Twin Small-Cap
This concentrated portfolio seeks to outperform the Russell 2000® index over a market cycle, while taking similar or less risk than the benchmark. The strategy utilizes TWIN’s dedicated Small-Cap model to capture alpha.
Annualized Returns †, 1,
†As of 06/30/2026. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.
1See Disclosures
Annual Rates of Return †, 1,
†As of 06/30/2026. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.
1See Disclosures
*Inception October 2013
Strategy Characteristics 2,
TWIN Small Cap
Russell 2000® Index
Number of Holdings
141
1,974
Weighted Average Market Cap ($ Mil)
9,185
4,146
Median Market Cap ($ Mil)
4,202
1,100
Forecasted Tracking Error (Barra Predicted)
5.9%
-
Portfolio Beta (Barra Predicted)
1.01
-
Dividend Yield
1.14%
1.18%
Price/Earnings (Trailing 12 Months)
24.7x
-
Price/Book Value
3.0x
-
Annual Turnover (Trailing 12 Months)
14.5%
2See Disclosures
Performance Characteristics (Gross of Fees) 1, 4,
TWIN Small Cap
Alpha
0.2%
Tracking Error
5.2%
Information Ratio
0.03
Beta
0.87
Standard Deviation
12.7%
Sharpe Ratio
0.47
Upside Capture
90%
Downside Capture
91%
GICS® SECTOR WEIGHTS (%) 2,
TWIN Small Cap
Russell 2000® Index
Active
Communications Services
3.1
2.4
0.7
Consumer Discretionary
6.7
9.4
-2.7
Consumer Staples
3.8
1.9
1.9
Energy
4.7
5.7
-1.0
Financials
14.8
18.5
-3.7
Health Care
16.4
19.6
-3.2
Industrials
18.1
14.9
3.2
Information Technology
21.0
14.3
6.6
Materials
3.7
4.2
-0.5
Real Estate
5.1
5.8
-0.7
Utilities
2.7
2.7
0.0
2See Disclosures
