Spoof Access

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Revenue Weighted Large Cap

Overview

The strategy provides access to the same securities as the S&P 500 Index, weighted by top line revenue instead of market capitalization.

Strategy Inception Date
February 19, 2008
Composite Inception Date
March 31, 2006
Composite AUM
(as of 03/31/2019)
$1.00 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 03/31/2019
as of 03/31/2019

Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Large Cap (gross of fees)
11.61% 6.19% 11.32% 9.36% 16.45% 8.45%
Revenue Weighted Large Cap (net of fees)
11.58% 6.06% 11.18% 9.23% 16.31% 8.32%
S&P 500 Index
13.65% 9.50% 13.51% 10.91% 15.92% 8.47%
Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Large Cap (gross of fees)
11.61% 6.19% 11.32% 9.36% 16.45% 8.45%
Revenue Weighted Large Cap (net of fees)
11.58% 6.06% 11.18% 9.23% 16.31% 8.32%
S&P 500 Index
13.65% 9.50% 13.51% 10.91% 15.92% 8.47%

OFI Global's Revenue Weighted Large Cap 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 Revenue Weighted Large Cap (gross of fees) Revenue Weighted Large Cap (net of fees) S&P 500 Index
2007 4.71% 4.58% 5.49%
2008 -39.37% -39.45% -37.00%
2009 30.81% 30.66% 26.46%
2010 17.49% 17.35% 15.06%
2011 0.80% 0.68% 2.11%
2012 18.66% 18.51% 16.00%
2013 38.27% 38.10% 32.39%
2014 13.90% 13.76% 13.69%
2015 -0.98% -1.10% 1.38%
2016 12.80% 12.67% 11.96%
2017 20.35% 20.21% 21.83%
2018 -7.03% -7.14% -4.38%

OFI Global's Revenue Weighted Large Cap 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 Revenue Weighted Large Cap (gross of fees) Revenue Weighted Large Cap (net of fees) S&P 500 Index
3/31/2009 0.00 0.00 0.00
4/30/2009 14.50 14.49 9.57
5/31/2009 20.50 20.48 15.70
6/30/2009 19.16 19.13 15.93
7/31/2009 29.72 29.67 24.70
8/31/2009 35.70 35.64 29.20
9/30/2009 40.50 40.42 34.02
10/31/2009 37.36 37.26 31.53
11/30/2009 45.21 45.10 39.42
12/31/2009 48.50 48.37 42.11
1/31/2010 45.26 45.12 37.00
2/28/2010 50.34 50.18 41.25
3/31/2010 60.34 60.15 49.77
4/30/2010 63.61 63.41 52.13
5/31/2010 51.14 50.94 39.99
6/30/2010 41.41 41.20 32.66
7/31/2010 51.20 50.96 41.95
8/31/2010 43.29 43.05 35.54
9/30/2010 56.76 56.48 47.64
10/31/2010 61.87 61.57 53.26
11/30/2010 62.71 62.39 53.28
12/31/2010 74.47 74.12 63.52
1/31/2011 79.24 78.85 67.40
2/28/2011 85.31 84.90 73.13
3/31/2011 86.03 85.60 73.20
4/30/2011 91.62 91.15 78.33
5/31/2011 89.26 88.78 76.31
6/30/2011 86.02 85.53 73.37
7/31/2011 79.75 79.26 69.85
8/31/2011 69.36 68.88 60.62
9/30/2011 56.63 56.16 49.33
10/31/2011 75.55 75.01 65.65
11/30/2011 74.62 74.07 65.28
12/31/2011 75.88 75.30 66.97
1/31/2012 84.55 83.93 74.46
2/29/2012 92.32 91.65 82.00
3/31/2012 97.80 97.10 87.99
4/30/2012 95.24 94.54 86.81
5/31/2012 83.61 82.92 75.58
6/30/2012 91.65 90.92 82.82
7/31/2012 93.30 92.54 85.36
8/31/2012 98.69 97.89 89.53
9/30/2012 104.45 103.61 94.43
10/31/2012 103.57 102.71 90.84
11/30/2012 104.65 103.77 91.95
12/31/2012 108.68 107.76 93.70
1/31/2013 121.79 120.79 103.73
2/28/2013 125.92 124.87 106.49
3/31/2013 136.47 135.35 114.24
4/30/2013 139.94 138.79 118.37
5/31/2013 147.40 146.19 123.47
6/30/2013 144.46 143.24 120.47
7/31/2013 158.05 156.74 131.69
8/31/2013 150.31 149.01 124.98
9/30/2013 157.37 156.01 132.04
10/31/2013 170.60 169.14 142.70
11/30/2013 181.48 179.93 150.10
12/31/2013 188.54 186.93 156.43
1/31/2014 176.57 174.99 147.56
2/28/2014 188.10 186.43 158.89
3/31/2014 193.05 191.33 161.07
4/30/2014 196.75 194.97 162.99
5/31/2014 202.50 200.67 169.17
6/30/2014 206.71 204.81 174.73
7/31/2014 202.88 200.97 170.94
8/31/2014 215.35 213.34 181.78
9/30/2014 209.01 207.01 177.83
10/31/2014 216.31 214.23 184.61
11/30/2014 226.97 224.79 192.27
12/31/2014 228.63 226.41 191.53
1/31/2015 218.74 216.55 182.78
2/28/2015 237.74 235.39 199.03
3/31/2015 234.43 232.07 194.30
4/30/2015 235.67 233.26 197.13
5/31/2015 239.12 236.66 200.95
6/30/2015 232.14 229.69 195.12
7/31/2015 235.76 233.25 201.30
8/31/2015 215.85 213.46 183.13
9/30/2015 207.92 205.56 176.12
10/31/2015 229.01 226.46 199.41
11/30/2015 230.00 227.41 200.30
12/31/2015 225.41 222.82 195.57
1/31/2016 207.91 205.42 180.90
2/29/2016 210.55 208.02 180.52
3/31/2016 232.32 229.58 199.55
4/30/2016 233.82 231.03 200.71
5/31/2016 237.09 234.24 206.11
6/30/2016 238.37 235.48 206.90
7/31/2016 249.81 246.78 218.22
8/31/2016 250.05 246.99 218.67
9/30/2016 248.62 245.54 218.73
10/31/2016 241.58 238.52 212.91
11/30/2016 261.32 258.05 224.50
12/31/2016 267.06 263.71 230.92
1/31/2017 272.09 268.66 237.19
2/28/2017 286.20 282.59 250.58
3/31/2017 284.30 280.68 250.99
4/30/2017 286.88 283.19 254.59
5/31/2017 291.10 287.33 259.58
6/30/2017 294.15 290.31 261.83
7/31/2017 301.40 297.46 269.27
8/31/2017 297.50 293.56 270.40
9/30/2017 308.91 304.82 278.04
10/31/2017 314.07 309.88 286.86
11/30/2017 333.65 329.22 298.73
12/31/2017 341.76 337.21 303.16
1/31/2018 367.16 362.30 326.24
2/28/2018 342.77 338.12 310.53
3/31/2018 331.66 327.08 300.10
4/30/2018 338.01 333.32 301.63
5/31/2018 340.24 335.48 311.31
6/30/2018 342.05 337.23 313.84
7/31/2018 358.31 353.27 329.24
8/31/2018 372.80 367.55 343.23
9/30/2018 374.83 369.51 345.75
10/31/2018 348.19 343.13 315.28
11/30/2018 356.44 351.24 323.74
12/31/2018 310.70 305.98 285.48
1/31/2019 347.58 342.39 316.37
2/28/2019 357.92 352.57 329.74
3/31/2019 358.38 352.98 338.09

OFI Global's Revenue Weighted Large Cap 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 Holdings

(32.7% of assets as of 04/22/2019)

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Portfolio Holdings Breakdown

Country
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
United States 99.9% 100.0% -0.1%
Net Cash and Equivalents 0.1% - -
Equity Sector Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Health Care 14.7% 13.3% 1.4%
Financials 13.6% 13.1% 0.6%
Consumer Discretionary 13.4% 10.3% 3.1%
Consumer Staples 12.6% 7.2% 5.4%
Industrials 11.9% 9.6% 2.3%
Information Technology 10.9% 21.8% -10.8%
Energy 9.0% 5.5% 3.6%
Communication Services 7.2% 10.4% -3.3%
Materials 3.0% 2.7% 0.3%
Utilities 2.5% 3.2% -0.7%
Real Estate 0.9% 2.9% -2.1%
Net Cash and Equivalents 0.1% - -
Industry Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Health Care Providers & Services 10.0% 2.5% 7.5%
Oil Gas & Consumable Fuels 8.1% 4.9% 3.2%
Food & Staples Retailing 8.0% 1.4% 6.6%
Banks 4.6% 5.6% -1.0%
Insurance 3.9% 2.3% 1.6%
Technology Hardware Storage & Peripherals 3.6% 4.2% -0.6%
Specialty Retail 3.4% 2.4% 0.9%
Aerospace & Defense 3.0% 2.6% 0.4%
Automobiles 2.7% 0.4% 2.3%
Diversified Telecommunication Services 2.7% 2.0% 0.7%
Internet & Direct Marketing Retail 2.5% 3.7% -1.3%
IT Services 2.3% 5.0% -2.6%
Semiconductors & Semiconductor Equipment 2.2% 4.2% -2.0%
Diversified Financial Services 2.1% 1.7% 0.4%
Chemicals 2.0% 2.0% 0.0%
Pharmaceuticals 2.0% 4.4% -2.4%
Capital Markets 2.0% 2.7% -0.7%
Machinery 2.0% 1.6% 0.4%
Food Products 2.0% 1.1% 0.9%
Media 1.9% 1.4% 0.4%
Asset Allocation Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Equity 99.9% 100.0% -0.1%
Net Cash and Equivalents 0.1% - -
Market Cap Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Large 84.5% 90.4% -5.9%
Mid 15.4% 9.6% 5.7%
Net Cash and Equivalents 0.1% - -
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
-2.42
-1.42
Beta
1.05
1.00
Information Ratio
-0.72
-0.58
R-Squared
93.29
94.63
Sharpe Ratio
0.87
0.77
Standard Deviation
11.61
11.55
Upside Capture
93.09
93.01
Downside Capture
106.16
100.00
Yields
Standardized Yield
1.99%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$160.54 B
$230.65 B
Median Market Cap (weighted)
$64.77 B
$115.95 B
P/E Ratio (LTM)
15.00
19.00
P/E Ratio (NTM)
13.11
16.59
Price/Book Value (LTM)
2.45
3.35
Price/Sales Ratio
0.73
2.46
Price/Cash Flow Ratio
9.60%
12.61%
Turnover Ratio
14.96%
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    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 Large Cap product are 0.15% 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 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.
  4. 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.
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