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 03/31/2026. 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 03/31/2026. 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
142
1,929
Weighted Average Market Cap ($ Mil)
6,139
4,860
Median Market Cap ($ Mil)
3,826
950
Forecasted Tracking Error (Barra Predicted)
3.7%
-
Portfolio Beta (Barra Predicted)
0.97
1.00
Dividend Yield
1.28%
1.23%
Price/Earnings (Trailing 12 Months)
22.6x
22.2x
Price/Book Value
2.9x
3.5x
Annual Turnover (Trailing 12 Months)
17.7%
2See Disclosures
Performance Characteristics (Gross of Fees) 1, 4,
TWIN Small Cap
Alpha
0.3%
Tracking Error
5.2%
Information Ratio
0.06
Beta
0.87
Standard Deviation
12.7%
Sharpe Ratio
0.40
Upside Capture
90%
Downside Capture
91%
GICS® SECTOR WEIGHTS (%) 2,
TWIN Small Cap
Russell 2000® Index
Active
Communications Services
3.9
2.6
1.4
Consumer Discretionary
7.8
8.4
-0.6
Consumer Staples
4.3
1.8
2.5
Energy
6.4
6.7
-0.3
Financials
16.0
17.1
-1.1
Health Care
16.7
17.5
-0.8
Industrials
16.6
18.2
-1.6
Information Technology
16.2
14.1
2.1
Materials
3.7
4.9
-1.2
Real Estate
5.2
5.3
-0.1
Utilities
3.2
3.1
0.2
2See Disclosures
