Seeks to provide long-term appreciation by creating a portfolio with exposure to mostly large capitalization domestic equities that we believe have better quality, valuation, momentum, and Shareholder Yield — which combines a company's annual dividend and its annual rate of stock buybacks. Stocks are conviction-weighted and broadly constrained by sector and industry.
* Any time period longer than one year is annualized.
** For composite performance presentation purposes, wrap fee account returns are net at 3% annually, which reflects the highest applicable “wrap” fee charged by any sponsor across our distribution channel. Non-wrap fee account returns are net of the actual advisory fees.
* For composite performance presentation purposes, wrap fee account returns are net at 3% annually, which reflects the highest applicable “wrap” fee charged by any sponsor across our distribution channel. Non-wrap fee account returns are net of the actual advisory fees.
Important Performance Disclosures| Characteristics as of 6/30/2022 | ||
| Holdings Based * | O'Shaughnessy Market Leaders Core |
Russell 1000® Index |
|---|---|---|
| Price/Earnings Ratio | 9.8x | 18.0x |
| Price/Sales Ratio | 1.2% | 2.3% |
| Weighted Average Market Capitalization | $92,144 Mil | $437,308 Mil |
| Median Market Capitalization | $32,252 Mil | $11,961 Mil |
| Dividend Yield** | 2.3% | 1.7% |
| Shareholder Yield | 6.8% | 2.0% |
| Foreign Exposure | 0.0% | 0.4% |
| Active Share | 80.9% | — |
|
Returns Based
(since inception - 12/1/2001) |
||
| Standard Deviation | 16.8% | 15.1% |
| Downside Standard Deviation | 11.5% | 10.3% |
| Sharpe Ratio | 0.48 | 0.47 |
| Beta | 1.04 | 1.00 |
| Information Ratio | 0.16 | — |
| 5 Year Tracking Error | 4.5% | — |
| Downside Capture | 102.1% | 100.0% |
| Upside Capture | 106.6% | 100.0% |
Gross of Fees
* Based on a group of representative accounts. Each client account will differ based on start date and regenerations dates.
Turnover is last 12 months.
** The Dividend Yield is the annual percentage of the return earned by an investor on a common or preferred stock. The yield is calculated by dividing the amount of dividends paid per share over the past twelve months by the current market price per share of the stock. OSAM utilizes the services of Factset, a third party data provider vendor, to calculate portfolio characteristics and metrics. The dividend yield is a gross indicated yield. There is no guarantee that the rate of dividend payment will continue and the income derived is subject to taxes and expenses which will impact the actual yield experience of each investor.
Based on a group of representative accounts.
| Won | Lost | Base Rate |
Avg. Excess Return |
Avg. Excess Return |
|
|---|---|---|---|---|---|
| 1-Year | 127 | 109 | 54% | 1.2% | |
| 3-Years | 112 | 100 | 53% | 0.7% | |
| 5-Years | 104 | 84 | 55% | 0.6% | |
| 7-Years | 95 | 69 | 58% | 0.4% | |
| 10-Years | 72 | 56 | 56% | 0.4% | |
| 15-Years | 39 | 29 | 57% | 0.5% |
Past performance is no guarantee of future results.
Due to ongoing research, the manager may from time to time adjust the model by changing certain factors
or screens which compromise the model without prior notice.
OSAM may determine it appropriate to rebalance at times other than regularly scheduled rebalance without prior notice.
Stocks with small and mid-sized market capitilazations (those defined by OSAM as less than $10 billion) may have greater risk
and volatility than those with larger market capitilizations.
Style allocations are approximate. They may change over time and vary by account.
The statements on this page are qualified in their entirety by the disclaimers and limitations contained here.
