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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 11/30/2018)
$1.00 BN
Composite Benchmark
S&P 500 Index
Available Vehicles
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
Revenue Weighted Large Cap (gross of fees)
7.49% 16.12% 15.53% 13.03% 12.40% 9.11%
Revenue Weighted Large Cap (net of fees)
7.39% 15.98% 15.39% 12.90% 12.27% 8.98%
S&P 500 Index
10.56% 17.91% 17.31% 13.95% 11.97% 8.98%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Large Cap (gross of fees)
3.32% 5.25% 11.42% 10.15% 15.11% 8.65%
Revenue Weighted Large Cap (net of fees)
3.21% 5.13% 11.29% 10.02% 14.97% 8.52%
S&P 500 Index
5.11% 6.27% 12.16% 11.12% 14.32% 8.42%

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%

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
11/30/2008 0.00 0.00 0.00
12/31/2008 1.57 1.56 1.06
1/31/2009 -6.60 -6.62 -7.45
2/28/2009 -17.91 -17.93 -17.31
3/31/2009 -10.53 -10.56 -10.06
4/30/2009 2.45 2.40 -1.46
5/31/2009 7.81 7.75 4.05
6/30/2009 6.62 6.54 4.26
7/31/2009 16.06 15.97 12.15
8/31/2009 21.41 21.31 16.20
9/30/2009 25.71 25.59 20.53
10/31/2009 22.90 22.76 18.29
11/30/2009 29.93 29.77 25.39
12/31/2009 32.86 32.69 27.81
1/31/2010 29.97 29.79 23.21
2/28/2010 34.52 34.32 27.03
3/31/2010 43.46 43.24 34.69
4/30/2010 46.39 46.14 36.82
5/31/2010 35.23 34.99 25.90
6/30/2010 26.52 26.29 19.31
7/31/2010 35.28 35.01 27.66
8/31/2010 28.20 27.94 21.90
9/30/2010 40.25 39.95 32.78
10/31/2010 44.83 44.50 37.83
11/30/2010 45.58 45.24 37.85
12/31/2010 56.11 55.72 47.06
1/31/2011 60.37 59.96 50.55
2/28/2011 65.80 65.36 55.71
3/31/2011 66.45 65.99 55.77
4/30/2011 71.44 70.96 60.38
5/31/2011 69.34 68.84 58.57
6/30/2011 66.44 65.93 55.92
7/31/2011 60.83 60.32 52.75
8/31/2011 51.53 51.04 44.45
9/30/2011 40.14 39.67 34.30
10/31/2011 57.07 56.53 48.98
11/30/2011 56.24 55.68 48.65
12/31/2011 57.36 56.79 50.17
1/31/2012 65.12 64.50 56.90
2/29/2012 72.07 71.41 63.68
3/31/2012 76.97 76.28 69.07
4/30/2012 74.69 73.98 68.01
5/31/2012 64.28 63.60 57.91
6/30/2012 71.47 70.75 64.42
7/31/2012 72.95 72.20 66.70
8/31/2012 77.77 76.99 70.46
9/30/2012 82.93 82.10 74.86
10/31/2012 82.14 81.30 71.63
11/30/2012 83.11 82.24 72.63
12/31/2012 86.72 85.81 74.20
1/31/2013 98.44 97.46 83.22
2/28/2013 102.13 101.12 85.71
3/31/2013 111.57 110.49 92.68
4/30/2013 114.68 113.56 96.39
5/31/2013 121.36 120.18 100.98
6/30/2013 118.72 117.54 98.28
7/31/2013 130.89 129.61 108.37
8/31/2013 123.96 122.70 102.34
9/30/2013 130.28 128.96 108.68
10/31/2013 142.11 140.71 118.27
11/30/2013 151.84 150.36 124.93
12/31/2013 158.17 156.62 130.62
1/31/2014 147.45 145.94 122.65
2/28/2014 157.77 156.17 132.83
3/31/2014 162.20 160.55 134.79
4/30/2014 165.51 163.81 136.52
5/31/2014 170.66 168.90 142.08
6/30/2014 174.42 172.61 147.08
7/31/2014 170.99 169.18 143.67
8/31/2014 182.16 180.24 153.42
9/30/2014 176.48 174.58 149.86
10/31/2014 183.01 181.03 155.97
11/30/2014 192.55 190.48 162.85
12/31/2014 194.04 191.93 162.19
1/31/2015 185.19 183.11 154.32
2/28/2015 202.19 199.96 168.93
3/31/2015 199.22 196.99 164.68
4/30/2015 200.33 198.06 167.22
5/31/2015 203.42 201.10 170.66
6/30/2015 197.17 194.86 165.42
7/31/2015 200.41 198.05 170.98
8/31/2015 182.60 180.35 154.63
9/30/2015 175.51 173.28 148.33
10/31/2015 194.38 191.97 169.28
11/30/2015 195.26 192.82 170.08
12/31/2015 191.16 188.72 165.82
1/31/2016 175.49 173.16 152.63
2/29/2016 177.86 175.48 152.29
3/31/2016 197.34 194.76 169.40
4/30/2016 198.68 196.06 170.44
5/31/2016 201.60 198.93 175.30
6/30/2016 202.75 200.04 176.01
7/31/2016 212.98 210.15 186.19
8/31/2016 213.20 210.34 186.59
9/30/2016 211.92 209.03 186.65
10/31/2016 205.62 202.76 181.42
11/30/2016 223.28 220.23 191.84
12/31/2016 228.42 225.29 197.61
1/31/2017 232.92 229.71 203.25
2/28/2017 245.54 242.17 215.29
3/31/2017 243.85 240.46 215.66
4/30/2017 246.15 242.71 218.90
5/31/2017 249.92 246.41 223.39
6/30/2017 252.65 249.08 225.41
7/31/2017 259.14 255.47 232.10
8/31/2017 255.66 251.98 233.12
9/30/2017 265.87 262.05 239.99
10/31/2017 270.48 266.58 247.92
11/30/2017 288.00 283.88 258.59
12/31/2017 295.25 291.02 262.58
1/31/2018 317.98 313.46 283.34
2/28/2018 296.16 291.84 269.21
3/31/2018 286.22 281.96 259.83
4/30/2018 291.90 287.54 261.21
5/31/2018 293.90 289.48 269.91
6/30/2018 295.51 291.04 272.19
7/31/2018 310.06 305.39 286.04
8/31/2018 323.02 318.16 298.61
9/30/2018 324.84 319.91 300.88
10/31/2018 301.01 296.32 273.48
11/30/2018 308.39 303.57 281.09

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

(33.3% of assets as of 12/14/2018)

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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 17.8% 15.5% 2.3%
Consumer Staples 14.0% 7.6% 6.4%
Financials 12.9% 13.0% -0.2%
Consumer Discretionary 12.6% 9.9% 2.7%
Industrials 10.8% 9.2% 1.6%
Information Technology 9.6% 20.2% -10.6%
Communication Services 7.4% 10.1% -2.7%
Energy 7.4% 5.5% 2.0%
Utilities 3.3% 3.4% -0.1%
Materials 2.8% 2.6% 0.2%
Real Estate 0.9% 3.0% -2.1%
Net Cash and Equivalents 0.1% - -
Industry Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Health Care Providers & Services 12.4% 3.4% 9.0%
Food & Staples Retailing 9.0% 1.6% 7.4%
Oil Gas & Consumable Fuels 6.8% 5.0% 1.8%
Banks 4.3% 5.6% -1.3%
Insurance 3.9% 2.3% 1.6%
Specialty Retail 3.0% 2.3% 0.7%
Technology Hardware Storage & Peripherals 2.9% 3.9% -1.0%
Aerospace & Defense 2.9% 2.5% 0.4%
Automobiles 2.8% 0.4% 2.4%
Diversified Telecommunication Services 2.8% 2.1% 0.7%
Pharmaceuticals 2.4% 5.1% -2.7%
Diversified Financial Services 2.2% 1.8% 0.4%
IT Services 2.2% 4.7% -2.5%
Food Products 2.0% 1.2% 0.8%
Electric Utilities 2.0% 2.1% -0.1%
Machinery 1.9% 1.5% 0.4%
Internet & Direct Marketing Retail 1.9% 3.6% -1.6%
Semiconductors & Semiconductor Equipment 1.9% 3.7% -1.8%
Capital Markets 1.8% 2.7% -0.9%
Media 1.8% 1.3% 0.5%
Asset Allocation Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Equity 99.5% 100.0% -0.5%
Net Cash and Equivalents 0.1% - -
Market Cap Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Large 85.5% 89.7% -4.2%
Mid 14.0% 10.3% 3.7%
Net Cash and Equivalents 0.1% - -
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
-0.78
-0.69
Beta
1.01
0.98
Information Ratio
-0.26
-0.39
R-Squared
92.02
93.93
Sharpe Ratio
1.04
0.94
Standard Deviation
9.94
10.17
Upside Capture
95.94
95.02
Downside Capture
98.78
99.16
Yields
Standardized Yield
1.92%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$153.01 B
$220.47 B
Median Market Cap (weighted)
$65.24 B
$103.08 B
P/E Ratio (LTM)
15.55
18.67
P/E Ratio (NTM)
13.31
16.01
Price/Book Value (LTM)
2.57
3.30
Price/Sales Ratio
0.82
2.51
Price/Cash Flow Ratio
10.36%
12.83%
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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