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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 01/31/2019)
$988.20 MM
Composite Benchmark
S&P 500 Index
Available Vehicles
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 01/31/2019
as of 12/31/2018

Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Large Cap (gross of fees)
-13.51% -7.03% 8.07% 7.32% 13.72% 7.69%
Revenue Weighted Large Cap (net of fees)
-13.53% -7.14% 7.94% 7.19% 13.59% 7.56%
S&P 500 Index
-13.52% -4.38% 9.26% 8.49% 13.12% 7.56%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Large Cap (gross of fees)
-0.14% -4.19% 13.28% 10.11% 15.67% 8.36%
Revenue Weighted Large Cap (net of fees)
-0.17% -4.31% 13.15% 9.98% 15.53% 8.23%
S&P 500 Index
0.26% -2.31% 14.02% 10.96% 15.00% 8.16%

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
1/31/2009 0.00 0.00 0.00
2/28/2009 -12.11 -12.12 -10.65
3/31/2009 -4.21 -4.23 -2.82
4/30/2009 9.68 9.65 6.48
5/31/2009 15.43 15.38 12.44
6/30/2009 14.15 14.09 12.66
7/31/2009 24.26 24.19 21.18
8/31/2009 29.99 29.90 25.56
9/30/2009 34.59 34.49 30.24
10/31/2009 31.58 31.46 27.82
11/30/2009 39.10 38.97 35.49
12/31/2009 42.25 42.09 38.10
1/31/2010 39.14 38.98 33.14
2/28/2010 44.01 43.83 37.26
3/31/2010 53.59 53.38 45.54
4/30/2010 56.72 56.50 47.84
5/31/2010 44.78 44.56 36.04
6/30/2010 35.46 35.23 28.92
7/31/2010 44.83 44.58 37.95
8/31/2010 37.26 37.00 31.72
9/30/2010 50.16 49.87 43.48
10/31/2010 55.05 54.74 48.93
11/30/2010 55.86 55.52 48.95
12/31/2010 67.13 66.75 58.91
1/31/2011 71.69 71.29 62.67
2/28/2011 77.51 77.08 68.25
3/31/2011 78.21 77.75 68.31
4/30/2011 83.55 83.07 73.30
5/31/2011 81.29 80.80 71.34
6/30/2011 78.19 77.69 68.48
7/31/2011 72.19 71.68 65.06
8/31/2011 62.24 61.74 56.09
9/30/2011 50.04 49.56 45.12
10/31/2011 68.16 67.61 60.98
11/30/2011 67.27 66.71 60.62
12/31/2011 68.47 67.89 62.26
1/31/2012 76.78 76.15 69.54
2/29/2012 84.22 83.55 76.87
3/31/2012 89.47 88.76 82.69
4/30/2012 87.03 86.31 81.54
5/31/2012 75.88 75.19 70.63
6/30/2012 83.58 82.84 77.66
7/31/2012 85.16 84.40 80.13
8/31/2012 90.33 89.52 84.18
9/30/2012 95.85 95.00 88.94
10/31/2012 95.01 94.14 85.46
11/30/2012 96.04 95.15 86.53
12/31/2012 99.90 98.98 88.23
1/31/2013 112.46 111.45 97.98
2/28/2013 116.41 115.36 100.67
3/31/2013 126.51 125.40 108.19
4/30/2013 129.84 128.69 112.21
5/31/2013 136.99 135.78 117.17
6/30/2013 134.17 132.95 114.25
7/31/2013 147.19 145.88 125.16
8/31/2013 139.78 138.48 118.63
9/30/2013 146.54 145.18 125.49
10/31/2013 159.21 157.76 135.86
11/30/2013 169.63 168.09 143.04
12/31/2013 176.40 174.80 149.20
1/31/2014 164.93 163.37 140.58
2/28/2014 175.97 174.32 151.59
3/31/2014 180.72 179.01 153.70
4/30/2014 184.26 182.50 155.58
5/31/2014 189.77 187.95 161.58
6/30/2014 193.80 191.93 166.98
7/31/2014 190.13 188.25 163.30
8/31/2014 202.08 200.09 173.83
9/30/2014 196.01 194.03 169.99
10/31/2014 203.00 200.94 176.58
11/30/2014 213.21 211.05 184.02
12/31/2014 214.80 212.61 183.31
1/31/2015 205.33 203.17 174.80
2/28/2015 223.53 221.21 190.60
3/31/2015 220.35 218.03 186.00
4/30/2015 221.54 219.17 188.74
5/31/2015 224.85 222.43 192.46
6/30/2015 218.16 215.75 186.80
7/31/2015 221.63 219.16 192.80
8/31/2015 202.56 200.21 175.14
9/30/2015 194.96 192.64 168.33
10/31/2015 215.17 212.66 190.97
11/30/2015 216.11 213.56 191.83
12/31/2015 211.72 209.17 187.23
1/31/2016 194.95 192.51 172.97
2/29/2016 197.48 195.00 172.61
3/31/2016 218.34 215.65 191.10
4/30/2016 219.77 217.03 192.23
5/31/2016 222.90 220.11 197.48
6/30/2016 224.13 221.29 198.25
7/31/2016 235.09 232.12 209.24
8/31/2016 235.32 232.32 209.68
9/30/2016 233.95 230.92 209.74
10/31/2016 227.20 224.21 204.09
11/30/2016 246.11 242.91 215.35
12/31/2016 251.62 248.33 221.58
1/31/2017 256.43 253.07 227.68
2/28/2017 269.94 266.42 240.69
3/31/2017 268.13 264.58 241.09
4/30/2017 270.60 266.99 244.59
5/31/2017 274.64 270.95 249.44
6/30/2017 277.56 273.81 251.62
7/31/2017 284.50 280.65 258.85
8/31/2017 280.77 276.92 259.95
9/30/2017 291.70 287.70 267.38
10/31/2017 296.64 292.55 275.95
11/30/2017 315.40 311.07 287.48
12/31/2017 323.17 318.72 291.79
1/31/2018 347.50 342.75 314.22
2/28/2018 324.14 319.60 298.95
3/31/2018 313.49 309.02 288.81
4/30/2018 319.57 315.00 290.30
5/31/2018 321.71 317.07 299.70
6/30/2018 323.44 318.74 302.16
7/31/2018 339.02 334.11 317.13
8/31/2018 352.90 347.78 330.72
9/30/2018 354.84 349.66 333.17
10/31/2018 329.33 324.39 303.57
11/30/2018 337.23 332.16 311.79
12/31/2018 293.42 288.81 274.61
1/31/2019 328.75 323.69 304.63

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

(32.1% of assets as of 02/15/2019)

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Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Country Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
United States 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Developed Markets Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Americas 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Emerging Markets Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Net Cash and Equivalents 0.2% - -
Equity Sector Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Health Care 15.8% 15.1% 0.7%
Financials 14.0% 13.3% 0.6%
Consumer Discretionary 13.0% 9.9% 3.1%
Industrials 12.4% 9.7% 2.7%
Consumer Staples 12.3% 7.2% 5.1%
Information Technology 10.5% 20.3% -9.9%
Energy 8.8% 5.5% 3.3%
Communication Services 6.8% 10.1% -3.3%
Materials 3.0% 2.7% 0.3%
Utilities 2.5% 3.2% -0.7%
Real Estate 0.9% 3.0% -2.1%
Net Cash and Equivalents 0.2% - -
Industry Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Health Care Providers & Services 10.8% 3.2% 7.7%
Food & Staples Retailing 8.0% 1.5% 6.5%
Oil Gas & Consumable Fuels 7.8% 4.9% 2.9%
Banks 4.8% 5.8% -1.0%
Insurance 4.3% 2.4% 1.9%
Technology Hardware Storage & Peripherals 3.4% 3.8% -0.4%
Aerospace & Defense 3.2% 2.7% 0.5%
Specialty Retail 3.2% 2.3% 0.9%
Automobiles 2.6% 0.4% 2.2%
IT Services 2.4% 4.8% -2.4%
Diversified Telecommunication Services 2.4% 2.0% 0.4%
Semiconductors & Semiconductor Equipment 2.1% 3.8% -1.8%
Diversified Financial Services 2.1% 1.7% 0.3%
Internet & Direct Marketing Retail 2.1% 3.4% -1.4%
Pharmaceuticals 2.1% 4.9% -2.8%
Machinery 2.0% 1.6% 0.4%
Capital Markets 2.0% 2.7% -0.7%
Industrial Conglomerates 2.0% 1.5% 0.5%
Food Products 1.9% 1.1% 0.7%
Chemicals 1.9% 2.0% -0.1%
Asset Allocation Revenue Weighted Large Cap S&P 500 Index Overweight / Underweight
Equity 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
-1.20
-0.82
Beta
1.05
1.01
Information Ratio
-0.25
-0.33
R-Squared
94.43
95.12
Sharpe Ratio
1.00
0.83
Standard Deviation
12.09
11.63
Upside Capture
97.83
96.18
Downside Capture
102.25
100.00
Yields
Standardized Yield
2.03%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$149.82 B
$212.91 B
Median Market Cap (weighted)
$66.44 B
$98.90 B
P/E Ratio (LTM)
14.74
17.90
P/E Ratio (NTM)
12.94
15.85
Price/Book Value (LTM)
2.44
3.21
Price/Sales Ratio
0.77
2.32
Price/Cash Flow Ratio
9.80%
12.36%
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.
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