Twin Prime

This actively managed diversified portfolio is intended to maximize outperformance relative to the Russell 1000® index while systematically controlling for risk.

Performance
Details

Category

Active Large / Mid-Cap Core

Benchmark

Russell 1000® Index

Inception

January 2004

^†As of 3/31/2025. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.

¹See Disclosures

* Benchmark is Russell 1000® Index. In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

GIPS Disclosure

^†As of 3/31/2025. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.

¹See Disclosures

* Benchmark is Russell 1000® Index. In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

Strategy Characteristics ^2,

TWIN Prime

Russell 1000® Index

Number of Holdings

165

1,008

Weighted Average Market Cap ($ Mil)

775,293

781,443

Median Market Cap ($ Mil)

55,763

13.594

Forecasted Tracking Error (Barra Predicted)

1.0%

Active Share

40.9%

Dividend Yield

1.4%

Price/Earnings (Trailing 12 Months)

23.1x

23.9x

Price/Book Value

7.1x

7.0x

Annual Turnover (Trailing 12 Months)

21.2%

²See Disclosures

Performance Characteristics (Gross of Fees) ^1,^4,

TWIN Prime

Alpha

1.0%

Tracking Error

1.9%

Information Ratio

0.52

Beta

0.98

Standard Deviation

14.9%

Sharpe Ratio

0.64

Upside Capture

101%

Downside Capture

97%

¹See Disclosures

⁴See Disclosures

(Since inception - 1/1/2004)

GICS® SECTOR WEIGHTS (%) ^2,

TWIN Prime

Russell 1000® Index

Active

Communications Services

9.1

9.0

0.1

Consumer Discretionary

10.5

10.4

0.1

Consumer Staples

5.9

0.0

Energy

3.6

3.7

-0.1

Financials

15.2

15.1

0.1

Health Care

11.2

11.1

0.1

Industrials

9.2

0.0

Information Technology

28.0

28.2

-0.2

Materials

2.2

2.4

-0.2

Real Estate

2.5

2.6

-0.1

Utilities

2.6

2.4

0.2

²See Disclosures

TWIN Capital Management

3244 Washington Road
Suite 202
McMurray, PA 15317

Phone

724.942.2000

Fax

724.942.2002

info@twincapital.com

Other Info

Disclosures
Forms ADV & CRS
Privacy & Cookie Policies

TWIN Tax Managed Large Cap (Direct Index)

Twin Small-Cap

Custom Portfolios

Twin Prime

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,

Twin Prime

Annualized Returns †, 1,

Annual Rates of Return †, 1,

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,