Navigator World Allocation

Navigator Accounts: Allocation

Summary

The Navigator World Allocation Account strives to provide both capital appreciation and current income by investing in three major areas: stocks, bonds, and cash. The portfolio manager primarily focuses on the U.S., Canada, Japan, and the larger markets in Europe; however, investment opportunities from the entire world are given equal consideration. The account does not investment more than 10% of its assets in emerging markets, at least 10% of assets in bonds, less than 70% of assets in stocks, and at least 40% of assets in non-U.S. stocks or bonds.

Benchmark: Dow Jones U.S. Total Stock Market Index

Core Facts

Asset Class Allocation
Category World Allocation
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.30%
Minimum investment [4] $10,000 US
Account number ALL094
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
Voyager China Region0.9 Moderately Aggressive4.8 High10%
Voyager Diversified Emerging Markets0.7 Moderately Aggressive3.3 Low10%
Voyager Diversified Pacific/Asia0.7 Moderately Aggressive5.3 High10%
Voyager Europe Stock1 Low10%
Explorer Large Cap Blend10%
Explorer Small Cap Blend10%
Voyager Large Cap Blend10%
Citadel Intermediate Gov-1.8 Very Low10%
Voyager Small Cap Growth15%

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
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkSchwab Total Stock Market Index
Portfolio Performance
MetricNavigator World AllocationSchwab Total Stock Market Index
Start Balance$10,000 $10,000
End Balance$17,765 $16,962
End Balance (inflation adjusted)$16,233 $15,500
CAGR12.18%11.15%
CAGR (inflation adjusted)10.17%9.16%
Stdev10.47%12.23%
Best Year29.73%30.88%
Worst Year-3.49%-5.30%
Max. Drawdown-13.29%-14.36%
Sharpe Ratio1.060.84
Sortino Ratio1.721.3
US Stock Market Correlation0.951
Risk and Return Metrics
MetricNavigator World AllocationSchwab Total Stock Market Index
Arithmetic Mean (monthly)1.01%0.95%
Arithmetic Mean (annualized)12.78%11.96%
Geometric Mean (monthly)0.96%0.88%
Geometric Mean (annualized)12.18%11.15%
Volatility (monthly)3.02%3.53%
Volatility (annualized)10.47%12.23%
Downside Deviation (monthly)1.82%2.24%
Max. Drawdown-13.29%-14.36%
US Market Correlation0.951
Beta (*)0.811
Alpha (annualized)2.86%0.00%
R Squared90.17%100.00%
Sharpe Ratio1.060.84
Sortino Ratio1.721.3
Treynor Ratio (%)13.5910.31
Calmar Ratio1.151.01
Active Return1.03%N/A
Tracking Error4.00%N/A
Information Ratio0.26N/A
Skewness-0.33-0.55
Excess Kurtosis2.131
Historical Value-at-Risk (5%)-5.06%-6.42%
Analytical Value-at-Risk (5%)-3.93%-4.86%
Conditional Value-at-Risk (5%)-6.54%-7.73%
Upside Capture Ratio (%)89.18100
Downside Capture Ratio (%)74.04100
Safe Withdrawal Rate24.83%24.09%
Perpetual Withdrawal Rate9.23%8.39%
Positive Periods44 out of 60 (73.33%)45 out of 60 (75.00%)
Gain/Loss Ratio0.890.68
(*) Schwab Total Stock Market Index is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryNavigator World AllocationSchwab Total Stock Market Index
Large-cap Value0.00%35.72%
Large-cap Growth43.36%46.65%
Mid-cap Value14.84%5.53%
Mid-cap Growth8.46%4.74%
Small-cap Value6.32%1.35%
Small-cap Growth0.00%5.14%
Global ex-US Developed Markets0.98%0.00%
Emerging Markets2.44%0.86%
REITs8.47%0.00%
Corporate Bonds12.87%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries2.27%0.00%
Short-Term Treasuries0.00%0.00%
R Squared94.89%99.86%
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 Stocks49.09%
Intl Stocks1.01%
US Bonds9.46%
Intl Bonds1.26%
Other5.49%
Cash0.39%
Unknown33.30%
Equity Market Capitalization
CategoryWeight
Large Cap43.85%
Mid Cap31.62%
Small Cap24.53%
Stock Sectors
CategoryWeight
Basic Materials1.33%
Consumer Cyclical5.06%
Financial Services24.98%
Real Estate5.85%
Consumer Defensive1.69%
Healthcare5.26%
Utilities8.87%
Communication Services9.87%
Energy1.11%
Industrials5.98%
Technology30.00%
Fixed Income Credit Quality
CategoryWeight
AAA24.84%
AA3.53%
A17.44%
BBB26.53%
Non-Investment Grade7.02%
Not Rated20.64%
Fixed Income Maturity
CategoryWeight
Under 1 Year0.45%
1 - 3 Years10.16%
3 - 5 Years16.52%
5 - 7 Years14.38%
7 - 10 Years14.32%
10 - 15 Years4.29%
15 - 20 Years6.71%
20 - 30 Years31.59%
Over 30 Years1.58%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsMar-193 months7 months-13.29%
2Jun-15Jan-168 monthsApr-163 months11 months-7.13%
3May-19May-191 monthJun-191 month2 months-4.94%
4Feb-18Mar-182 monthsMay-182 months4 months-2.02%
5Oct-16Oct-161 monthNov-161 month2 months-1.80%
6Aug-19Aug-191 monthSep-191 month2 months-1.06%
7Jan-15Jan-151 monthFeb-151 month2 months-1.01%
8Mar-15Apr-152 monthsMay-151 month3 months-0.38%
Rolling Returns
YearNavigator World Allocation 3-year annualized returnNavigator World Allocation 5-year annualized returnSchwab Total Stock Market Index 3-year annualized returnSchwab Total Stock Market Index 5-year annualized return
201712.37%N/A11.02%N/A
201810.90%N/A8.88%N/A
201915.32%12.18%14.48%11.15%