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 6/30/2024. 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 6/30/2024. 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

164

1,004

Weighted Average Market Cap ($ Mil)

869,801

868,570

Median Market Cap ($ Mil)

53,482

13,286

Forecasted Tracking Error (Barra Predicted)

0.9%

Active Share

39.6%

Dividend Yield

1.4%

1.3%

Price/Earnings (Trailing 12 Months)

30.3x

31.5x

Price/Book Value

6.1x

6.9x

Annual Turnover (Trailing 12 Months)

23.8%

²See Disclosures

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

TWIN Prime

Alpha

1.1%

Tracking Error

2.0%

Information Ratio

0.53

Beta

0.98

Standard Deviation

15.0%

Sharpe Ratio

0.66

Upside Capture

102%

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

10.0

10.2

-0.2

Consumer Staples

5.7

5.6

0.1

Energy

3.6

3.7

-0.1

Financials

13.0

12.9

0.1

Health Care

11.5

11.6

-0.1

Industrials

9.1

9.0

0.1

Information Technology

31.2

31.0

0.2

Materials

2.3

2.4

-0.1

Real Estate

2.4

0.0

Utilities

2.2

0.0

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,