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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 11/30/2018)
$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 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
Small Cap Core (gross of fees)
12.56% 14.82% 16.84% 12.09% 13.23% 10.66%
Small Cap Core (net of fees)
11.97% 14.00% 16.01% 11.29% 12.42% 9.87%
Russell 2000® Index
11.51% 15.24% 17.12% 11.07% 11.11% 9.18%
Cumulative
Annualized
ytd as of 2018-11-30
1 yr 3 yr 5 yr 10 yr since inception
Small Cap Core (gross of fees)
3.19% 3.33% 10.54% 9.23% 16.70% 9.61%
Small Cap Core (net of fees)
2.52% 2.59% 9.75% 8.46% 15.87% 8.83%
Russell 2000® Index
0.98% 0.57% 10.08% 7.50% 14.04% 8.05%

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%

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
11/30/2008 0.00 0.00 0.00
12/31/2008 7.47 7.41 5.80
1/31/2009 -4.55 -4.66 -5.96
2/28/2009 -17.00 -17.16 -17.39
3/31/2009 -7.47 -7.69 -10.02
4/30/2009 16.15 15.81 3.89
5/31/2009 21.83 21.40 7.03
6/30/2009 22.00 21.50 8.60
7/31/2009 32.28 31.67 19.06
8/31/2009 35.10 34.39 22.47
9/30/2009 42.56 41.73 29.53
10/31/2009 34.69 33.82 20.74
11/30/2009 39.30 38.32 24.53
12/31/2009 48.91 47.78 34.55
1/31/2010 43.25 42.08 29.60
2/28/2010 50.24 48.92 35.44
3/31/2010 62.17 60.66 46.46
4/30/2010 69.27 67.60 54.75
5/31/2010 57.56 55.90 43.01
6/30/2010 47.55 45.91 31.93
7/31/2010 56.33 54.50 40.99
8/31/2010 45.58 43.78 30.56
9/30/2010 62.70 60.60 46.82
10/31/2010 69.37 67.09 52.83
11/30/2010 73.81 71.37 58.13
12/31/2010 85.62 82.92 70.69
1/31/2011 87.18 84.34 70.25
2/28/2011 94.54 91.48 79.58
3/31/2011 99.19 95.94 84.24
4/30/2011 105.78 102.31 89.10
5/31/2011 103.62 100.06 85.56
6/30/2011 100.99 97.36 81.28
7/31/2011 92.21 88.62 74.73
8/31/2011 76.68 73.27 59.53
9/30/2011 58.29 55.12 41.64
10/31/2011 83.53 79.77 63.08
11/30/2011 82.82 78.96 62.49
12/31/2011 83.04 79.07 63.56
1/31/2012 96.88 92.50 75.12
2/29/2012 106.15 101.45 79.31
3/31/2012 109.88 104.98 83.90
4/30/2012 106.86 101.90 81.06
5/31/2012 92.09 87.37 69.08
6/30/2012 101.81 96.74 77.51
7/31/2012 100.29 95.14 75.06
8/31/2012 107.20 101.76 80.90
9/30/2012 109.86 104.22 86.84
10/31/2012 106.92 101.24 82.78
11/30/2012 110.95 105.04 83.76
12/31/2012 117.66 111.44 90.30
1/31/2013 135.18 128.33 102.21
2/28/2013 139.89 132.76 104.44
3/31/2013 151.19 143.59 113.88
4/30/2013 150.68 142.95 113.10
5/31/2013 159.53 151.38 121.61
6/30/2013 161.12 152.76 120.48
7/31/2013 176.00 167.02 135.91
8/31/2013 171.89 162.88 128.42
9/30/2013 188.88 179.15 142.99
10/31/2013 193.50 183.45 149.10
11/30/2013 201.25 190.77 159.08
12/31/2013 209.20 198.27 164.18
1/31/2014 205.40 194.42 156.87
2/28/2014 220.27 208.58 168.97
3/31/2014 222.74 210.77 167.14
4/30/2014 211.70 199.96 156.78
5/31/2014 213.60 201.61 158.83
6/30/2014 224.49 211.89 172.61
7/31/2014 211.08 198.82 156.11
8/31/2014 229.75 216.57 168.80
9/30/2014 210.36 197.77 152.54
10/31/2014 235.13 221.35 169.19
11/30/2014 241.36 227.14 169.43
12/31/2014 248.90 234.17 177.11
1/31/2015 235.30 220.94 168.20
2/28/2015 256.45 241.00 184.12
3/31/2015 260.63 244.78 189.07
4/30/2015 249.84 234.27 181.70
5/31/2015 258.94 242.76 188.13
6/30/2015 262.60 246.05 190.29
7/31/2015 257.81 241.27 186.91
8/31/2015 237.31 221.51 168.88
9/30/2015 220.41 205.21 155.69
10/31/2015 236.46 220.32 170.10
11/30/2015 246.86 230.02 178.88
12/31/2015 231.32 215.04 164.88
1/31/2016 207.10 191.82 141.59
2/29/2016 208.85 193.31 141.58
3/31/2016 231.61 214.75 160.86
4/30/2016 235.59 218.34 164.95
5/31/2016 244.76 226.84 170.92
6/30/2016 242.51 224.52 170.75
7/31/2016 259.23 240.16 186.91
8/31/2016 260.38 241.05 191.99
9/30/2016 259.19 239.72 195.24
10/31/2016 250.14 230.95 181.20
11/30/2016 282.21 261.07 212.56
12/31/2016 294.56 272.51 221.32
1/31/2017 299.45 276.91 222.59
2/28/2017 309.12 285.80 228.81
3/31/2017 311.16 287.50 229.24
4/30/2017 319.38 295.02 232.85
5/31/2017 310.74 286.65 226.08
6/30/2017 323.89 298.79 237.35
7/31/2017 324.69 299.30 239.86
8/31/2017 319.64 294.31 235.54
9/30/2017 345.11 318.01 256.48
10/31/2017 349.34 321.73 259.52
11/30/2017 353.43 325.32 269.88
12/31/2017 354.02 325.61 268.38
1/31/2018 364.05 334.76 278.01
2/28/2018 340.48 312.42 263.37
3/31/2018 352.37 323.31 268.07
4/30/2018 355.27 325.76 271.26
5/31/2018 384.63 352.97 293.79
6/30/2018 392.19 359.76 296.61
7/31/2018 398.98 365.83 303.53
8/31/2018 428.72 393.31 320.92
9/30/2018 411.06 376.54 310.80
10/31/2018 361.18 329.75 266.18
11/30/2018 368.52 336.32 272.00

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

(33.7% of assets as of 11/30/2018)


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 97.6% 99.9% -2.2%
Developed Markets Small Cap Core Russell 2000® Index Overweight / Underweight
Americas 97.6% 100.0% -2.4%
Equity Sector Small Cap Core Russell 2000® Index Overweight / Underweight
Industrials 19.0% 15.0% 4.0%
Financials 15.1% 18.2% -3.1%
Consumer Discretionary 14.4% 12.3% 2.1%
Health Care 13.3% 15.8% -2.5%
Information Technology 11.9% 14.0% -2.1%
Real Estate 7.3% 7.2% 0.0%
Utilities 5.0% 3.6% 1.4%
Materials 4.3% 3.7% 0.6%
Energy 3.0% 4.0% -1.0%
Consumer Staples 2.4% 2.8% -0.4%
Communication Services 1.8% 3.3% -1.5%
Industry Small Cap Core Russell 2000® Index Overweight / Underweight
Banks 9.1% 9.9% -0.8%
Equity Real Estate Investment Trusts (REITs) 7.3% 6.7% 0.6%
Software 6.5% 4.9% 1.6%
Machinery 5.1% 3.8% 1.3%
Hotels Restaurants & Leisure 4.5% 3.0% 1.4%
Professional Services 4.4% 1.5% 3.0%
Health Care Providers & Services 3.6% 2.0% 1.6%
Biotechnology 3.4% 6.2% -2.8%
Specialty Retail 3.4% 3.1% 0.3%
Multi-Utilities 3.4% 0.5% 2.9%
Metals & Mining 3.4% 1.2% 2.2%
Health Care Equipment & Supplies 3.3% 3.7% -0.3%
IT Services 3.0% 1.8% 1.2%
Oil Gas & Consumable Fuels 3.0% 2.5% 0.5%
Auto Components 3.0% 1.0% 2.0%
Thrifts & Mortgage Finance 2.9% 2.3% 0.6%
Semiconductors & Semiconductor Equipment 2.4% 2.6% -0.2%
Commercial Services & Supplies 2.2% 2.6% -0.4%
Construction & Engineering 2.1% 1.1% 1.0%
Diversified Consumer Services 2.0% 0.9% 1.1%
Asset Allocation Small Cap Core Russell 2000® Index Overweight / Underweight
Equity 97.6% 100.0% -2.4%
Market Cap Small Cap Core Russell 2000® Index Overweight / Underweight
Small 62.4% 77.2% -14.8%
Mid 35.2% 22.8% 12.4%
Analytics
(As of 11/30/2018)

Performance Statistics
3Y
5Y
Alpha
1.26
2.13
Beta
0.90
0.92
Information Ratio
0.13
0.52
R-Squared
94.76
94.76
Sharpe Ratio
0.74
0.67
Standard Deviation
13.44
13.54
Upside Capture
95.90
99.17
Downside Capture
90.20
88.93
Sortino Ratio
1.14
1.06
Win Ratio
53.00
55.00
Loss Ratio
47.00
45.00
Margin of Outperformance
0.76
0.80
Margin of Underperformance
-0.80
-0.71
Tracking Error
3.43
3.33
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$2.74 B
$2.25 B
Median Market Cap (weighted)
$2.67 B
$2.05 B
P/E Ratio (LTM)
18.94
23.46
P/E Ratio (NTM)
17.21
18.26
Price/Book
2.30
2.21
Debt to Capital Ratio
39.61
37.07
Turnover Ratio
52%
-

    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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