Navigator Allocation – 70% to 85% Equity

Navigator Accounts: Allocation

Summary

The Navigator Allocation—70% to 85% 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 70% and 85%. 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 – 70% to 85% Equity
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.30%
Minimum investment [4] $100,000 US
Account number ALL090
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 High35%
Explorer Mid Cap Blend0.7 Moderately Aggressive3.3 Low20%
Explorer Small Cap Blend0.7 Moderately Aggressive5.3 High25%
Citadel Intermediate Government-1.8 Very Low1 Low20%

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$100,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkSPDR S&P 500 ETF Trust
Portfolio Performance
MetricNavigator Allocation Ð 70% to 85% EquitySPDR S&P 500 ETF Trust
Start Balance$100,000 $100,000
End Balance$274,076 $172,850
End Balance (inflation adjusted)$250,439 $157,943
CAGR22.34%11.57%
CAGR (inflation adjusted)20.15%9.57%
Stdev11.09%11.94%
Best Year49.33%31.22%
Worst Year7.82%-4.56%
Max. Drawdown-10.34%-13.52%
Sharpe Ratio1.80.89
Sortino Ratio3.621.4
US Stock Market Correlation0.921
Risk and Return Metrics
MetricNavigator Allocation Ð 70% to 85% EquitySPDR S&P 500 ETF Trust
Arithmetic Mean (monthly)1.74%0.97%
Arithmetic Mean (annualized)23.06%12.35%
Geometric Mean (monthly)1.69%0.92%
Geometric Mean (annualized)22.34%11.57%
Volatility (monthly)3.20%3.45%
Volatility (annualized)11.09%11.94%
Downside Deviation (monthly)1.55%2.16%
Max. Drawdown-10.34%-13.52%
US Market Correlation0.921
Beta (*)0.841
Alpha (annualized)11.08%0.00%
R Squared82.28%100.00%
Sharpe Ratio1.80.89
Sortino Ratio3.621.4
Treynor Ratio (%)23.6110.66
Calmar Ratio2.771.12
Active Return10.78%N/A
Tracking Error5.03%N/A
Information Ratio2.14N/A
Skewness-0.3-0.5
Excess Kurtosis0.270.88
Historical Value-at-Risk (5%)-5.03%-6.36%
Analytical Value-at-Risk (5%)-3.51%-4.70%
Conditional Value-at-Risk (5%)-5.57%-7.36%
Upside Capture Ratio (%)124.69100
Downside Capture Ratio (%)61.03100
Safe Withdrawal Rate29.99%24.34%
Perpetual Withdrawal Rate16.78%8.74%
Positive Periods44 out of 60 (73.33%)45 out of 60 (75.00%)
Gain/Loss Ratio1.450.7
(*) SPDR S&P 500 ETF Trust 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 70% to 85% EquitySPDR S&P 500 ETF Trust
Large-cap Value0.00%46.53%
Large-cap Growth61.05%53.41%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%0.01%
Small-cap Growth24.30%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%0.00%
REITs0.00%0.00%
Corporate Bonds14.65%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.04%
Short-Term Treasuries0.00%0.00%
R Squared83.55%99.96%
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 Stocks78.34%
Intl Stocks1.32%
US Bonds18.62%
Intl Bonds1.37%
Other0.14%
Cash0.21%
Equity Market Capitalization
CategoryWeight
Large Cap65.34%
Mid Cap31.70%
Small Cap2.96%
Stock Sectors
CategoryWeight
Basic Materials3.44%
Consumer Cyclical28.43%
Financial Services9.44%
Real Estate0.08%
Consumer Defensive3.39%
Healthcare11.32%
Utilities5.19%
Communication Services0.05%
Energy0.87%
Industrials0.32%
Technology24.28%
Miscellaneous4.91%
Capital Goods8.29%
Fixed Income Credit Quality
CategoryWeight
AAA71.89%
AA3.14%
A10.57%
BBB14.40%
Non-Investment Grade0.00%
Not Rated0.00%
Fixed Income Maturity
CategoryWeight
Under 1 Year0.32%
1 - 3 Years13.75%
3 - 5 Years17.16%
5 - 7 Years22.38%
7 - 10 Years20.77%
10 - 15 Years2.01%
15 - 20 Years1.60%
20 - 30 Years18.51%
Over 30 Years3.50%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsFeb-192 months6 months-10.34%
2Aug-15Sep-152 monthsNov-152 months4 months-6.36%
3Dec-15Jan-162 monthsMar-162 months4 months-5.55%
4May-19May-191 monthJun-191 month2 months-3.86%
5Feb-18Apr-183 monthsMay-181 month4 months-3.05%
6Sep-16Oct-162 monthsNov-161 month3 months-2.78%
7Jan-15Jan-151 monthFeb-151 month2 months-1.08%
8Jun-15Jun-151 monthJul-151 month2 months-0.23%
9Dec-17Dec-171 monthJan-181 month2 months-0.09%
Rolling Returns
YearNavigator Allocation Ð 70% to 85% Equity 3-year annualized returnNavigator Allocation Ð 70% to 85% Equity 5-year annualized returnSPDR S&P 500 ETF Trust 3-year annualized returnSPDR S&P 500 ETF Trust 5-year annualized return
201719.23%N/A11.34%N/A
201819.40%N/A9.17%N/A
201928.64%22.34%15.08%11.57%