Impact Investing

Galleon Accounts: Special Purpose

Summary

Galleon Impact Investing accounts seeks long-term growth of capital. The portfolio managers invest primarily in equity or debt securities of established companies that are economically tied to various countries throughout the world. They may invest directly or indirectly in foreign securities or foreign currencies of both developed and developing countries. Galleon does not expect its investments in emerging markets to exceed 35% of its net assets. It may invest in securities of companies of any size and in any sector.

Benchmark: S&P 500 ESG Index (USD)

Core Facts

Asset Class Sustainable
Category Impact
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number G115
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

CompanyDiv/ShareForward Annual
Div %
1yr Target
Est
EPS Est
Next Year
Forward
P/E
Chevron Corporation4.693.93%136.086.7517.44
The PNC Financial Services Group, Inc.4.002.90%159.7811.8713.39
Verizon Communications Inc.2.424.07%61.614.9312.11
PepsiCo, Inc.3.772.82%139.675.9522.64
AT&T Inc.2.045.33%39.023.5910.97
The Coca-Cola Company1.592.93%58.762.2524.16
Citigroup Inc.1.862.56%87.908.379.48
General Mills, Inc.1.963.77%55.533.4315.45
Bank of America Corporation0.632.06%36.453.0111.62
Target Corporation2.582.12%136.336.9317.81
The Kroger Co.0.582.23%27.902.3312.20
JPMorgan Chase & Co.3.302.60%133.7710.6512.86
Exxon Mobil Corporation3.384.95%79.033.6818.81
The Goldman Sachs Group, Inc.3.702.16%246.9523.869.96
Cisco Systems, Inc.1.382.94%52.213.4013.98
Wells Fargo & Company1.843.82%52.704.3112.26
Eli Lilly and Company2.502.25%132.086.7819.72
Bristol-Myers Squibb Company1.642.87%68.186.2410.23
Microsoft Corporation1.841.29%165.196.0626.42
Alphabet Inc.0.00-1,516.6354.2825.87
Walmart Inc.2.111.80%128.205.2222.25
Merck & Co., Inc.2.202.67%98.355.5915.85
Gilead Sciences, Inc.2.463.88%76.886.969.45
Pfizer Inc.1.423.90%42.332.8613.66
Mondelez International, Inc.1.062.10%61.002.6520.40

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 Date1/1/16
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkS&P 500 ESG Index (USD) NTR
Portfolio Performance
MetricImpact InvestingS&P 500 ESG Index (USD) NTR
Start Balance$10,000 $10,000
End Balance$21,221 $17,035
End Balance (inflation adjusted)$19,532 $15,680
CAGR20.70%14.24%
CAGR (inflation adjusted)18.22%11.90%
Stdev12.35%11.49%
Best Year35.70%32.54%
Worst Year3.23%-4.54%
Max. Drawdown-11.02%-13.46%
Sharpe Ratio1.491.11
Sortino Ratio2.541.69
US Stock Market Correlation0.940.99
Risk and Return Metrics
MetricImpact InvestingS&P 500 ESG Index (USD) NTR
Arithmetic Mean (monthly)1.64%1.17%
Arithmetic Mean (annualized)21.59%14.98%
Geometric Mean (monthly)1.58%1.12%
Geometric Mean (annualized)20.70%14.24%
Volatility (monthly)3.57%3.32%
Volatility (annualized)12.35%11.49%
Downside Deviation (monthly)2.04%2.12%
Max. Drawdown-11.02%-13.46%
US Market Correlation0.940.99
Beta (*)1.011
Alpha (annualized)5.52%0.00%
R Squared88.29%100.00%
Sharpe Ratio1.491.11
Sortino Ratio2.541.69
Treynor Ratio (%)18.2312.75
Calmar Ratio2.131.12
Active Return6.45%N/A
Tracking Error4.23%N/A
Information Ratio1.53N/A
Skewness-0.73-0.92
Excess Kurtosis1.011.66
Historical Value-at-Risk (5%)-6.79%-6.47%
Analytical Value-at-Risk (5%)-4.19%-4.28%
Conditional Value-at-Risk (5%)-7.72%-7.80%
Upside Capture Ratio (%)120.22100
Downside Capture Ratio (%)85.54100
Safe Withdrawal Rate36.09%31.73%
Perpetual Withdrawal Rate15.41%10.64%
Positive Periods37 out of 48 (77.08%)37 out of 48 (77.08%)
Gain/Loss Ratio0.940.75
(*) S&P 500 ESG Index (USD) NTR is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryImpact InvestingS&P 500 ESG Index (USD) NTR
Large-cap Value11.24%46.57%
Large-cap Growth84.95%51.00%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%1.19%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets3.82%0.00%
REITs0.00%0.87%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.37%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared91.69%99.59%
Style analysis is based on monthly returns from Jan 2016 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 Stocks96.43%
Intl Stocks3.57%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap100.00%
Mid Cap0.00%
Small Cap0.00%
Stock Sectors
CategoryWeight
Basic Materials7.14%
Consumer Cyclical14.28%
Financial Services17.85%
Real Estate0.00%
Consumer Defensive3.57%
Healthcare7.14%
Utilities3.57%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology25.03%
Miscellaneous17.85%
Infrastructure3.57%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsMar-193 months7 months-11.02%
2May-19May-191 monthJul-192 months3 months-7.26%
3Jan-16Feb-162 monthsMar-161 month3 months-5.87%
4Feb-18Mar-182 monthsJun-183 months5 months-5.30%
5Jun-16Jun-161 monthJul-161 month2 months-1.68%
6Aug-19Aug-191 monthOct-192 months3 months-1.49%
7Apr-16Apr-161 monthMay-161 month2 months-0.17%