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Revenue Weighted Small Cap

Overview

The strategy provides access to the same securities as the S&P SmallCap 600 Index, weighted by top line revenue instead of market capitalization.

Strategy Inception Date
February 21, 2008
Composite Inception Date
May 31, 2007
Composite AUM
(as of 11/30/2018)
$474.90 MM
Composite Benchmark
S&P SmallCap 600 Index
Available Vehicles
Separate Account
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 Small Cap (gross of fees)
8.71% 11.72% 15.58% 10.60% 13.72% 9.46%
Revenue Weighted Small Cap (net of fees)
8.51% 11.46% 15.31% 10.34% 13.45% 9.20%
S&P SmallCap 600 Index
14.54% 19.08% 19.41% 13.32% 12.86% 9.48%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Small Cap (gross of fees)
-2.65% -2.39% 8.16% 6.41% 16.76% 8.28%
Revenue Weighted Small Cap (net of fees)
-2.87% -2.63% 7.90% 6.15% 16.48% 8.02%
S&P SmallCap 600 Index
4.08% 3.54% 12.40% 9.42% 15.76% 8.43%

OFI Global's Revenue Weighted Small 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 Small Cap (gross of fees) Revenue Weighted Small Cap (net of fees) S&P SmallCap 600 Index
2008 -31.61% -31.78% -31.07%
2009 48.97% 48.62% 25.57%
2010 26.37% 26.07% 26.31%
2011 -0.23% -0.47% 1.02%
2012 19.20% 18.92% 16.33%
2013 46.29% 45.95% 41.31%
2014 7.05% 6.80% 5.76%
2015 -7.99% -8.21% -1.97%
2016 31.18% 30.87% 26.56%
2017 5.57% 5.31% 13.24%

OFI Global's Revenue Weighted Small 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 Small Cap (gross of fees) Revenue Weighted Small Cap (net of fees) S&P SmallCap 600 Index
11/30/2008 0.00 0.00 0.00
12/31/2008 8.30 8.28 6.10
1/31/2009 -6.04 -6.08 -7.37
2/28/2009 -18.08 -18.13 -18.47
3/31/2009 -9.05 -9.12 -11.77
4/30/2009 16.08 15.97 3.63
5/31/2009 22.69 22.54 5.30
6/30/2009 24.23 24.06 6.82
7/31/2009 41.23 41.01 17.84
8/31/2009 47.81 47.55 20.54
9/30/2009 57.18 56.88 26.75
10/31/2009 44.45 44.14 19.53
11/30/2009 47.92 47.57 22.64
12/31/2009 61.33 60.93 33.23
1/31/2010 55.69 55.26 28.72
2/28/2010 64.72 64.24 34.25
3/31/2010 79.18 78.62 44.70
4/30/2010 91.08 90.45 53.16
5/31/2010 75.64 75.02 42.10
6/30/2010 58.62 58.03 32.06
7/31/2010 69.26 68.60 40.44
8/31/2010 54.96 54.32 29.95
9/30/2010 74.17 73.42 44.77
10/31/2010 82.15 81.33 50.93
11/30/2010 89.13 88.24 56.31
12/31/2010 103.88 102.89 68.28
1/31/2011 103.35 102.32 68.54
2/28/2011 115.06 113.93 75.96
3/31/2011 119.68 118.49 81.26
4/30/2011 122.89 121.63 85.97
5/31/2011 119.84 118.55 84.29
6/30/2011 117.22 115.91 80.96
7/31/2011 109.95 108.63 75.16
8/31/2011 92.73 91.48 61.72
9/30/2011 71.92 70.76 45.08
10/31/2011 99.46 98.09 66.83
11/30/2011 100.61 99.20 67.89
12/31/2011 103.40 101.92 69.99
1/31/2012 120.24 118.60 81.17
2/29/2012 124.71 123.00 85.00
3/31/2012 130.02 128.22 90.37
4/30/2012 123.44 121.64 87.97
5/31/2012 106.75 105.04 76.18
6/30/2012 114.60 112.79 83.55
7/31/2012 114.37 112.52 82.14
8/31/2012 124.55 122.57 89.04
9/30/2012 132.95 130.85 93.45
10/31/2012 128.15 126.05 89.53
11/30/2012 133.56 131.36 91.42
12/31/2012 142.46 140.13 97.74
1/31/2013 156.66 154.15 109.17
2/28/2013 159.67 157.07 112.11
3/31/2013 169.22 166.48 121.10
4/30/2013 168.31 165.52 120.51
5/31/2013 185.53 182.52 130.10
6/30/2013 184.16 181.10 129.76
7/31/2013 204.91 201.57 145.49
8/31/2013 196.52 193.21 139.51
9/30/2013 217.75 214.15 154.42
10/31/2013 227.41 223.64 163.60
11/30/2013 245.22 241.18 175.45
12/31/2013 254.68 250.46 179.44
1/31/2014 237.51 233.43 168.66
2/28/2014 256.25 251.86 180.63
3/31/2014 260.49 255.98 182.59
4/30/2014 253.24 248.75 174.70
5/31/2014 256.10 251.51 175.44
6/30/2014 271.45 266.59 188.43
7/31/2014 249.83 245.18 172.58
8/31/2014 266.52 261.58 184.29
9/30/2014 243.24 238.54 169.03
10/31/2014 266.34 261.26 188.10
11/30/2014 267.92 262.74 187.31
12/31/2014 279.69 274.28 195.52
1/31/2015 258.73 253.54 185.19
2/28/2015 285.64 279.99 202.39
3/31/2015 291.89 286.07 207.23
4/30/2015 283.38 277.61 200.09
5/31/2015 290.32 284.37 204.68
6/30/2015 288.64 282.64 207.82
7/31/2015 279.04 273.11 205.21
8/31/2015 258.92 253.23 189.41
9/30/2015 240.58 235.11 179.29
10/31/2015 266.63 260.67 196.31
11/30/2015 272.17 266.05 204.25
12/31/2015 249.35 243.54 189.69
1/31/2016 221.72 216.29 171.82
2/29/2016 232.17 226.51 174.86
3/31/2016 266.55 260.24 197.39
4/30/2016 276.53 269.97 200.88
5/31/2016 274.98 268.37 205.87
6/30/2016 273.33 266.68 207.73
7/31/2016 298.90 291.72 223.39
8/31/2016 298.07 290.82 227.78
9/30/2016 303.28 295.87 229.89
10/31/2016 285.09 277.93 215.12
11/30/2016 339.12 330.88 254.67
12/31/2016 358.27 349.58 266.62
1/31/2017 352.04 343.38 265.16
2/28/2017 362.21 353.26 270.97
3/31/2017 353.79 344.92 270.52
4/30/2017 358.51 349.46 273.86
5/31/2017 340.77 331.98 265.91
6/30/2017 352.76 343.64 276.87
7/31/2017 351.13 341.96 280.52
8/31/2017 331.32 322.47 270.76
9/30/2017 370.70 360.95 299.34
10/31/2017 364.63 354.91 303.12
11/30/2017 382.47 372.29 317.31
12/31/2017 383.78 373.47 315.14
1/31/2018 391.27 380.72 325.65
2/28/2018 368.14 357.98 309.16
3/31/2018 370.80 360.50 317.49
4/30/2018 377.21 366.67 321.80
5/31/2018 403.02 391.82 349.04
6/30/2018 409.41 397.97 354.12
7/31/2018 425.71 413.80 368.46
8/31/2018 447.69 435.18 391.11
9/30/2018 425.89 413.77 375.52
10/31/2018 375.46 364.40 325.69
11/30/2018 370.94 359.89 332.09

OFI Global's Revenue Weighted Small 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

(23.5% 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 Small Cap S&P SmallCap 600 Index Overweight / Underweight
United States 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Equity Sector Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Consumer Discretionary 26.7% 13.7% 12.9%
Industrials 20.6% 18.2% 2.4%
Information Technology 12.5% 14.1% -1.6%
Health Care 10.5% 11.8% -1.3%
Financials 7.9% 18.9% -11.0%
Consumer Staples 6.7% 3.7% 3.1%
Materials 5.2% 4.1% 1.1%
Energy 3.8% 3.7% 0.1%
Communication Services 2.7% 2.2% 0.5%
Real Estate 1.7% 6.9% -5.2%
Utilities 1.2% 2.7% -1.5%
Net Cash and Equivalents 0.2% - -
Industry Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Specialty Retail 14.3% 4.0% 10.3%
Health Care Providers & Services 7.7% 3.4% 4.3%
Electronic Equipment Instruments & Components 6.5% 4.1% 2.4%
Commercial Services & Supplies 4.7% 2.4% 2.2%
Machinery 4.4% 5.4% -1.0%
Insurance 2.9% 3.7% -0.8%
Food Products 2.6% 1.7% 0.9%
Household Durables 2.5% 1.8% 0.7%
Auto Components 2.4% 2.1% 0.4%
Banks 2.3% 9.4% -7.1%
Chemicals 2.2% 2.7% -0.5%
IT Services 2.1% 2.0% 0.1%
Professional Services 2.1% 1.8% 0.3%
Distributors 2.0% 0.2% 1.8%
Oil Gas & Consumable Fuels 2.0% 1.8% 0.3%
Aerospace & Defense 1.9% 2.4% -0.4%
Energy Equipment & Services 1.8% 1.9% -0.1%
Metals & Mining 1.8% 0.7% 1.0%
Semiconductors & Semiconductor Equipment 1.7% 3.6% -1.9%
Building Products 1.7% 2.1% -0.4%
Asset Allocation Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Equity 99.5% 100.0% -0.5%
Net Cash and Equivalents 0.2% - -
Market Cap Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Small 97.0% 93.8% 3.2%
Mid 2.5% 6.2% -3.7%
Net Cash and Equivalents 0.2% - -
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
-4.89
-3.60
Beta
1.11
1.12
Information Ratio
-0.93
-0.72
R-Squared
93.70
94.36
Sharpe Ratio
0.48
0.42
Standard Deviation
16.93
16.21
Upside Capture
97.42
101.72
Downside Capture
123.63
121.22
Yields
Standardized Yield
1.11%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$1.41 B
$1.91 B
Median Market Cap (weighted)
$1.22 B
$1.79 B
P/E Ratio (LTM)
14.64
19.30
P/E Ratio (NTM)
12.77
16.81
Price/Book Value (LTM)
1.63
2.08
Price/Sales Ratio
0.21
1.75
Price/Cash Flow Ratio
8.22%
12.44%
Turnover Ratio
38.28%
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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 Small Cap product are 0.19% 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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