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Small Cap Core

Overview

The Strategy typically invests in small-cap U.S. company stocks

Strategy Inception Date
December 31, 2007
Composite Inception Date
December 31, 2007
Composite AUM
(as of 03/31/2019)
$2.00 BN
Composite Benchmark
Russell 2000® Index
Available Vehicles
Separate Account
Commingled Vehicle
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
Small Cap Core (gross of fees)
12.20% 1.77% 11.56% 7.36% 17.40% 9.15%
Small Cap Core (net of fees)
12.01% 1.04% 10.76% 6.60% 16.57% 8.37%
Russell 2000® Index
14.58% 2.05% 12.92% 7.05% 15.36% 7.90%
Cumulative
Annualized
ytd as of 2019-03-31
1 yr 3 yr 5 yr 10 yr since inception
Small Cap Core (gross of fees)
12.20% 1.77% 11.56% 7.36% 17.40% 9.15%
Small Cap Core (net of fees)
12.01% 1.04% 10.76% 6.60% 16.57% 8.37%
Russell 2000® Index
14.58% 2.05% 12.92% 7.05% 15.36% 7.90%

OFI Global's Small Cap Core 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.


Year Small Cap Core (gross of fees) Small Cap Core (net of fees) Russell 2000® Index
2008 -37.53% -38.00% -33.79%
2009 38.56% 37.59% 27.17%
2010 24.66% 23.78% 26.85%
2011 -1.39% -2.10% -4.18%
2012 18.92% 18.07% 16.35%
2013 42.06% 41.07% 38.82%
2014 12.84% 12.04% 4.89%
2015 -5.04% -5.72% -4.41%
2016 19.09% 18.24% 21.31%
2017 15.07% 14.25% 14.65%
2018 -9.62% -10.28% -11.01%

OFI Global's Small Cap Core 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.


Date Small Cap Core (gross of fees) Small Cap Core (net of fees) Russell 2000® Index
3/31/2009 0.00 0.00 0.00
4/30/2009 25.52 25.46 15.46
5/31/2009 31.66 31.52 18.94
6/30/2009 31.84 31.62 20.69
7/31/2009 42.96 42.64 32.31
8/31/2009 46.00 45.59 36.10
9/30/2009 54.06 53.54 43.95
10/31/2009 45.56 44.98 34.18
11/30/2009 50.53 49.85 38.39
12/31/2009 60.92 60.10 49.53
1/31/2010 54.81 53.92 44.03
2/28/2010 62.36 61.34 50.51
3/31/2010 75.25 74.05 62.76
4/30/2010 82.93 81.57 71.98
5/31/2010 70.27 68.89 58.93
6/30/2010 59.46 58.07 46.62
7/31/2010 68.95 67.38 56.69
8/31/2010 57.32 55.76 45.09
9/30/2010 75.82 73.99 63.17
10/31/2010 83.03 81.02 69.84
11/30/2010 87.83 85.65 75.73
12/31/2010 100.60 98.16 89.69
1/31/2011 102.28 99.71 89.20
2/28/2011 110.23 107.44 99.58
3/31/2011 115.26 112.27 104.75
4/30/2011 122.38 119.17 110.15
5/31/2011 120.05 116.74 106.21
6/30/2011 117.21 113.81 101.46
7/31/2011 107.72 104.34 94.18
8/31/2011 90.93 87.71 77.28
9/30/2011 71.06 68.05 57.41
10/31/2011 98.34 94.76 81.23
11/30/2011 97.57 93.88 80.57
12/31/2011 97.81 94.00 81.77
1/31/2012 112.76 108.55 94.61
2/29/2012 122.78 118.24 99.27
3/31/2012 126.81 122.06 104.37
4/30/2012 123.55 118.73 101.22
5/31/2012 107.59 102.98 87.90
6/30/2012 118.09 113.13 97.27
7/31/2012 116.45 111.41 94.55
8/31/2012 123.92 118.57 101.03
9/30/2012 126.79 121.24 107.64
10/31/2012 123.61 118.01 103.13
11/30/2012 127.97 122.13 104.21
12/31/2012 135.22 129.06 111.49
1/31/2013 154.16 147.36 124.72
2/28/2013 159.24 152.16 127.20
3/31/2013 171.45 163.89 137.69
4/30/2013 170.91 163.20 136.82
5/31/2013 180.47 172.33 146.28
6/30/2013 182.18 173.83 145.02
7/31/2013 198.27 189.28 162.17
8/31/2013 193.82 184.79 153.85
9/30/2013 212.19 202.42 170.04
10/31/2013 217.18 207.08 176.83
11/30/2013 225.56 215.00 187.92
12/31/2013 234.15 223.13 193.59
1/31/2014 230.04 218.96 185.46
2/28/2014 246.11 234.30 198.91
3/31/2014 248.78 236.67 196.87
4/30/2014 236.85 224.96 185.36
5/31/2014 238.90 226.74 187.65
6/30/2014 250.66 237.89 202.95
7/31/2014 236.18 223.73 184.62
8/31/2014 256.35 242.96 198.73
9/30/2014 235.40 222.59 180.66
10/31/2014 262.16 248.14 199.16
11/30/2014 268.90 254.40 199.43
12/31/2014 277.05 262.02 207.96
1/31/2015 262.35 247.69 198.05
2/28/2015 285.21 269.42 215.75
3/31/2015 289.72 273.52 221.25
4/30/2015 278.07 262.12 213.06
5/31/2015 287.90 271.32 220.20
6/30/2015 291.85 274.89 222.60
7/31/2015 286.68 269.71 218.85
8/31/2015 264.52 248.31 198.81
9/30/2015 246.26 230.65 184.15
10/31/2015 263.61 247.02 200.16
11/30/2015 274.84 257.53 209.93
12/31/2015 258.05 241.30 194.37
1/31/2016 231.88 216.14 168.48
2/29/2016 233.77 217.76 168.47
3/31/2016 258.37 240.98 189.90
4/30/2016 262.67 244.87 194.45
5/31/2016 272.57 254.08 201.08
6/30/2016 270.15 251.57 200.89
7/31/2016 288.21 268.51 218.85
8/31/2016 289.45 269.47 224.49
9/30/2016 288.17 268.03 228.11
10/31/2016 278.39 258.53 212.51
11/30/2016 313.05 291.16 247.36
12/31/2016 326.39 303.56 257.09
1/31/2017 331.68 308.32 258.50
2/28/2017 342.12 317.96 265.42
3/31/2017 344.33 319.80 265.89
4/30/2017 353.22 327.94 269.91
5/31/2017 343.88 318.87 262.38
6/30/2017 358.09 332.02 274.91
7/31/2017 358.96 332.58 277.69
8/31/2017 353.50 327.18 272.89
9/30/2017 381.02 352.85 296.16
10/31/2017 385.59 356.88 299.54
11/30/2017 390.01 360.76 311.05
12/31/2017 390.65 361.09 309.39
1/31/2018 401.49 371.00 320.09
2/28/2018 376.02 346.79 303.82
3/31/2018 388.87 358.59 309.05
4/30/2018 392.00 361.24 312.58
5/31/2018 423.73 390.72 337.63
6/30/2018 431.90 398.08 340.76
7/31/2018 439.24 404.65 348.45
8/31/2018 471.38 434.43 367.78
9/30/2018 452.30 416.26 356.53
10/31/2018 398.39 365.56 306.94
11/30/2018 406.32 372.68 313.41
12/31/2018 343.43 313.69 264.30
1/31/2019 395.45 361.97 305.29
2/28/2019 413.88 378.88 326.36
3/31/2019 397.54 363.36 317.43

OFI Global's Small Cap Core 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.

Portfolio

Top Issuers

(35.2% of assets as of 03/31/2019)


Portfolio Holdings Breakdown

Country
Developed Markets
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Small Cap Core Russell 2000® Index Overweight / Underweight
United States 99.4% 99.9% -0.6%
Developed Markets Small Cap Core Russell 2000® Index Overweight / Underweight
Americas 99.4% 100.0% -0.6%
Equity Sector Small Cap Core Russell 2000® Index Overweight / Underweight
Industrials 19.6% 14.4% 5.1%
Financials 15.5% 17.1% -1.6%
Consumer Discretionary 13.4% 12.0% 1.4%
Information Technology 12.6% 15.6% -3.0%
Health Care 12.5% 16.0% -3.5%
Real Estate 7.2% 7.6% -0.4%
Utilities 5.6% 3.8% 1.9%
Materials 4.9% 3.8% 1.0%
Energy 2.9% 3.7% -0.7%
Consumer Staples 2.8% 2.8% 0.0%
Communication Services 2.2% 3.3% -1.0%
Industry Small Cap Core Russell 2000® Index Overweight / Underweight
Banks 8.6% 8.9% -0.2%
Equity Real Estate Investment Trusts (REITs) 7.2% 6.9% 0.3%
Software 6.3% 6.1% 0.3%
Machinery 5.1% 3.7% 1.4%
Professional Services 4.4% 1.6% 2.8%
Hotels Restaurants & Leisure 4.3% 3.0% 1.3%
Metals & Mining 3.8% 1.2% 2.7%
Health Care Equipment & Supplies 3.4% 3.6% -0.2%
IT Services 3.4% 1.9% 1.5%
Specialty Retail 3.2% 3.0% 0.2%
Biotechnology 3.1% 6.8% -3.7%
Oil Gas & Consumable Fuels 2.9% 2.3% 0.6%
Multi-Utilities 2.8% 0.5% 2.2%
Semiconductors & Semiconductor Equipment 2.8% 2.9% 0.0%
Gas Utilities 2.8% 1.2% 1.7%
Thrifts & Mortgage Finance 2.7% 2.3% 0.4%
Auto Components 2.7% 0.9% 1.8%
Commercial Services & Supplies 2.5% 2.5% 0.0%
Capital Markets 2.5% 1.3% 1.3%
Health Care Providers & Services 2.4% 1.8% 0.5%
Asset Allocation Small Cap Core Russell 2000® Index Overweight / Underweight
Equity 99.4% 100.0% -0.6%
Market Cap Small Cap Core Russell 2000® Index Overweight / Underweight
Small 72.0% 76.6% -4.6%
Mid 27.4% 23.4% 4.0%
Analytics
(As of 03/31/2019)

Performance Statistics
3Y
5Y
Alpha
-0.75
0.60
Beta
0.96
0.95
Information Ratio
-0.40
0.09
R-Squared
95.33
95.79
Sharpe Ratio
0.70
0.48
Standard Deviation
15.58
15.59
Upside Capture
95.78
97.77
Downside Capture
100.97
95.48
Sortino Ratio
1.05
0.72
Win Ratio
47.00
50.00
Loss Ratio
53.00
50.00
Margin of Outperformance
0.72
0.77
Margin of Underperformance
-0.85
-0.74
Tracking Error
3.45
3.32
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$2.72 B
$2.39 B
Median Market Cap (weighted)
$2.59 B
$2.10 B
P/E Ratio (LTM)
19.18
24.46
P/E Ratio (NTM)
16.81
19.22
Price/Book
2.32
2.23
Debt to Capital Ratio
40.68
36.71
Turnover Ratio
52%
-
Team

    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 Small Cap Core product are 0.70% on the first $25 million under management, 0.65% on the next $25 million, and 0.60% on any additional amount. 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 index is 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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