
| Ventas, Inc. | 0.0526% |
| Albemarle Corp. | 0.0506% |
| Xilinx, Inc. | 0.0482% |
| Pentair PLC. | 0.0479% |
| Mettler-Toledo International, Inc. | 0.0465% |
| Autodesk, Inc. | 0.0448% |
| Akamai Technologies, Inc. | 0.0442% |
| Prologis, Inc. | 0.0441% |
| Varian Medical Systems, Inc. | 0.0440% |
| Maxim Integrated Products | 0.0424% |
| Boston Properties, Inc. | 0.0407% |
| Verisk Analytics, Inc. | 0.0397% |
| ResMed Inc. | 0.0376% |
| Vornado Realty Trust | 0.0364% |
| AvalonBay Communities, Inc. | 0.0340% |
| HCP, Inc. | 0.0267% |
| MSCI, Inc., Cl. A | 0.0266% |
| SL Green Realty Corp. | 0.0214% |
| Kimco Realty Corp. | 0.0172% |
| Net Cash and Equivalents | 0.0100% |
| Covetrus Inc. | 0.0001% |
Revenue Weighted ESG
Portfolio Holdings Breakdown
as of
04/22/2019
Portfolio Holdings Breakdown
| Country | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| United States | 100.0% | 100.0% | 0.0% |
| Equity Sector | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Information Technology | 17.9% | 21.8% | -3.8% |
| Health Care | 14.4% | 13.3% | 1.1% |
| Consumer Discretionary | 11.9% | 10.3% | 1.5% |
| Industrials | 11.9% | 9.6% | 2.3% |
| Consumer Staples | 10.8% | 7.2% | 3.6% |
| Energy | 9.7% | 5.5% | 4.2% |
| Financials | 8.0% | 13.1% | -5.1% |
| Communication Services | 7.7% | 10.4% | -2.7% |
| Utilities | 3.8% | 3.2% | 0.6% |
| Materials | 2.5% | 2.7% | -0.2% |
| Real Estate | 1.1% | 2.9% | -1.8% |
| Industry | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Health Care Providers & Services | 9.3% | 2.5% | 6.8% |
| Oil Gas & Consumable Fuels | 8.2% | 4.9% | 3.3% |
| Technology Hardware Storage & Peripherals | 6.6% | 4.2% | 2.4% |
| Specialty Retail | 4.9% | 2.4% | 2.5% |
| Diversified Telecommunication Services | 4.8% | 2.0% | 2.8% |
| Food & Staples Retailing | 4.8% | 1.4% | 3.3% |
| Insurance | 3.7% | 2.3% | 1.4% |
| Semiconductors & Semiconductor Equipment | 3.5% | 4.2% | -0.7% |
| IT Services | 3.1% | 5.0% | -1.8% |
| Software | 3.1% | 6.5% | -3.4% |
| Automobiles | 2.8% | 0.4% | 2.4% |
| Industrial Conglomerates | 2.3% | 1.5% | 0.8% |
| Air Freight & Logistics | 2.3% | 0.6% | 1.7% |
| Electric Utilities | 2.3% | 1.9% | 0.4% |
| Banks | 2.2% | 5.6% | -3.5% |
| Machinery | 2.2% | 1.6% | 0.6% |
| Capital Markets | 2.1% | 2.7% | -0.6% |
| Pharmaceuticals | 1.9% | 4.4% | -2.5% |
| Household Products | 1.8% | 1.7% | 0.1% |
| Beverages | 1.8% | 1.8% | 0.0% |
| Asset Allocation | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Equity | 99.8% | 100.0% | -0.2% |
| Market Cap | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Large | 87.4% | 90.4% | -3.0% |
| Mid | 12.4% | 9.6% | 2.8% |
Analytics
Revenue Weighted ESG
Analytics
as of
03/31/2019
Yields
Standardized Yield
2.40%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$152.41 B
$230.65 B
Median Market Cap (weighted)
$69.84 B
$115.95 B
P/E Ratio (LTM)
14.27
19.00
P/E Ratio (NTM)
12.75
16.59
Price/Book Value (LTM)
2.55
3.35
Price/Sales Ratio
0.82
2.46
Price/Cash Flow Ratio
9.58%
12.61%
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.
- 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.
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.