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Revenue Weighted Mid Cap

Overview

The strategy provides access to the same securities as the S&P MidCap 400 Index, weighted by top line revenue instead of market capitalization.

Strategy Inception Date
February 20, 2008
Composite Inception Date
January 31, 2006
Composite AUM
(as of 01/31/2019)
$347.20 MM
Composite Benchmark
S&P MidCap 400 Index
Available Vehicles
Separate Account
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 Mid Cap (gross of fees)
-17.95% -14.14% 5.94% 4.39% 14.34% 7.84%
Revenue Weighted Mid Cap (net of fees)
-17.97% -14.25% 5.81% 4.27% 14.21% 7.71%
S&P MidCap 400 Index
-17.28% -11.08% 7.66% 6.03% 13.68% 7.64%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Mid Cap (gross of fees)
1.58% -5.68% 12.78% 7.64% 16.49% 8.79%
Revenue Weighted Mid Cap (net of fees)
1.55% -5.79% 12.64% 7.52% 16.35% 8.66%
S&P MidCap 400 Index
1.02% -4.53% 13.49% 8.63% 15.69% 8.41%

OFI Global's Revenue Weighted Mid 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 Mid Cap (gross of fees) Revenue Weighted Mid Cap (net of fees) S&P MidCap 400 Index
2007 4.62% 4.49% 7.98%
2008 -38.67% -38.75% -36.23%
2009 52.69% 52.52% 37.38%
2010 23.91% 23.76% 26.64%
2011 -1.06% -1.17% -1.73%
2012 16.45% 16.31% 17.88%
2013 41.36% 41.19% 33.50%
2014 10.09% 9.96% 9.77%
2015 -5.28% -5.39% -2.18%
2016 22.17% 22.02% 20.74%
2017 13.35% 13.21% 16.24%
2018 -14.14% -14.25% -11.08%

OFI Global's Revenue Weighted Mid 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 Mid Cap (gross of fees) Revenue Weighted Mid Cap (net of fees) S&P MidCap 400 Index
1/31/2009 0.00 0.00 0.00
2/28/2009 -10.58 -10.59 -9.68
3/31/2009 -0.11 -0.13 -1.51
4/30/2009 20.54 20.50 13.13
5/31/2009 26.36 26.31 16.23
6/30/2009 26.59 26.53 16.95
7/31/2009 39.44 39.36 27.17
8/31/2009 46.27 46.17 32.73
9/30/2009 54.78 54.66 40.32
10/31/2009 45.19 45.06 33.95
11/30/2009 52.34 52.20 39.38
12/31/2009 62.98 62.80 48.12
1/31/2010 57.50 57.32 43.36
2/28/2010 66.45 66.24 50.83
3/31/2010 78.51 78.27 61.59
4/30/2010 85.37 85.10 68.48
5/31/2010 71.74 71.48 56.35
6/30/2010 56.61 56.35 46.10
7/31/2010 67.64 67.35 56.20
8/31/2010 58.32 58.02 48.48
9/30/2010 77.05 76.70 65.27
10/31/2010 82.82 82.45 70.97
11/30/2010 89.33 88.92 76.05
12/31/2010 101.94 101.49 87.58
1/31/2011 106.62 106.14 91.33
2/28/2011 115.49 114.96 100.24
3/31/2011 121.82 121.26 105.15
4/30/2011 125.90 125.31 110.72
5/31/2011 122.65 122.04 107.88
6/30/2011 117.86 117.25 103.65
7/31/2011 107.99 107.38 96.45
8/31/2011 92.58 92.00 82.47
9/30/2011 71.44 70.90 63.16
10/31/2011 98.27 97.62 85.59
11/30/2011 100.35 99.68 85.03
12/31/2011 99.81 99.12 84.34
1/31/2012 115.25 114.49 96.51
2/29/2012 124.79 123.97 105.35
3/31/2012 128.09 127.24 109.21
4/30/2012 127.77 126.90 108.74
5/31/2012 108.14 107.32 95.21
6/30/2012 113.07 112.21 98.90
7/31/2012 108.19 107.33 98.81
8/31/2012 113.65 112.74 105.73
9/30/2012 118.39 117.45 109.72
10/31/2012 119.81 118.84 108.06
11/30/2012 126.21 125.18 112.64
12/31/2012 132.67 131.60 117.29
1/31/2013 154.64 153.44 132.98
2/28/2013 158.15 156.91 135.27
3/31/2013 171.81 170.48 146.52
4/30/2013 171.46 170.10 148.07
5/31/2013 183.05 181.61 153.67
6/30/2013 176.20 174.76 148.99
7/31/2013 197.63 196.06 164.42
8/31/2013 186.86 185.31 154.51
9/30/2013 201.92 200.26 167.77
10/31/2013 212.09 210.35 177.72
11/30/2013 218.52 216.71 181.39
12/31/2013 228.90 227.00 190.08
1/31/2014 218.44 216.57 183.93
2/28/2014 233.13 231.14 197.79
3/31/2014 236.52 234.48 198.89
4/30/2014 233.33 231.27 194.22
5/31/2014 240.73 238.59 199.45
6/30/2014 253.47 251.22 211.83
7/31/2014 239.05 236.85 198.50
8/31/2014 257.08 254.74 213.68
9/30/2014 237.45 235.19 199.41
10/31/2014 247.64 245.28 210.08
11/30/2014 257.09 254.64 215.82
12/31/2014 262.09 259.57 218.42
1/31/2015 251.01 248.53 214.85
2/28/2015 275.97 273.28 230.98
3/31/2015 279.73 276.97 235.34
4/30/2015 274.68 271.92 230.34
5/31/2015 280.26 277.43 236.21
6/30/2015 271.86 269.05 231.78
7/31/2015 269.36 266.54 232.23
8/31/2015 253.93 251.18 213.70
9/30/2015 238.14 235.48 203.59
10/31/2015 258.94 256.08 220.70
11/30/2015 260.84 257.93 225.04
12/31/2015 242.98 240.18 211.49
1/31/2016 220.85 218.20 193.77
2/29/2016 232.63 229.85 197.91
3/31/2016 265.13 262.04 223.28
4/30/2016 265.71 262.59 227.24
5/31/2016 265.53 262.37 234.80
6/30/2016 264.91 261.72 236.19
7/31/2016 285.34 281.94 250.62
8/31/2016 285.15 281.71 252.37
9/30/2016 284.92 281.44 250.13
10/31/2016 274.14 270.72 240.76
11/30/2016 311.63 307.83 268.04
12/31/2016 319.00 315.09 276.09
1/31/2017 325.53 321.52 282.40
2/28/2017 329.88 325.78 292.43
3/31/2017 330.52 326.38 290.91
4/30/2017 330.35 326.16 294.18
5/31/2017 325.14 320.96 292.26
6/30/2017 337.81 333.47 298.61
7/31/2017 339.82 335.42 302.13
8/31/2017 332.61 328.23 295.95
9/30/2017 348.44 343.86 311.46
10/31/2017 351.49 346.84 320.77
11/30/2017 370.73 365.83 336.24
12/31/2017 374.92 369.93 337.19
1/31/2018 387.93 382.76 349.75
2/28/2018 362.51 357.56 329.82
3/31/2018 362.74 357.74 333.81
4/30/2018 357.23 352.25 332.68
5/31/2018 379.00 373.73 350.54
6/30/2018 381.34 376.00 352.43
7/31/2018 396.80 391.24 360.42
8/31/2018 407.18 401.45 375.13
9/30/2018 396.93 391.27 369.92
10/31/2018 353.05 347.84 325.06
11/30/2018 366.06 360.65 338.33
12/31/2018 307.75 302.98 288.73
1/31/2019 360.23 354.80 329.39

OFI Global's Revenue Weighted Mid 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

(29.6% 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 Mid Cap S&P MidCap 400 Index Overweight / Underweight
United States 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Developed Markets Revenue Weighted Mid Cap S&P MidCap 400 Index Overweight / Underweight
Americas 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Emerging Markets Revenue Weighted Mid Cap S&P MidCap 400 Index Overweight / Underweight
Net Cash and Equivalents 0.2% - -
Equity Sector Revenue Weighted Mid Cap S&P MidCap 400 Index Overweight / Underweight
Industrials 18.5% 15.4% 3.2%
Consumer Discretionary 18.1% 12.0% 6.1%
Information Technology 17.4% 16.0% 1.4%
Financials 10.1% 16.8% -6.7%
Materials 9.4% 6.7% 2.7%
Energy 8.4% 3.8% 4.6%
Health Care 6.6% 9.4% -2.8%
Consumer Staples 3.4% 2.8% 0.6%
Real Estate 3.4% 10.1% -6.6%
Communication Services 2.2% 2.5% -0.3%
Utilities 2.1% 4.4% -2.3%
Net Cash and Equivalents 0.2% - -
Industry Revenue Weighted Mid Cap S&P MidCap 400 Index Overweight / Underweight
Electronic Equipment Instruments & Components 11.3% 4.2% 7.0%
Oil Gas & Consumable Fuels 7.1% 2.6% 4.5%
Specialty Retail 6.4% 2.1% 4.3%
Insurance 5.2% 4.8% 0.4%
Machinery 4.3% 5.2% -0.9%
Health Care Providers & Services 3.8% 2.1% 1.6%
Metals & Mining 3.7% 2.1% 1.7%
Construction & Engineering 3.4% 1.3% 2.1%
Chemicals 3.0% 2.6% 0.3%
Hotels Restaurants & Leisure 3.0% 4.3% -1.3%
Road & Rail 2.7% 1.8% 0.9%
Banks 2.7% 7.8% -5.0%
Auto Components 2.7% 0.8% 1.9%
IT Services 2.3% 2.7% -0.5%
Professional Services 2.3% 0.8% 1.5%
Household Durables 2.0% 1.5% 0.5%
Food Products 2.0% 1.7% 0.3%
Containers & Packaging 1.9% 1.4% 0.5%
Equity Real Estate Investment Trusts (REITs) 1.9% 9.5% -7.6%
Commercial Services & Supplies 1.7% 1.5% 0.2%
Asset Allocation Revenue Weighted Mid Cap S&P MidCap 400 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
-1.66
-1.47
Beta
1.10
1.09
Information Ratio
-0.18
-0.27
R-Squared
94.87
94.98
Sharpe Ratio
0.76
0.52
Standard Deviation
15.96
14.99
Upside Capture
101.73
102.72
Downside Capture
109.05
110.86
Yields
Standardized Yield
1.17%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$4.41 B
$5.27 B
Median Market Cap (weighted)
$4.09 B
$4.87 B
P/E Ratio (LTM)
11.75
16.69
P/E Ratio (NTM)
11.13
15.58
Price/Book Value (LTM)
1.82
2.36
Price/Sales Ratio
0.37
1.77
Price/Cash Flow Ratio
9.52%
11.92%
Turnover Ratio
33.78%
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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 Mid Cap product are 0.17% 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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