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 11/30/2018)
- $23.40 MM
- Composite Benchmark
- S&P 500 Index
- Available Vehicles
-
Separate Account
Performance
Revenue Weighted ESG
Average Annual Returns as of 09/30/2018
Average Annual Returns as of 11/30/2018
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2018-09-30
|
1 yr | since inception | |
| 0.85% | 6.91% | 6.25% | 13.61% | 17.26% | |
| 0.83% | 6.85% | 6.06% | 13.34% | 16.99% | |
| 0.57% | 7.71% | 10.56% | 17.91% | 20.30% | |
|
Cumulative
|
Annualized | ||||
|---|---|---|---|---|---|
| 1 mo | 3 mo |
ytd as of 2018-11-30
|
1 yr | since inception | |
| 2.57% | -2.60% | 2.61% | 4.07% | 13.85% | |
| 2.55% | -2.66% | 2.39% | 3.82% | 13.58% | |
| 2.04% | -4.40% | 5.11% | 6.27% | 15.68% | |
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
11/30/2018
| Year | Revenue Weighted ESG (gross of fees) | Revenue Weighted ESG (net of fees) |
S&P 500 Index
|
|---|---|---|---|
| 2017 | 18.78% | 18.50% | 21.83% |
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
|
|---|---|---|---|
| 11/30/2017 | 0.00 | 0.00 | 0.00 |
| 12/31/2017 | 1.42 | 1.40 | 1.11 |
| 1/31/2018 | 5.96 | 5.92 | 6.90 |
| 2/28/2018 | 0.59 | 0.53 | 2.96 |
| 3/31/2018 | -1.20 | -1.28 | 0.34 |
| 4/30/2018 | -0.01 | -0.11 | 0.73 |
| 5/31/2018 | 0.34 | 0.22 | 3.16 |
| 6/30/2018 | 0.79 | 0.65 | 3.79 |
| 7/31/2018 | 4.47 | 4.30 | 7.65 |
| 8/31/2018 | 6.85 | 6.66 | 11.16 |
| 9/30/2018 | 7.76 | 7.54 | 11.79 |
| 10/31/2018 | 1.46 | 1.24 | 4.15 |
| 11/30/2018 | 4.07 | 3.82 | 6.27 |
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
(42.0% of assets as of 12/14/2018)
Full Holdings
Fund Holdings subject to change as of 12/14/2018
| Description | Weight |
|---|---|
| Exxon Mobil Corp. | 4.2934% |
| UnitedHealth Group, Inc. | 4.1552% |
| CVS Health Corp. | 3.3116% |
| Walgreens Boots Alliance Inc. | 2.7120% |
| Verizon Communications, Inc. | 2.7032% |
| AT&T, Inc. | 2.5930% |
| Ford Motor Co. | 2.5680% |
| Kroger Co. | 2.3960% |
| Microsoft Corp. | 2.0024% |
| Anthem, Inc. | 1.7961% |
| Home Depot, Inc. | 1.6652% |
| Bank of America Corp. | 1.6255% |
| Procter & Gamble Co. | 1.4850% |
| General Electric Co. | 1.3450% |
| Intel Corp. | 1.3354% |
| International Business Machines Corp. | 1.2643% |
| PepsiCo, Inc. | 1.2605% |
| Walt Disney Co. | 1.1684% |
| United Parcel Service, Inc. | 1.1401% |
| Lowe's Cos., Inc. | 1.1068% |
| Marathon Petroleum Corp. | 1.0959% |
| MetLife, Inc. | 1.0694% |
| Pfizer, Inc. | 1.0413% |
| Sysco Corp. | 1.0342% |
| HP, Inc. | 0.9686% |
| FedEx Corp. | 0.9586% |
| Prudential Financial, Inc. | 0.9358% |
| Cisco Systems, Inc. | 0.9129% |
| Lockheed Martin Corp. | 0.8860% |
| Cigna Corp. | 0.8728% |
| Merck & Co. Inc. | 0.8710% |
| Morgan Stanley | 0.7625% |
| Exelon Corp. | 0.7344% |
| Oracle Corp. | 0.7177% |
| Accenture plc | 0.7110% |
| Deere & Co. | 0.6934% |
| CommVault Systems, Inc. | 0.6917% |
| Goldman Sachs Group, Inc. | 0.6825% |
| TJX Cos., Inc. | 0.6034% |
| Abbott Laboratories | 0.5988% |
| Philip Morris International, Inc. | 0.5968% |
| Nike, Inc. | 0.5964% |
| 3M Co. | 0.5923% |
| LyondellBasell Industries NV | 0.5833% |
| Best Buy Co., Inc. | 0.5829% |
| Allstate Corp. (The) | 0.5808% |
| Medtronic plc | 0.5675% |
| AbbVie, Inc. | 0.5595% |
| Johnson Controls International plc | 0.5382% |
| Duke Energy Corp. | 0.5334% |
| Starbucks Corp. | 0.5305% |
| ConocoPhillips | 0.5264% |
| Southern Co. (The) | 0.5231% |
| Mondelez Intl, Inc., Cl. A | 0.5203% |
| Hewlett Packard Enterprise Co. | 0.5099% |
| Eli Lilly & Co. | 0.4853% |
| Northrop Grumman Corp. | 0.4611% |
| Macy's, Inc. | 0.4309% |
| Micron Technology, Inc. | 0.4252% |
| Raytheon Co. | 0.4191% |
| Schlumberger Ltd. | 0.4125% |
| Gilead Sciences, Inc. | 0.4039% |
| Broadcom Inc. | 0.4034% |
| Cummins, Inc. | 0.4000% |
| DREYFUF GOVT CASH MANAGEMENT - INST | 0.3972% |
| Kimberly-Clark Corp. | 0.3765% |
| International Paper Co. | 0.3653% |
| Bristol-Myers Squibb Co. | 0.3598% |
| Marriott International, Inc. | 0.3589% |
| Visa, Inc. | 0.3566% |
| American Electric Power Co., Inc. | 0.3418% |
| NextEra Energy, Inc. | 0.3337% |
| Halliburton Co. | 0.3314% |
| Eaton Corp. plc | 0.3297% |
| Altria Group, Inc. | 0.3219% |
| Bank of New York Mellon Corp/T. | 0.3181% |
| Kohl's Corp. | 0.3111% |
| Gap, Inc. (The) | 0.3062% |
| CBRE Group, Inc. | 0.3049% |
| Hartford Financial Services Group, Inc. | 0.3032% |
| Carnival Corp. | 0.2999% |
| PNC Financial Services Group | 0.2983% |
| Colgate-Palmolive Co. | 0.2923% |
| Dominion Energy, Inc. | 0.2798% |
| Baker Hughes a GE Co. | 0.2791% |
| FirstEnergy Corp. | 0.2789% |
| Waste Management, Inc. | 0.2786% |
| DTE Energy Co. | 0.2761% |
| Ingersoll-Rand plc | 0.2755% |
| Applied Materials Inc. | 0.2754% |
| Sherwin-Williams Co. | 0.2749% |
| DXC Technology Co. | 0.2731% |
| Goodyear Tire & Rubber Co. | 0.2694% |
| AES Corp. | 0.2687% |
| Cognizant Technology Solutions Corp. | 0.2686% |
| Illinois Tool Works, Inc. | 0.2674% |
| Ecolab, Inc. | 0.2662% |
| PPG Industries, Inc. | 0.2652% |
| General Mills, Inc. | 0.2611% |
| L Brands, Inc. | 0.2601% |
| Western Digital Corp. | 0.2593% |
| Consolidated Edison, Inc. | 0.2570% |
| Texas Instruments, Inc. | 0.2565% |
| HollyFrontier Corp. | 0.2563% |
| Nordstrom, Inc. | 0.2557% |
| Becton Dickinson & Co. | 0.2551% |
| Entergy Corp. | 0.2541% |
| NRG Energy, Inc. | 0.2484% |
| Estee Lauder Cos Inc/The. | 0.2465% |
| Allergan plc | 0.2447% |
| Xcel Energy, Inc. | 0.2441% |
| Ball Corp. | 0.2424% |
| Henry Schein, Inc. | 0.2341% |
| Occidental Petroleum Corp. | 0.2309% |
| TE Connectivity Ltd. | 0.2294% |
| Delphi Automotive plc | 0.2291% |
| EOG Resources, Inc. | 0.2288% |
| Arconic, Inc. | 0.2275% |
| Viacom, Inc. | 0.2261% |
| ONEOK, Inc. LP | 0.2260% |
| Parker Hannifin Corp. | 0.2233% |
| Celgene Corp. | 0.2153% |
| Linde PLC. | 0.2149% |
| Kellogg Co. | 0.2138% |
| Fluor Corp. | 0.2126% |
| Stanley Black & Decker, Inc. | 0.2104% |
| BlackRock, Inc. | 0.2098% |
| VF Corp. | 0.2086% |
| Molson Coors Brewing Co., Cl. B | 0.2053% |
| Edison International | 0.2048% |
| Hormel Foods Corp. | 0.2025% |
| Principal Financial Group, Inc. | 0.2016% |
| Biogen Idec, Inc. | 0.2012% |
| Salesforce.com, Inc. | 0.1989% |
| Lam Research Corp. | 0.1940% |
| Public Service Enterprise Group, Inc. | 0.1877% |
| Baxter International, Inc. | 0.1785% |
| Xerox Corp. | 0.1763% |
| TechnipFMC plc | 0.1760% |
| Corning, Inc. | 0.1755% |
| Eversource Energy | 0.1721% |
| Boston Scientific Corp. | 0.1721% |
| Seagate Technology PLC | 0.1720% |
| Interpublic Group of Cos., Inc. (The) | 0.1703% |
| State Street Corp. | 0.1700% |
| Devon Energy Corp. | 0.1699% |
| Campbell Soup Co. | 0.1678% |
| eBay, Inc. | 0.1676% |
| WW Grainger, Inc. | 0.1664% |
| BorgWarner, Inc. | 0.1651% |
| PPL Corp. | 0.1623% |
| WEC Energy Group, Inc. | 0.1622% |
| Hilton Worldwide Holdings, Inc. | 0.1577% |
| Net Cash and Equivalents | 0.1540% |
| Air Products & Chemicals, Inc. | 0.1537% |
| Newmont Mining Corp. | 0.1527% |
| The Hershey Co. | 0.1526% |
| Royal Caribbean Cruises Ltd. | 0.1447% |
| Eastman Chemical Co. | 0.1427% |
| CMS Energy Corp. | 0.1384% |
| The J.M. Smucker Co. | 0.1373% |
| Adobe Inc | 0.1367% |
| Ameren Corp. | 0.1298% |
| Motorola Solutions, Inc. | 0.1287% |
| Nielsen Holdings PLC. | 0.1269% |
| Franklin Resources, Inc. | 0.1266% |
| NVIDIA Corp. | 0.1262% |
| Clorox Co. (The) | 0.1261% |
| Zimmer Biomet Holdings, Inc. | 0.1256% |
| Masco Corp. | 0.1223% |
| PVH Corp. | 0.1196% |
| McCormick & Company, Inc. | 0.1169% |
| Regeneron Pharmaceuticals, Inc. | 0.1158% |
| Weyerhaeuser Co. | 0.1115% |
| KeyCorp. | 0.1088% |
| Avery Dennison Corp. | 0.1088% |
| Analog Devices, Inc. | 0.1085% |
| Intuit, Inc. | 0.1039% |
| NiSource, Inc. | 0.1037% |
| Rockwell Automation, Inc. | 0.1009% |
| Host Hotels & Resorts, Inc. | 0.0998% |
| Hanesbrands, Inc. | 0.0967% |
| Northern Trust Corp. | 0.0964% |
| Symantec Corp. | 0.0952% |
| S&P Global, Inc. | 0.0945% |
| Welltower, Inc. | 0.0932% |
| Agilent Technologies, Inc. | 0.0903% |
| Church & Dwight Co., Inc. | 0.0882% |
| United Rentals, Inc. | 0.0873% |
| Juniper Networks, Inc. | 0.0853% |
| Ventas, Inc. | 0.0843% |
| Apache Corp. | 0.0842% |
| Iron Mountain, Inc. | 0.0831% |
| Hess Corp. | 0.0826% |
| Pentair PLC. | 0.0823% |
| NetApp, Inc. | 0.0819% |
| T. Rowe Price Group, Inc. | 0.0818% |
| Equinix, Inc. | 0.0807% |
| Advanced Micro Devices | 0.0801% |
| Invesco Ltd. | 0.0800% |
| Pinnacle West Capital Corp. | 0.0788% |
| Tapestry Inc. | 0.0775% |
| Xylem, Inc. | 0.0769% |
| Hasbro, Inc. | 0.0743% |
| Moody's Corp. | 0.0719% |
| Marathon Oil Corp. | 0.0709% |
| American Water Works Co Inc. | 0.0705% |
| Edwards Lifesciences Corp. | 0.0704% |
| Microchip Technology, Inc. | 0.0699% |
| FMC Corp. | 0.0672% |
| EQT Corp. | 0.0670% |
| KLA-Tencor Corp. | 0.0662% |
| International Flavors & Fragrances, Inc. | 0.0658% |
| Brown-Forman Corp., Cl. B | 0.0591% |
| Noble Energy, Inc. | 0.0591% |
| Varian Medical Systems, Inc. | 0.0578% |
| Garmin Ltd. | 0.0576% |
| Xilinx, Inc. | 0.0564% |
| Albemarle Corp. | 0.0551% |
| Flowserve Corp. | 0.0549% |
| Skyworks Solutions, Inc. | 0.0548% |
| Illumina, Inc. | 0.0548% |
| Mettler-Toledo International, Inc. | 0.0533% |
| Boston Properties, Inc. | 0.0502% |
| Prologis, Inc. | 0.0464% |
| ResMed Inc. | 0.0446% |
| Akamai Technologies, Inc. | 0.0443% |
| AvalonBay Communities, Inc. | 0.0432% |
| HCP, Inc. | 0.0387% |
| Vornado Realty Trust | 0.0375% |
| Autodesk, Inc. | 0.0370% |
| SL Green Realty Corp. | 0.0368% |
| MSCI, Inc., Cl. A | 0.0225% |
| Newfield Exploration Co. | 0.0213% |
Revenue Weighted ESG
Portfolio Holdings Breakdown
as of
12/14/2018
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 |
|---|---|---|---|
| Health Care | 17.1% | 15.5% | 1.6% |
| Consumer Staples | 13.7% | 7.6% | 6.1% |
| Information Technology | 13.4% | 20.2% | -6.8% |
| Consumer Discretionary | 11.6% | 9.9% | 1.7% |
| Industrials | 10.3% | 9.2% | 1.1% |
| Energy | 8.6% | 5.5% | 3.1% |
| Financials | 7.8% | 13.0% | -5.2% |
| Communication Services | 6.9% | 10.1% | -3.2% |
| Utilities | 6.0% | 3.4% | 2.6% |
| Materials | 3.0% | 2.6% | 0.4% |
| Real Estate | 1.1% | 3.0% | -1.9% |
| Net Cash and Equivalents | 0.2% | - | - |
| Industry | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Health Care Providers & Services | 10.4% | 3.4% | 7.0% |
| Oil Gas & Consumable Fuels | 7.4% | 5.0% | 2.5% |
| Food & Staples Retailing | 6.1% | 1.6% | 4.6% |
| Diversified Telecommunication Services | 5.3% | 2.1% | 3.1% |
| Specialty Retail | 4.5% | 2.3% | 2.2% |
| Electric Utilities | 3.9% | 2.1% | 1.8% |
| Semiconductors & Semiconductor Equipment | 3.5% | 3.7% | -0.2% |
| Software | 3.3% | 6.1% | -2.9% |
| Insurance | 3.1% | 2.3% | 0.8% |
| Pharmaceuticals | 3.0% | 5.1% | -2.1% |
| IT Services | 2.9% | 4.7% | -1.8% |
| Capital Markets | 2.7% | 2.7% | 0.0% |
| Automobiles | 2.6% | 0.4% | 2.2% |
| Household Products | 2.4% | 1.7% | 0.7% |
| Machinery | 2.3% | 1.5% | 0.8% |
| Technology Hardware Storage & Peripherals | 2.2% | 3.9% | -1.7% |
| Beverages | 2.2% | 1.9% | 0.3% |
| Health Care Equipment & Supplies | 2.1% | 3.3% | -1.2% |
| Chemicals | 2.1% | 2.0% | 0.1% |
| Air Freight & Logistics | 2.1% | 0.6% | 1.5% |
| Asset Allocation | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Equity | 99.4% | 100.0% | -0.6% |
| Net Cash and Equivalents | 0.2% | - | - |
| Market Cap | Revenue Weighted ESG | S&P 500 Index | Overweight / Underweight |
|---|---|---|---|
| Large | 88.1% | 89.7% | -1.6% |
| Mid | 11.3% | 10.3% | 1.0% |
| Net Cash and Equivalents | 0.2% | - | - |
Analytics
Revenue Weighted ESG
Analytics
as of
11/30/2018
Yields
Standardized Yield
2.39%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$121.05 B
$220.47 B
Median Market Cap (weighted)
$75.11 B
$103.08 B
P/E Ratio (LTM)
14.96
18.67
P/E Ratio (NTM)
12.99
16.01
Price/Book Value (LTM)
2.64
3.30
Price/Sales Ratio
1.09
2.51
Price/Cash Flow Ratio
10.34%
12.83%
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.