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 9/30/2024. 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 9/30/2024. 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

166

1,009

Weighted Average Market Cap ($ Mil)

856,981

852,876

Median Market Cap ($ Mil)

61,764

14,986

Forecasted Tracking Error (Barra Predicted)

1.0%

Active Share

40.3%

Dividend Yield

1.3%

Price/Earnings (Trailing 12 Months)

28.4x

30.4x

Price/Book Value

6.2x

6.7x

Annual Turnover (Trailing 12 Months)

23.6%

²See Disclosures

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

TWIN Prime

Alpha

1.0%

Tracking Error

2.0%

Information Ratio

0.53

Beta

0.98

Standard Deviation

15.0%

Sharpe Ratio

0.67

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

8.7

0.0

Consumer Discretionary

10.4

0.0

Consumer Staples

5.6

5.7

-0.1

Energy

3.4

0.0

Financials

13.4

0.0

Health Care

11.5

0.0

Industrials

9.4

0.0

Information Technology

30.1

30.0

0.1

Materials

2.4

2.6

-0.2

Real Estate

2.8

2.7

0.1

Utilities

2.3

2.4

-0.1

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,