Small gauge ground wire, is it OK?

bought Audio Magic's Sorcerer 4D cable in bulk to make separate runs from my breaker box directly to the components. When I opened the ends of the Audio Magic cable there two big conductor lines separately insulated inside the foil shield. Each insulated bundle has 4 wires inside and should be around 6-8AWG in total. But to my suprise, there wasn't any ground wire visible, except a single run of a 20AWG insulated wire. I asked about it to Cable Company where I purchased the cable and they asked to Audio magic about this and they confirmed that small gauge wire is to be used as Ground. Somehow I'm a bit worried because I've always known and seen Ground wires to be around the same gauge of current carrying wires. Is this OK to use?