Spoof Access

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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 01/31/2019)
$442.80 MM
Composite Benchmark
S&P SmallCap 600 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 Small Cap (gross of fees)
-23.21% -16.53% 4.95% 2.63% 14.07% 6.79%
Revenue Weighted Small Cap (net of fees)
-23.26% -16.73% 4.70% 2.38% 13.80% 6.53%
S&P SmallCap 600 Index
-20.10% -8.48% 9.46% 6.34% 13.61% 7.17%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Revenue Weighted Small Cap (gross of fees)
-2.98% -6.10% 12.76% 6.45% 17.25% 7.96%
Revenue Weighted Small Cap (net of fees)
-3.04% -6.33% 12.50% 6.19% 16.97% 7.70%
S&P SmallCap 600 Index
-1.26% -1.25% 15.64% 9.37% 16.33% 8.04%

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
1/31/2009 0.00 0.00 0.00
2/28/2009 -12.81 -12.83 -11.97
3/31/2009 -3.20 -3.24 -4.74
4/30/2009 23.54 23.47 11.89
5/31/2009 30.57 30.47 13.69
6/30/2009 32.22 32.09 15.32
7/31/2009 50.31 50.14 27.23
8/31/2009 57.31 57.10 30.14
9/30/2009 67.28 67.03 36.84
10/31/2009 53.73 53.47 29.04
11/30/2009 57.42 57.12 32.41
12/31/2009 71.70 71.34 43.84
1/31/2010 65.69 65.31 38.97
2/28/2010 75.30 74.86 44.94
3/31/2010 90.69 90.18 56.22
4/30/2010 103.36 102.77 65.36
5/31/2010 86.92 86.35 53.42
6/30/2010 68.81 68.25 42.58
7/31/2010 80.14 79.51 51.62
8/31/2010 64.92 64.31 40.30
9/30/2010 85.37 84.65 56.29
10/31/2010 93.86 93.07 62.94
11/30/2010 101.28 100.42 68.75
12/31/2010 116.98 116.01 81.68
1/31/2011 116.42 115.41 81.95
2/28/2011 128.88 127.77 89.97
3/31/2011 133.80 132.63 95.69
4/30/2011 137.22 135.98 100.78
5/31/2011 133.97 132.70 98.97
6/30/2011 131.18 129.88 95.37
7/31/2011 123.44 122.13 89.10
8/31/2011 105.12 103.87 74.59
9/30/2011 82.96 81.81 56.63
10/31/2011 112.28 110.91 80.12
11/30/2011 113.51 112.09 81.25
12/31/2011 116.47 114.99 83.52
1/31/2012 134.40 132.75 95.60
2/29/2012 139.16 137.43 99.73
3/31/2012 144.80 142.98 105.52
4/30/2012 137.80 135.99 102.93
5/31/2012 120.04 118.31 90.21
6/30/2012 128.40 126.56 98.16
7/31/2012 128.15 126.27 96.65
8/31/2012 138.98 136.97 104.10
9/30/2012 147.92 145.79 108.86
10/31/2012 142.81 140.67 104.62
11/30/2012 148.57 146.33 106.66
12/31/2012 158.04 155.67 113.48
1/31/2013 173.16 170.60 125.82
2/28/2013 176.36 173.71 129.00
3/31/2013 186.53 183.73 138.70
4/30/2013 185.55 182.70 138.07
5/31/2013 203.88 200.80 148.42
6/30/2013 202.42 199.29 148.05
7/31/2013 224.50 221.08 165.03
8/31/2013 215.58 212.19 158.57
9/30/2013 238.17 234.48 174.68
10/31/2013 248.45 244.58 184.58
11/30/2013 267.41 263.26 197.38
12/31/2013 277.48 273.14 201.68
1/31/2014 259.21 255.00 190.05
2/28/2014 279.14 274.63 202.97
3/31/2014 283.65 279.02 205.09
4/30/2014 275.94 271.32 196.57
5/31/2014 278.99 274.26 197.37
6/30/2014 295.32 290.31 211.39
7/31/2014 272.32 267.52 194.28
8/31/2014 290.07 284.98 206.92
9/30/2014 265.30 260.45 190.45
10/31/2014 289.89 284.64 211.04
11/30/2014 291.57 286.22 210.18
12/31/2014 304.10 298.50 219.04
1/31/2015 281.79 276.42 207.90
2/28/2015 310.42 304.58 226.46
3/31/2015 317.07 311.05 231.69
4/30/2015 308.02 302.05 223.98
5/31/2015 315.41 309.24 228.94
6/30/2015 313.62 307.40 232.33
7/31/2015 303.41 297.26 229.51
8/31/2015 281.98 276.08 212.45
9/30/2015 262.47 256.79 201.52
10/31/2015 290.19 284.01 219.90
11/30/2015 296.09 289.74 228.47
12/31/2015 271.81 265.77 212.75
1/31/2016 242.40 236.76 193.46
2/29/2016 253.52 247.64 196.74
3/31/2016 290.11 283.55 221.06
4/30/2016 300.72 293.91 224.83
5/31/2016 299.08 292.21 230.22
6/30/2016 297.33 290.41 232.23
7/31/2016 324.54 317.07 249.14
8/31/2016 323.65 316.11 253.88
9/30/2016 329.20 321.48 256.15
10/31/2016 309.84 302.39 240.21
11/30/2016 367.34 358.76 282.91
12/31/2016 387.72 378.67 295.80
1/31/2017 381.09 372.07 294.23
2/28/2017 391.91 382.60 300.51
3/31/2017 382.96 373.72 300.02
4/30/2017 387.98 378.55 303.63
5/31/2017 369.10 359.93 295.04
6/30/2017 381.86 372.35 306.87
7/31/2017 380.12 370.56 310.81
8/31/2017 359.05 349.80 300.27
9/30/2017 400.96 390.78 331.13
10/31/2017 394.49 384.35 335.22
11/30/2017 413.48 402.85 350.54
12/31/2017 414.87 404.11 348.20
1/31/2018 422.85 411.82 359.53
2/28/2018 398.22 387.62 341.74
3/31/2018 401.06 390.30 350.73
4/30/2018 407.88 396.87 355.38
5/31/2018 435.35 423.65 384.79
6/30/2018 442.15 430.19 390.27
7/31/2018 459.50 447.05 405.76
8/31/2018 482.89 469.81 430.21
9/30/2018 459.69 447.02 413.38
10/31/2018 406.02 394.45 359.58
11/30/2018 401.21 389.65 366.49
12/31/2018 329.79 319.78 310.18
1/31/2019 390.94 379.43 353.81

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

(25.1% of assets as of 02/15/2019)

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Portfolio Holdings Breakdown

Country
Developed Markets
Equity Sector
Industry
Asset Allocation
Country Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
United States 100.0% 100.0% 0.0%
Developed Markets Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Americas 100.0% 100.0% 0.0%
Equity Sector Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Consumer Discretionary 27.1% 13.9% 13.2%
Industrials 21.1% 18.9% 2.2%
Information Technology 13.0% 14.7% -1.7%
Health Care 8.8% 11.7% -2.9%
Consumer Staples 7.2% 3.4% 3.8%
Financials 7.0% 18.4% -11.3%
Materials 6.2% 4.5% 1.7%
Energy 5.0% 3.8% 1.2%
Communication Services 2.5% 2.0% 0.5%
Real Estate 1.4% 6.8% -5.4%
Utilities 0.6% 1.9% -1.3%
Industry Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Specialty Retail 13.6% 4.0% 9.6%
Electronic Equipment Instruments & Components 6.4% 4.3% 2.1%
Health Care Providers & Services 6.1% 3.3% 2.9%
Machinery 4.6% 5.6% -1.0%
Commercial Services & Supplies 4.0% 2.4% 1.5%
Auto Components 3.3% 2.1% 1.2%
Food & Staples Retailing 3.1% 0.4% 2.7%
Energy Equipment & Services 2.8% 2.1% 0.7%
Household Durables 2.7% 2.0% 0.7%
Chemicals 2.6% 2.9% -0.3%
Insurance 2.4% 3.6% -1.2%
Building Products 2.3% 2.3% 0.0%
Banks 2.2% 9.5% -7.3%
Oil Gas & Consumable Fuels 2.2% 1.7% 0.5%
Food Products 2.1% 1.5% 0.5%
Distributors 2.1% 0.2% 1.9%
Trading Companies & Distributors 2.0% 0.7% 1.3%
Metals & Mining 2.0% 0.8% 1.2%
Professional Services 1.9% 1.9% 0.0%
IT Services 1.9% 2.1% -0.1%
Asset Allocation Revenue Weighted Small Cap S&P SmallCap 600 Index Overweight / Underweight
Equity 99.9% 100.0% -0.1%
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
-4.17
-3.62
Beta
1.14
1.14
Information Ratio
-0.56
-0.64
R-Squared
94.70
95.35
Sharpe Ratio
0.65
0.39
Standard Deviation
19.55
18.40
Upside Capture
101.55
103.15
Downside Capture
120.81
120.63
Yields
Standardized Yield
1.17%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$1.32 B
$1.83 B
Median Market Cap (weighted)
$1.19 B
$1.71 B
P/E Ratio (LTM)
13.53
18.66
P/E Ratio (NTM)
11.71
16.37
Price/Book Value (LTM)
1.51
2.01
Price/Sales Ratio
0.19
1.66
Price/Cash Flow Ratio
8.40%
12.38%
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.
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