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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 01/31/2019)
$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 01/31/2019
as of 12/31/2018

Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Small Cap Core (gross of fees)
-19.71% -9.62% 7.39% 5.82% 14.34% 8.22%
Small Cap Core (net of fees)
-19.87% -10.28% 6.62% 5.07% 13.52% 7.45%
Russell 2000® Index
-20.20% -11.01% 7.36% 4.41% 11.97% 6.75%
Cumulative
Annualized
3 mo 1 yr 3 yr 5 yr 10 yr since inception
Small Cap Core (gross of fees)
-0.59% -1.21% 14.29% 8.46% 16.99% 9.25%
Small Cap Core (net of fees)
-0.77% -1.92% 13.48% 7.69% 16.16% 8.47%
Russell 2000® Index
-0.41% -3.52% 14.71% 7.26% 14.52% 7.73%

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
1/31/2009 0.00 0.00 0.00
2/28/2009 -13.05 -13.11 -12.15
3/31/2009 -3.06 -3.18 -4.31
4/30/2009 21.68 21.47 10.48
5/31/2009 27.63 27.34 13.81
6/30/2009 27.81 27.44 15.48
7/31/2009 38.58 38.11 26.61
8/31/2009 41.53 40.97 30.24
9/30/2009 49.35 48.66 37.75
10/31/2009 41.10 40.37 28.40
11/30/2009 45.93 45.08 32.43
12/31/2009 56.00 55.01 43.09
1/31/2010 50.07 49.03 37.82
2/28/2010 57.39 56.21 44.03
3/31/2010 69.89 68.52 55.75
4/30/2010 77.33 75.80 64.56
5/31/2010 65.06 63.53 52.08
6/30/2010 54.58 53.04 40.30
7/31/2010 63.78 62.06 49.94
8/31/2010 52.51 50.81 38.84
9/30/2010 70.44 68.46 56.13
10/31/2010 77.43 75.26 62.52
11/30/2010 82.08 79.75 68.16
12/31/2010 94.46 91.86 81.51
1/31/2011 96.10 93.36 81.04
2/28/2011 103.80 100.84 90.97
3/31/2011 108.67 105.52 95.92
4/30/2011 115.58 112.20 101.10
5/31/2011 113.32 109.85 97.32
6/30/2011 110.57 107.01 92.78
7/31/2011 101.36 97.84 85.81
8/31/2011 85.09 81.74 69.64
9/30/2011 65.83 62.71 50.62
10/31/2011 92.27 88.57 73.42
11/30/2011 91.52 87.72 72.79
12/31/2011 91.75 87.83 73.93
1/31/2012 106.25 101.92 86.22
2/29/2012 115.97 111.31 90.68
3/31/2012 119.87 115.00 95.56
4/30/2012 116.71 111.78 92.54
5/31/2012 101.23 96.53 79.80
6/30/2012 111.42 106.36 88.77
7/31/2012 109.83 104.69 86.16
8/31/2012 117.07 111.63 92.37
9/30/2012 119.85 114.21 98.69
10/31/2012 116.77 111.08 94.38
11/30/2012 121.00 115.07 95.41
12/31/2012 128.03 121.78 102.37
1/31/2013 146.38 139.50 115.04
2/28/2013 151.31 144.15 117.41
3/31/2013 163.15 155.50 127.45
4/30/2013 162.62 154.83 126.61
5/31/2013 171.89 163.68 135.67
6/30/2013 173.55 165.13 134.46
7/31/2013 189.14 180.08 150.87
8/31/2013 184.83 175.74 142.90
9/30/2013 202.64 192.81 158.40
10/31/2013 207.48 197.32 164.90
11/30/2013 215.60 204.99 175.51
12/31/2013 223.93 212.86 180.93
1/31/2014 219.94 208.82 173.16
2/28/2014 235.52 223.67 186.03
3/31/2014 238.11 225.97 184.08
4/30/2014 226.54 214.63 173.06
5/31/2014 228.54 216.36 175.25
6/30/2014 239.94 227.15 189.89
7/31/2014 225.90 213.44 172.35
8/31/2014 245.45 232.06 185.85
9/30/2014 225.14 212.33 168.56
10/31/2014 251.08 237.07 186.26
11/30/2014 257.61 243.14 186.52
12/31/2014 265.52 250.52 194.68
1/31/2015 251.26 236.64 185.21
2/28/2015 273.43 257.67 202.14
3/31/2015 277.80 261.65 207.40
4/30/2015 266.50 250.61 199.56
5/31/2015 276.03 259.52 206.40
6/30/2015 279.86 262.97 208.69
7/31/2015 274.85 257.96 205.11
8/31/2015 253.37 237.24 185.93
9/30/2015 235.67 220.14 171.91
10/31/2015 252.48 235.99 187.22
11/30/2015 263.38 246.17 196.57
12/31/2015 247.10 230.45 181.68
1/31/2016 221.72 206.10 156.91
2/29/2016 223.56 207.66 156.90
3/31/2016 247.40 230.15 177.40
4/30/2016 251.57 233.91 181.75
5/31/2016 261.17 242.83 188.10
6/30/2016 258.82 240.39 187.92
7/31/2016 276.33 256.80 205.11
8/31/2016 277.54 257.73 210.50
9/30/2016 276.29 256.33 213.96
10/31/2016 266.81 247.14 199.04
11/30/2016 300.41 278.73 232.38
12/31/2016 313.34 290.73 241.70
1/31/2017 318.47 295.34 243.04
2/28/2017 328.60 304.67 249.66
3/31/2017 330.74 306.45 250.12
4/30/2017 339.35 314.34 253.96
5/31/2017 330.30 305.56 246.76
6/30/2017 344.07 318.29 258.75
7/31/2017 344.92 318.83 261.41
8/31/2017 339.62 313.60 256.82
9/30/2017 366.31 338.46 279.08
10/31/2017 370.74 342.36 282.32
11/30/2017 375.02 346.12 293.33
12/31/2017 375.64 346.43 291.75
1/31/2018 386.15 356.03 301.98
2/28/2018 361.45 332.59 286.42
3/31/2018 373.91 344.01 291.42
4/30/2018 376.95 346.58 294.80
5/31/2018 407.71 375.12 318.76
6/30/2018 415.63 382.25 321.76
7/31/2018 422.74 388.61 329.12
8/31/2018 453.90 417.44 347.61
9/30/2018 435.40 399.85 336.85
10/31/2018 383.14 350.76 289.40
11/30/2018 390.83 357.66 295.59
12/31/2018 329.87 300.54 248.60
1/31/2019 380.29 347.29 287.82

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

(33.5% of assets as of 01/31/2019)


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 97.8% 99.9% -2.1%
Developed Markets Small Cap Core Russell 2000® Index Overweight / Underweight
Americas 97.8% 100.0% -2.2%
Equity Sector Small Cap Core Russell 2000® Index Overweight / Underweight
Industrials 19.4% 14.8% 4.6%
Financials 15.5% 17.8% -2.3%
Consumer Discretionary 13.6% 12.1% 1.5%
Health Care 12.6% 15.6% -3.0%
Information Technology 11.7% 14.9% -3.2%
Real Estate 7.7% 7.5% 0.2%
Utilities 5.2% 3.6% 1.6%
Materials 4.7% 3.9% 0.8%
Energy 3.0% 3.7% -0.7%
Consumer Staples 2.7% 2.8% -0.1%
Communication Services 1.8% 3.3% -1.5%
Industry Small Cap Core Russell 2000® Index Overweight / Underweight
Banks 8.7% 9.5% -0.8%
Equity Real Estate Investment Trusts (REITs) 7.7% 6.9% 0.8%
Software 6.0% 5.6% 0.4%
Machinery 5.1% 3.7% 1.4%
Professional Services 4.2% 1.5% 2.8%
Hotels Restaurants & Leisure 4.1% 3.0% 1.1%
Metals & Mining 3.7% 1.3% 2.4%
Specialty Retail 3.3% 3.0% 0.3%
Health Care Equipment & Supplies 3.3% 3.7% -0.3%
IT Services 3.1% 1.9% 1.3%
Oil Gas & Consumable Fuels 3.0% 2.4% 0.6%
Biotechnology 3.0% 6.4% -3.4%
Thrifts & Mortgage Finance 2.9% 2.4% 0.6%
Health Care Providers & Services 2.8% 1.9% 0.9%
Auto Components 2.7% 1.0% 1.7%
Gas Utilities 2.6% 1.1% 1.5%
Multi-Utilities 2.6% 0.5% 2.1%
Semiconductors & Semiconductor Equipment 2.6% 2.7% -0.1%
Electrical Equipment 2.3% 0.8% 1.5%
Commercial Services & Supplies 2.3% 2.6% -0.2%
Asset Allocation Small Cap Core Russell 2000® Index Overweight / Underweight
Equity 97.8% 100.0% -2.2%
Market Cap Small Cap Core Russell 2000® Index Overweight / Underweight
Small 59.4% 73.3% -13.8%
Mid 38.4% 26.7% 11.7%
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
0.20
1.44
Beta
0.95
0.95
Information Ratio
-0.13
0.37
R-Squared
95.76
95.89
Sharpe Ratio
0.86
0.56
Standard Deviation
15.73
15.55
Upside Capture
96.98
99.04
Downside Capture
96.80
92.58
Sortino Ratio
1.33
0.84
Win Ratio
50.00
53.00
Loss Ratio
50.00
47.00
Margin of Outperformance
0.72
0.77
Margin of Underperformance
-0.79
-0.70
Tracking Error
3.33
3.27
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$2.60 B
$2.26 B
Median Market Cap (weighted)
$2.50 B
$2.07 B
P/E Ratio (LTM)
17.75
23.18
P/E Ratio (NTM)
16.38
17.88
Price/Book
2.33
2.18
Debt to Capital Ratio
40.52
36.48
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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