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.
Category
Active Small-Cap Core
Benchmark
Russell 2000® Index
Inception
October 2013

Annualized Returns 1

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. 

Annual Rates of Return 1

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. 

*Inception October 2013

Strategy Characteristics 2
TWIN Small Cap
Russell 2000® Index
Number of Holdings
157
1,983
Weighted Average Market Cap ($ Mil)
3,954
3,048
Median Market Cap ($ Mil)
1,956
854
Forecasted Tracking Error (Barra Predicted)
4.3%
-
Portfolio Beta (Barra Predicted)
0.97
-
Dividend Yield
1.3%
1.5%
Price/Earnings (Trailing 12 Months)
20.6x
19.7x
Price/Book Value
2.9x
3.3x
Annual Turnover (Trailing 12 Months)
12.5%
Performance Characteristics (Gross of Fees) 14
TWIN Small Cap
Alpha
0.4%
Tracking Error
5.2%
Information Ratio
0.07
Beta
0.87
Standard Deviation
13.0%
Sharpe Ratio
0.37
Upside Capture
90%
Downside Capture
91%
(Since inception - 10/1/2013)
GICS® SECTOR WEIGHTS (%) 2
TWIN Small Cap
Russell 2000® Index
Active
Communications Services
2.4
2.5
-0.1
Consumer Discretionary
13.1
10.0
3.1
Consumer Staples
3.2
2.7
0.5
Energy
7.5
6.6
0.9
Financials
16.3
17.2
-0.9
Health Care
12.9
17.2
-4.3
Industrials
18.2
17.1
1.1
Information Technology
14.7
13.3
1.4
Materials
3.3
4.6
-1.3
Real Estate
5.7
6.0
-0.3
Utilities
2.7
2.7
0.0
TWIN Capital Management
3244 Washington Road
Suite 202
McMurray, PA 15317
Phone
724.942.2000
Fax
724.942.2002

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