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Global Fund/VA

Overview

The Strategy typically invests in large-cap U.S. and foreign stocks.

Inception Date
November 12, 1990
Investment Style
Global Equity
Fund Index
MSCI ACWI
CUSIP
683811707
NAV
  • A
(as of 04/19/2018)
$48.33
Total Assets
(as of 03/31/2018)
$2.70 BN
Gross Expense Ratio
(as of 03/29/2018)
0.77%
Net Expense Ratio
(as of 03/29/2018)
0.77%
Performance
Average Annual Total Returns
Cumulative Returns
Calendar Year Returns
Capital Gains Distributions
as of 03/31/2018
  • B
as of 03/31/2018
  • B

Include Sales Charge
Include Sales Charge
Include Sales Charge
Include Sales Charge
  • B
Cumulative
Annualized
ytd as of 2018-03-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
0.00% 23.83% 9.80% 11.55% 8.30% 10.25%
MSCI ACWI
-0.96% 14.85% 8.12% 9.20% 5.57% -
Cumulative
Annualized
ytd as of 2018-03-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
0.00% 23.83% 9.80% 11.55% 8.30% 10.25%
MSCI ACWI
-0.96% 14.85% 8.12% 9.20% 5.57% -
Cumulative
Annualized
ytd as of 2018-03-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
0.00% 23.83% 9.80% 11.55% 8.30% 10.25%
MSCI ACWI
-0.96% 14.85% 8.12% 9.20% 5.57% -
Cumulative
Annualized
ytd as of 2018-03-31
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
0.00% 23.83% 9.80% 11.55% 8.30% 10.25%
MSCI ACWI
-0.96% 14.85% 8.12% 9.20% 5.57% -
Gross Expense Ratio: 0.77% | Net Expense Ratio: 0.77%

The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names. The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund. Such performance would have been lower if such charges were taken into account.


Year Global Fund/VA MSCI ACWI
1991 3.39% -
1992 -7.11% -
1993 70.32% -
1994 -5.72% -
1995 2.24% -
1996 17.80% -
1997 22.42% -
1998 14.11% -
1999 58.48% -
2000 5.09% -
2001 -12.04% -16.21%
2002 -22.13% -19.32%
2003 43.02% 33.99%
2004 19.16% 15.23%
2005 14.31% 10.84%
2006 17.69% 20.95%
2007 6.32% 11.66%
2008 -40.19% -42.19%
2009 39.77% 34.63%
2010 15.96% 12.67%
2011 -8.29% -7.35%
2012 21.27% 16.13%
2013 27.31% 22.80%
2014 2.29% 4.16%
2015 3.94% -2.36%
2016 0.08% 7.86%
2017 36.66% 23.97%

The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names. The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund. Such performance would have been lower if such charges were taken into account.


Date Global Fund/VA MSCI ACWI S&P 500
3/31/2008 0.00 0.00 0.00
4/30/2008 5.46 5.58 4.87
5/31/2008 6.88 7.23 6.23
6/30/2008 -3.69 -1.58 -2.73
7/31/2008 -4.67 -4.13 -3.54
8/31/2008 -4.48 -6.20 -2.15
9/30/2008 -15.27 -17.92 -10.87
10/31/2008 -32.35 -34.19 -25.84
11/30/2008 -37.55 -38.51 -31.16
12/31/2008 -33.50 -36.28 -30.43
1/31/2009 -39.06 -41.72 -36.29
2/28/2009 -44.09 -47.43 -43.07
3/31/2009 -39.25 -43.10 -38.09
4/30/2009 -32.48 -36.38 -32.16
5/31/2009 -25.04 -30.05 -28.37
6/30/2009 -25.39 -30.44 -28.23
7/31/2009 -17.96 -24.31 -22.80
8/31/2009 -15.64 -21.61 -20.01
9/30/2009 -11.36 -18.01 -17.03
10/31/2009 -12.91 -19.28 -18.57
11/30/2009 -8.84 -15.96 -13.68
12/31/2009 -7.05 -14.22 -12.01
1/31/2010 -9.79 -17.92 -15.18
2/28/2010 -8.35 -16.88 -12.55
3/31/2010 -1.57 -11.53 -7.28
4/30/2010 -1.99 -11.38 -5.81
5/31/2010 -11.53 -19.78 -13.33
6/30/2010 -14.20 -22.26 -17.87
7/31/2010 -6.26 -15.93 -12.12
8/31/2010 -10.46 -18.87 -16.08
9/30/2010 -1.07 -11.11 -8.59
10/31/2010 2.95 -7.89 -5.12
11/30/2010 0.85 -9.94 -5.10
12/31/2010 7.79 -3.35 1.24
1/31/2011 10.56 -1.83 3.64
2/28/2011 14.62 1.03 7.19
3/31/2011 13.97 0.93 7.23
4/30/2011 20.42 5.05 10.41
5/31/2011 17.86 2.80 9.16
6/30/2011 15.92 1.18 7.34
7/31/2011 11.67 -0.47 5.16
8/31/2011 2.71 -7.74 -0.56
9/30/2011 -7.27 -16.45 -7.55
10/31/2011 3.61 -7.50 2.56
11/30/2011 0.65 -10.27 2.33
12/31/2011 -1.15 -10.45 3.38
1/31/2012 3.86 -5.24 8.01
2/29/2012 9.37 -0.48 12.68
3/31/2012 12.61 0.19 16.39
4/30/2012 9.51 -0.96 15.66
5/31/2012 -0.93 -9.84 8.71
6/30/2012 3.67 -5.39 13.19
7/31/2012 4.37 -4.09 14.76
8/31/2012 8.31 -2.01 17.34
9/30/2012 11.66 1.08 20.37
10/31/2012 12.77 0.41 18.15
11/30/2012 16.19 1.69 18.84
12/31/2012 19.87 3.99 19.92
1/31/2013 27.46 8.78 26.13
2/28/2013 26.47 8.77 27.84
3/31/2013 28.49 10.76 32.64
4/30/2013 32.84 13.92 35.19
5/31/2013 32.47 13.61 38.36
6/30/2013 29.41 10.29 36.50
7/31/2013 36.55 15.57 43.44
8/31/2013 32.36 13.16 39.29
9/30/2013 41.74 19.00 43.66
10/31/2013 45.70 23.79 50.26
11/30/2013 49.17 25.54 54.84
12/31/2013 52.61 27.71 58.76
1/31/2014 47.01 22.60 53.27
2/28/2014 55.30 28.52 60.28
3/31/2014 53.62 29.09 61.63
4/30/2014 52.91 30.32 62.82
5/31/2014 57.31 33.09 66.65
6/30/2014 59.58 35.60 70.09
7/31/2014 55.27 33.95 67.74
8/31/2014 59.15 36.91 74.45
9/30/2014 56.42 32.47 72.01
10/31/2014 56.74 33.41 76.21
11/30/2014 60.49 35.64 80.95
12/31/2014 56.10 33.02 80.49
1/31/2015 55.43 30.94 75.07
2/28/2015 66.97 38.23 85.14
3/31/2015 67.64 36.09 82.21
4/30/2015 68.99 40.04 83.96
5/31/2015 72.94 39.85 86.32
6/30/2015 72.17 36.56 82.71
7/31/2015 75.45 37.75 86.54
8/31/2015 62.05 28.30 75.29
9/30/2015 53.81 23.66 70.95
10/31/2015 66.19 33.36 85.37
11/30/2015 64.82 32.26 85.92
12/31/2015 62.26 29.87 82.99
1/31/2016 46.85 22.04 73.91
2/29/2016 42.87 21.20 73.67
3/31/2016 51.67 30.18 85.46
4/30/2016 54.32 32.11 86.18
5/31/2016 54.75 32.27 89.52
6/30/2016 48.99 31.47 90.01
7/31/2016 58.18 37.14 97.02
8/31/2016 60.59 37.60 97.29
9/30/2016 62.07 38.44 97.33
10/31/2016 59.84 36.09 93.73
11/30/2016 61.56 37.13 100.90
12/31/2016 62.40 40.09 104.88
1/31/2017 68.79 43.92 108.76
2/28/2017 75.29 47.96 117.05
3/31/2017 79.23 49.77 117.30
4/30/2017 86.65 52.10 119.54
5/31/2017 91.80 55.46 122.63
6/30/2017 94.79 56.17 124.01
7/31/2017 100.03 60.53 128.62
8/31/2017 101.95 61.15 129.32
9/30/2017 106.82 64.26 134.05
10/31/2017 114.45 67.67 139.51
11/30/2017 119.46 70.92 146.86
12/31/2017 121.94 73.67 149.60
1/31/2018 138.69 83.47 163.89
2/28/2018 127.69 75.76 154.17
3/29/2018 121.94

The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names. The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund. Such performance would have been lower if such charges were taken into account.

$ per share as of 04/20/2018

Date 2013 2014 2015 2016 2017
Short Term 0.0611
Long Term 1.8632 2.7140 2.3742
Total Amount of Distribution 1.8632 2.7140 2.4352
Record Date 6/16/14 6/15/15 6/20/16
Ex Div Date 6/17/14 6/16/15 6/21/16
Pay Date 6/18/14 6/16/15 6/21/16

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Issuers

(49.4% of assets as of 03/31/2018)


Portfolio Holdings Breakdown

Country
Developed Markets
Equity Sector
Industry
Asset Allocation
Market Cap 5
Emerging Markets
Country Global Fund/VA MSCI ACWI Overweight / Underweight
United States 47.6% 52.2% -4.6%
Japan 15.3% 8.0% 7.3%
France 9.6% 3.6% 6.0%
Germany 8.9% 3.2% 5.7%
United Kingdom 5.5% 5.7% -0.2%
Switzerland 3.0% 2.5% 0.4%
India 2.6% 1.0% 1.7%
China 2.3% 3.7% -1.3%
Spain 2.1% 1.1% 1.0%
Sweden 1.2% 0.9% 0.4%
Denmark 0.7% 0.6% 0.1%
Italy 0.3% 0.8% -0.5%
Developed Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Americas 47.6% 55.2% -7.6%
Europe 31.2% 20.7% 10.5%
Asia Pacific 15.3% 11.7% 3.6%
Equity Sector Global Fund/VA MSCI ACWI Overweight / Underweight
Information Technology 28.5% 18.8% 9.7%
Financials 17.1% 18.7% -1.5%
Consumer Discretionary 15.7% 12.3% 3.5%
Health Care 15.6% 10.6% 5.0%
Industrials 14.1% 10.8% 3.3%
Consumer Staples 4.3% 8.4% -4.1%
Real Estate 1.9% 3.0% -1.1%
Energy 0.9% 6.2% -5.3%
Materials 0.9% 5.4% -4.4%
Industry Global Fund/VA MSCI ACWI Overweight / Underweight
Software 8.8% 3.7% 5.1%
Internet Software & Services 8.5% 4.0% 4.5%
Biotechnology 7.8% 1.8% 6.1%
Electronic Equipment Instruments & Components 7.1% 1.1% 5.9%
Capital Markets 6.8% 2.8% 4.0%
Insurance 5.6% 4.0% 1.6%
Textiles Apparel & Luxury Goods 5.3% 1.1% 4.2%
Health Care Providers & Services 5.3% 1.6% 3.6%
Banks 4.8% 10.3% -5.5%
Aerospace & Defense 3.3% 2.0% 1.4%
Automobiles 2.8% 1.8% 1.0%
Specialty Retail 2.7% 1.4% 1.4%
Electrical Equipment 2.6% 0.8% 1.8%
Industrial Conglomerates 2.5% 1.5% 1.0%
Semiconductors & Semiconductor Equipment 2.5% 3.3% -0.8%
Household Products 2.1% 1.1% 1.1%
Personal Products 2.1% 0.9% 1.3%
Real Estate Management & Development 1.9% 1.0% 0.9%
Internet & Direct Marketing Retail 1.7% 2.0% -0.4%
Pharmaceuticals 1.6% 4.8% -3.2%
Asset Allocation Global Fund/VA MSCI ACWI Overweight / Underweight
Equity 99.0% 100.0% -1.0%
Market Cap Global Fund/VA MSCI ACWI Overweight / Underweight
Large 86.4% 87.5% -1.1%
Mid 10.4% 12.4% -2.0%
Small 2.2% 0.1% 2.1%
Emerging Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Asia Pacific 5.0% 8.9% -3.9%
Analytics
(As of 03/31/2018)

Morningstar 03/31/2018 (based on risk adjusted performance)
Overall Rating
Number of Funds
66
Category
World Large Stock
Performance Statistics
3Y
5Y
Alpha
0.75
1.30
Beta
1.14
1.12
Information Ratio
0.34
0.52
R-Squared
87.31
87.73
Sharpe Ratio
0.73
0.92
Standard Deviation
13.28
12.36
Upside Capture
121.85
116.67
Downside Capture
122.49
109.60
Sortino Ratio
0.32
0.44
Win Ratio
67.00
65.00
Loss Ratio
33.00
35.00
Margin of Outperformance
0.95
0.96
Margin of Underperformance
-1.44
-1.22
Tracking Error
4.96
4.50
Dividends
  • D
Est. Frequency
Annual
Last Pay Date
6/20/2017
Per Share ($)
$0.3873
12-Month Distribution ($)
$0.3873
Portfolio Characteristics
Fund
Fund Index
Yield to Maturity
0.01%
0.00%
Yield to Worst
0.01%
0.00%
Average Coupon
0.00%
-
Effective Coupon
0.00%
-
Distribution Sources
  • D
Net Income
99.00%
Net Profit from Sale
1.00%
Other Capital Sources
0.00%
Documents
  1. 1. Special Risks Foreign investments may be volatile and involve additional expenses and special risks, including currency fluctuations, foreign taxes, regulatory and geopolitical risks. Emerging and developing market investments may be especially volatile. Eurozone investments may be subject to volatility and liquidity issues. Investments in securities of growth companies may be volatile. Mid-sized company stock is typically more volatile than that of larger company stock. It may take a substantial period of time to realize a gain on an investment in a mid-sized company, if any gain is realized at all. Diversification does not guarantee profit or protect against loss.
  2. 2. The net expense ratio (where applicable) also takes into account contractual fee waivers and/or expense reimbursements without which performance would have been less. These undertakings may not be amended or withdrawn for one year from the date of the current prospectus, unless approved by the Board.
  3. 3. Access index definitions.
  4. 4. Holdings are subject to change, and are dollar weighted based on total net assets. Negative weightings may result from the use of leverage. Leverage involves the use of various financial instruments or borrowed capital in an attempt to increase investment return. Leverage risks include potential for higher volatility, greater decline of the fund's net asset value and fluctuations of dividends and distributions paid by the fund.
  5. 5. Holdings are subject to change, are dollar-weighted based on assets, and may not reflect the use of leverage in the Fund. Market Cap breakdown is calculated using Morningstar's methodology and those capitalization standards may not align with those in the Fund’s prospectus.
  6. A. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
  7. B. The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names. The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund. Such performance would have been lower if such charges were taken into account.
  8. C. "Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund). These returns would be lower if sales charges were taken into consideration. Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions.
  9. D. There is no guarantee of the payment of any dividend or other distributions at any level.
  10. The funds invest in below-investment-grade debt securities, which may entail greater credit risks, as described in each fund’s prospectus. These securities (sometimes called “junk bonds”) may be subject to greater price fluctuations and risks of loss of income and principal than investment-grade municipal securities. The funds may invest substantially in municipal securities within a single state or related to similar type projects, which can increase volatility and exposure to regional issues. The funds may also invest substantially in Puerto Rico and other U.S. territories, commonwealths and possessions, and could be exposed to their local political and economic conditions. Deterioration of the Puerto Rican economy could have an adverse impact on Puerto Rican bonds and the performance of the Rochester municipal funds that hold them.The views represented herein are the opinions of the Portfolio Managers at Macquarie Capital Investment Management LLC and are not intended as investment advice or to predict or depict the performance of any investment. These views are as of the date indicated, and are subject to change based on subsequent developments.Funds returns may not match the return of its respective index, known as non-correlation risk, due to operating expenses incurred by the Funds. The alternate weighting approach employed by the Funds (i.e., using revenues as a weighting measure), while designed to enhance potential returns, may not produce the desired results. Because the Funds are rebalanced quarterly, portfolio turnover may exceed 100%. The greater the portfolio turnover, the greater the transaction costs, which could have an adverse effect on Fund performanceOn April 28, 2017, OFI Global Institutional, Inc., a registered investment adviser subsidiary within OFI Global Asset Management (“OFI Global”) acquired SNW Asset Management, LLC (“SNW”). SNW provides advisory services for the strategy discussed herein.

    Benchmark: Through 12/31/11: 80% Merrill Lynch 1-5yr Municipal index/ 20% Merrill Lynch 5-7yr index. After 12/31/11: BofA Merrill Lynch 1-10 Year Municipal Securities Index. The BofA Merrill Lynch 1-10 Year Municipal Securities Index is a subset of the BofA Merrill Lynch US Municipal Securities Index including all securities with a remaining term to final maturity less than 10 years.On April 28, 2017, OFI Global Institutional, Inc., a registered investment adviser subsidiary within OFI Global Asset Management (“OFI Global”) acquired SNW Asset Management, LLC (“SNW”). SNW provides advisory services for the strategy discussed herein.

    Benchmark: Through 12/31/11: 80% Merrill Lynch 1-5yr Municipal index/ 20% Merrill Lynch 5-7yr index. After 12/31/11: BofA Merrill Lynch 1-10 Year Municipal Securities Index. The BofA Merrill Lynch 1-10 Year Municipal Securities Index is a subset of the BofA Merrill Lynch US Municipal Securities Index including all securities with a remaining term to final maturity less than 10 years.

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