Navigator Allocation – 30% to 50% Equity

Navigator Accounts: Allocation

Summary

The Navigator Allocation—30% to 50% Equity Account strives for both income and capital appreciation by investing in multiple asset classes, including stocks, bonds, and cash. The account is automatically balanced each quarter to ensure correct proportion of assets. The account invests primarily in domestic holdings and has equity exposures between 30% and 50%. The remaining amount is investing in short to mid-term fixed-income products (U.S. Government bills, notes, bonds). Dividends are automatically reinvested.

Benchmark: S&P Dynamic Tactical Allocation Index

Core Facts

Asset Class Allocation
Category Allocation – 30% to 50% Equity
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.30%
Minimum investment [4] $100,000 US
Account number ALL088
Account manager Galleon Wealth Management
Region Global
Market Developed

Capitalization

Value

Blend

Growth
LG
MD


SM


Style

Portfolio composition by security (top holdings)

Top Holdings

NameAverage RiskAverage VolatilityAverage Allocation
Explorer Large Cap Blend0.9 Moderately Aggressive4.8 High25%
Explorer Mid Cap Blend0.7 Moderately Aggressive3.3 Low10%
Explorer Small Cap Blend0.7 Moderately Aggressive5.3 High15%
Citadel Intermediate Government-1.8 Very Low1 Low50%

Overall Risk

The risk rating is based on the account’s past performance as compared to mutual funds and/or ETFs within the same category. It represents a starting point from which investors evaluate if the core makes sense for their own risk tolerance, suitability, goals and objectives. It is not a buy or sell recommendation. There are many types of risk, including interest rate, market, political, and currency. Each type of risk can affect the value of the securities in your account.

Overview       
Start Date1/1/15
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Balanced Index Inv
Portfolio Performance
MetricNavigator Allocation Ð 30% to 50% EquityVanguard Balanced Index Inv
Start Balance$10,000.00 $10,000.00
End Balance$22,550.00 $14,643.00
End Balance (inflation adjusted)$20,605.00 $13,380.00
CAGR17.66%7.93%
CAGR (inflation adjusted)15.56%6.00%
Stdev8.15%7.20%
Best Year37.93%21.67%
Worst Year6.55%-2.97%
Max. Drawdown-7.06%-8.23%
Sharpe Ratio1.930.96
Sortino Ratio4.111.51
US Stock Market Correlation0.880.98
Risk and Return Metrics
MetricNavigator Allocation Ð 30% to 50% EquityVanguard Balanced Index Inv
Arithmetic Mean (monthly)1.39%0.66%
Arithmetic Mean (annualized)18.04%8.20%
Geometric Mean (monthly)1.36%0.64%
Geometric Mean (annualized)17.66%7.93%
Volatility (monthly)2.35%2.08%
Volatility (annualized)8.15%7.20%
Downside Deviation (monthly)1.06%1.27%
Max. Drawdown-7.06%-8.23%
US Market Correlation0.880.98
Beta (*)1.021
Alpha (annualized)8.64%0.00%
R Squared80.88%100.00%
Sharpe Ratio1.930.96
Sortino Ratio4.111.51
Treynor Ratio (%)15.366.86
Calmar Ratio3.241.25
Active Return9.73%N/A
Tracking Error3.57%N/A
Information Ratio2.73N/A
Skewness-0.21-0.47
Excess Kurtosis0.171.07
Historical Value-at-Risk (5%)-3.39%-3.69%
Analytical Value-at-Risk (5%)-2.47%-2.76%
Conditional Value-at-Risk (5%)-3.78%-4.47%
Upside Capture Ratio (%)153.41100
Downside Capture Ratio (%)68.88100
Safe Withdrawal Rate27.59%22.57%
Perpetual Withdrawal Rate13.46%5.65%
Positive Periods44 out of 60 (73.33%)44 out of 60 (73.33%)
Gain/Loss Ratio1.590.84
(*) Vanguard Balanced Index Inv is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryNavigator Allocation Ð 30% to 50% EquityVanguard Balanced Index Inv
Large-cap Value0.00%21.30%
Large-cap Growth41.79%28.20%
Mid-cap Value0.00%2.91%
Mid-cap Growth0.00%4.09%
Small-cap Value0.00%0.94%
Small-cap Growth20.84%2.15%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%0.68%
REITs0.00%0.00%
Corporate Bonds24.78%9.72%
Long-Term Treasuries0.00%2.73%
Intermediate-Term Treasuries10.51%5.33%
Short-Term Treasuries2.09%21.95%
R Squared78.96%99.80%
Style analysis is based on monthly returns from Jan 2015 to Dec 2019 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.
Asset Allocation
CategoryWeight
US Stocks54.70%
Intl Stocks1.26%
US Bonds40.31%
Intl Bonds2.97%
Other0.30%
Cash0.46%
Equity Market Capitalization
CategoryWeight
Large Cap55.35%
Mid Cap40.63%
Small Cap4.02%
Stock Sectors
CategoryWeight
Basic Materials3.44%
Consumer Cyclical27.58%
Financial Services8.52%
Real Estate0.10%
Consumer Defensive4.59%
Healthcare13.10%
Utilities3.38%
Communication Services0.06%
Energy0.57%
Industrials0.43%
Technology23.98%
Miscellaneous4.64%
Capital Goods9.61%
Fixed Income Credit Quality
CategoryWeight
AAA71.90%
AA3.13%
A10.57%
BBB14.40%
Non-Investment Grade0.00%
Not Rated0.00%
Fixed Income Maturity
CategoryWeight
Under 1 Year0.33%
1 - 3 Years13.82%
3 - 5 Years17.14%
5 - 7 Years22.20%
7 - 10 Years20.62%
10 - 15 Years2.04%
15 - 20 Years1.62%
20 - 30 Years18.76%
Over 30 Years3.47%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsFeb-192 months6 months-7.06%
2Aug-15Sep-152 monthsNov-152 months4 months-4.69%
3Dec-15Jan-162 monthsMar-162 months4 months-4.05%
4Sep-16Oct-162 monthsDec-162 months4 months-2.51%
5May-19May-191 monthJun-191 month2 months-2.12%
6Feb-18Apr-183 monthsMay-181 month4 months-2.09%
7Sep-19Sep-191 monthOct-191 month2 months-0.57%
8Jan-15Jan-151 monthFeb-151 month2 months-0.34%
9Jun-15Jun-151 monthJul-151 month2 months-0.06%
Rolling Returns
YearNavigator Allocation Ð 30% to 50% Equity 3-year annualized returnNavigator Allocation Ð 30% to 50% Equity 5-year annualized returnVanguard Balanced Index Inv 3-year annualized returnVanguard Balanced Index Inv 5-year annualized return
201714.83%N/A7.44%N/A
201815.34%N/A6.24%N/A
201922.88%17.66%10.33%7.93%