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Enhanced Index

The goal of TWIN's Enhanced Index products is to add value to large-cap benchmarks while dramatically controlling for active risk (tracking error). To accomplish this goal, TWIN applies its proprietary TWIN Equity stock valuation model to our disciplined, risk-controlled portfolio construction process.

The TWIN Equity Model is used to rank large and midcap stocks based on their relative attractiveness. This model was developed in-house and incorporates elements of valuation, earnings growth and quality. These ranks are used to select stocks, which are drawn from the Enhanced Index product's respective benchmark. Our Fundamental Tilt® approach helps us tilt portfolios a bit more toward size, style and other characteristics.

Enhanced Index products include:

All Enhanced Index portfolios are managed to be similar to the benchmark with respect to market beta, industry/sector allocations and other important risk characteristics. By offering an array of strategies, TWIN's clients can focus on a particular segment of the large-cap equity market where they would like to add value on a risk-controlled basis.