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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 03/31/2019)
$439.10 MM
Composite Benchmark
S&P SmallCap 600 Index
Available Vehicles
Separate Account
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 Small Cap (gross of fees)
14.37% -1.90% 8.01% 5.08% 17.64% 7.86%
Revenue Weighted Small Cap (net of fees)
14.31% -2.13% 7.75% 4.83% 17.37% 7.60%
S&P SmallCap 600 Index
11.61% 1.57% 12.55% 8.45% 17.00% 8.01%
Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Small Cap (gross of fees)
14.37% -1.90% 8.01% 5.08% 17.64% 7.86%
Revenue Weighted Small Cap (net of fees)
14.31% -2.13% 7.75% 4.83% 17.37% 7.60%
S&P SmallCap 600 Index
11.61% 1.57% 12.55% 8.45% 17.00% 8.01%

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%
2018 -16.53% -16.73% -8.48%

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
3/31/2009 0.00 0.00 0.00
4/30/2009 27.63 27.61 17.46
5/31/2009 34.89 34.85 19.35
6/30/2009 36.59 36.52 21.06
7/31/2009 55.28 55.17 33.56
8/31/2009 62.51 62.37 36.62
9/30/2009 72.82 72.63 43.65
10/31/2009 58.82 58.61 35.47
11/30/2009 62.63 62.38 39.00
12/31/2009 77.38 77.08 51.00
1/31/2010 71.17 70.85 45.89
2/28/2010 81.10 80.72 52.16
3/31/2010 97.00 96.55 64.00
4/30/2010 110.08 109.57 73.59
5/31/2010 93.11 92.59 61.06
6/30/2010 74.40 73.89 49.68
7/31/2010 86.10 85.52 59.17
8/31/2010 70.37 69.81 47.29
9/30/2010 91.50 90.83 64.08
10/31/2010 100.27 99.53 71.06
11/30/2010 107.94 107.14 77.16
12/31/2010 124.16 123.25 90.73
1/31/2011 123.58 122.63 91.01
2/28/2011 136.45 135.40 99.43
3/31/2011 141.54 140.42 105.43
4/30/2011 145.06 143.88 110.77
5/31/2011 141.71 140.49 108.87
6/30/2011 138.83 137.58 105.10
7/31/2011 130.83 129.57 98.52
8/31/2011 111.90 110.70 83.29
9/30/2011 89.02 87.91 64.43
10/31/2011 119.30 117.97 89.08
11/30/2011 120.57 119.19 90.28
12/31/2011 123.63 122.19 92.66
1/31/2012 142.15 140.55 105.34
2/29/2012 147.07 145.38 109.68
3/31/2012 152.90 151.12 115.76
4/30/2012 145.66 143.89 113.04
5/31/2012 127.31 125.62 99.68
6/30/2012 135.95 134.15 108.03
7/31/2012 135.69 133.85 106.44
8/31/2012 146.89 144.91 114.26
9/30/2012 156.12 154.02 119.26
10/31/2012 150.84 148.74 114.80
11/30/2012 156.79 154.58 116.95
12/31/2012 166.57 164.23 124.12
1/31/2013 182.19 179.66 137.07
2/28/2013 185.50 182.88 140.40
3/31/2013 196.00 193.23 150.59
4/30/2013 195.00 192.18 149.92
5/31/2013 213.93 210.87 160.79
6/30/2013 212.43 209.32 160.41
7/31/2013 235.24 231.84 178.23
8/31/2013 226.02 222.65 171.45
9/30/2013 249.36 245.68 188.35
10/31/2013 259.98 256.12 198.76
11/30/2013 279.56 275.43 212.19
12/31/2013 289.96 285.64 216.71
1/31/2014 271.09 266.89 204.49
2/28/2014 291.68 287.18 218.06
3/31/2014 296.34 291.71 220.28
4/30/2014 288.38 283.76 211.34
5/31/2014 291.52 286.79 212.18
6/30/2014 308.40 303.39 226.90
7/31/2014 284.63 279.83 208.94
8/31/2014 302.98 297.87 222.21
9/30/2014 277.39 272.53 204.91
10/31/2014 302.79 297.52 226.52
11/30/2014 304.52 299.15 225.63
12/31/2014 317.46 311.85 234.93
1/31/2015 294.42 289.03 223.23
2/28/2015 324.00 318.13 242.72
3/31/2015 330.87 324.82 248.21
4/30/2015 321.52 315.52 240.11
5/31/2015 329.15 322.95 245.32
6/30/2015 327.30 321.05 248.88
7/31/2015 316.75 310.57 245.92
8/31/2015 294.62 288.68 228.01
9/30/2015 274.45 268.74 216.54
10/31/2015 303.10 296.88 235.83
11/30/2015 309.19 302.79 244.83
12/31/2015 284.10 278.02 228.33
1/31/2016 253.72 248.04 208.07
2/29/2016 265.22 259.29 211.52
3/31/2016 303.02 296.40 237.05
4/30/2016 313.98 307.10 241.01
5/31/2016 312.28 305.35 246.67
6/30/2016 310.47 303.49 248.77
7/31/2016 338.58 331.05 266.53
8/31/2016 337.66 330.05 271.50
9/30/2016 343.40 335.60 273.89
10/31/2016 323.40 315.87 257.15
11/30/2016 382.80 374.13 301.97
12/31/2016 403.85 394.71 315.51
1/31/2017 397.00 387.88 313.86
2/28/2017 408.18 398.76 320.45
3/31/2017 398.93 389.59 319.94
4/30/2017 404.12 394.58 323.72
5/31/2017 384.61 375.34 314.72
6/30/2017 397.79 388.17 327.13
7/31/2017 396.00 386.32 331.27
8/31/2017 374.23 364.87 320.21
9/30/2017 417.53 407.22 352.60
10/31/2017 410.85 400.58 356.89
11/30/2017 430.47 419.70 372.97
12/31/2017 431.90 421.00 370.51
1/31/2018 440.14 428.97 382.42
2/28/2018 414.70 403.95 363.74
3/31/2018 417.64 406.72 373.18
4/30/2018 424.68 413.51 378.06
5/31/2018 453.06 441.19 408.93
6/30/2018 460.08 447.95 414.69
7/31/2018 478.01 465.38 430.94
8/31/2018 502.17 488.90 456.61
9/30/2018 478.20 465.34 438.94
10/31/2018 422.75 411.01 382.47
11/30/2018 417.79 406.06 389.72
12/31/2018 344.00 333.84 330.61
1/31/2019 407.18 395.49 376.40
2/28/2019 435.28 422.84 397.15
3/31/2019 407.82 395.92 380.59

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

(22.1% 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 Small Cap S&P SmallCap 600 Index Overweight / Underweight
United States 100.0% 100.0% 0.0%
Equity Sector Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Consumer Discretionary 27.1% 13.8% 13.3%
Industrials 21.1% 19.0% 2.0%
Information Technology 12.8% 15.1% -2.3%
Health Care 8.2% 10.6% -2.4%
Financials 7.1% 17.6% -10.5%
Consumer Staples 6.6% 3.4% 3.2%
Energy 6.2% 4.8% 1.4%
Materials 6.0% 4.5% 1.5%
Communication Services 2.6% 2.1% 0.5%
Real Estate 1.6% 7.1% -5.6%
Utilities 0.7% 2.0% -1.3%
Industry Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Specialty Retail 13.1% 3.8% 9.3%
Electronic Equipment Instruments & Components 6.5% 4.5% 2.1%
Health Care Providers & Services 5.5% 2.4% 3.1%
Machinery 4.9% 5.8% -0.9%
Commercial Services & Supplies 3.9% 2.7% 1.2%
Energy Equipment & Services 3.4% 2.6% 0.8%
Auto Components 3.4% 2.2% 1.1%
Household Durables 2.8% 2.3% 0.5%
Oil Gas & Consumable Fuels 2.8% 2.2% 0.6%
Food & Staples Retailing 2.5% 0.4% 2.2%
Chemicals 2.4% 2.9% -0.5%
Insurance 2.3% 3.5% -1.2%
Banks 2.2% 8.7% -6.4%
Building Products 2.1% 1.8% 0.3%
Trading Companies & Distributors 2.0% 0.7% 1.3%
IT Services 2.0% 2.1% -0.2%
Metals & Mining 2.0% 0.8% 1.2%
Food Products 2.0% 1.5% 0.5%
Distributors 1.9% 0.2% 1.6%
Professional Services 1.9% 1.9% -0.1%
Asset Allocation Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Equity 99.9% 100.0% -0.1%
Market Cap Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Small 98.0% 95.6% 2.4%
Mid 1.8% 4.4% -2.6%
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
-5.35
-3.97
Beta
1.14
1.14
Information Ratio
-0.93
-0.73
R-Squared
95.06
95.40
Sharpe Ratio
0.43
0.32
Standard Deviation
19.24
18.57
Upside Capture
97.94
102.85
Downside Capture
123.31
121.95
Yields
Standardized Yield
1.08%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$1.34 B
$1.82 B
Median Market Cap (weighted)
$1.19 B
$1.75 B
P/E Ratio (LTM)
13.23
18.68
P/E Ratio (NTM)
12.28
16.68
Price/Book Value (LTM)
1.48
2.00
Price/Sales Ratio
0.19
1.61
Price/Cash Flow Ratio
8.54%
12.18%
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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