Green Portfolios

Galleon Accounts: Special Purpose

Summary

Galleon Green Portfolios provide an ultra-low-fee opportunity for investors seeking both depth and breadth of diversification in equity and debt securites, and in commodities whose underlying companies exhibit a high level of compliance with current, globally accepted ESG standards. The portfolio manager seeks long-term growth combined with medium-term opportunities based on a combination of global macro and other strategies.

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 G116
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
Volatility
Allocation 
Galleon ESG Domestic Equity0.9 Moderately Aggressive2.3 Moderate 35%
Galleon ESG International Equity0.9 Moderately Aggressive2.9 Moderate 20%
Galleon ESG Total Market0.9 Moderately Aggressive2.8 Moderate 20%
Galleon ESG Global Bond0.9 Moderately Aggressive2.1 Moderate 15%
Galleon ESG Global Commodity0.9 Moderately Aggressive4.3 High 10%

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
MetricESG Domestic EquityESG International EquityESG Global CommodityS&P 500 ESG Index (USD) NTR
Start Balance$10,000 $10,000 $10,000 $10,000
End Balance$29,974 $19,401 $17,551 $17,035
End Balance (inflation adjusted)$27,589 $17,857 $16,154 $15,680
CAGR31.58%18.02%15.10%14.24%
CAGR (inflation adjusted)28.88%15.60%12.74%11.90%
Stdev13.48%13.60%11.48%11.49%
Best Year52.08%39.66%34.29%32.54%
Worst Year3.77%-7.08%-4.35%-4.54%
Max. Drawdown-13.57%-13.50%-8.25%-13.46%
Sharpe Ratio2.031.21.181.11
Sortino Ratio3.682.032.011.69
US Stock Market Correlation0.890.750.890.99
Risk and Return Metrics
MetricESG Domestic EquityESG International EquityESG Global CommodityS&P 500 ESG Index (USD) NTR
Arithmetic Mean (monthly)2.39%1.47%1.23%1.17%
Arithmetic Mean (annualized)32.73%19.08%15.83%14.98%
Geometric Mean (monthly)2.31%1.39%1.18%1.12%
Geometric Mean (annualized)31.58%18.02%15.10%14.24%
Volatility (monthly)3.89%3.93%3.31%3.32%
Volatility (annualized)13.48%13.60%11.48%11.49%
Downside Deviation (monthly)2.10%2.27%1.89%2.12%
Max. Drawdown-13.57%-13.50%-8.25%-13.46%
US Market Correlation0.890.750.890.99
Beta (*)1.030.890.881
Alpha (annualized)14.19%5.13%2.49%0.00%
R Squared76.93%56.18%76.87%100.00%
Sharpe Ratio2.031.21.181.11
Sortino Ratio3.682.032.011.69
Treynor Ratio (%)26.5818.3615.4112.75
Calmar Ratio2.311.61.991.12
Active Return17.33%3.78%0.86%N/A
Tracking Error6.48%9.10%5.70%N/A
Information Ratio2.670.420.15N/A
Skewness-0.93-0.55-0.18-0.92
Excess Kurtosis1.92-0.241.371.66
Historical Value-at-Risk (5%)-6.33%-6.29%-5.93%-6.47%
Analytical Value-at-Risk (5%)-3.98%-4.92%-4.16%-4.28%
Conditional Value-at-Risk (5%)-8.87%-7.28%-6.48%-7.80%
Upside Capture Ratio (%)152.97103.3395.93100
Downside Capture Ratio (%)61.0174.0484.13100
Safe Withdrawal Rate45.00%33.84%32.13%31.73%
Perpetual Withdrawal Rate22.41%13.49%11.30%10.64%
Positive Periods39 out of 48 (81.25%)33 out of 48 (68.75%)39 out of 48 (81.25%)37 out of 48 (77.08%)
Gain/Loss Ratio1.081.110.630.75
(*) 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 CategoryESG Domestic EquityESG International EquityESG Global CommodityS&P 500 ESG Index (USD) NTR
Large-cap Value0.00%0.00%0.00%46.57%
Large-cap Growth75.80%44.91%8.65%51.00%
Mid-cap Value0.00%0.00%8.54%0.00%
Mid-cap Growth24.20%0.00%25.93%0.00%
Small-cap Value0.00%0.00%0.00%0.00%
Small-cap Growth0.00%0.00%0.00%1.19%
Global ex-US Developed Markets0.00%23.32%8.38%0.00%
Emerging Markets0.00%25.14%25.25%0.00%
REITs0.00%0.00%14.66%0.87%
Corporate Bonds0.00%0.00%8.58%0.00%
Long-Term Treasuries0.00%6.63%0.00%0.37%
Intermediate-Term Treasuries0.00%0.00%0.00%0.00%
Short-Term Treasuries0.00%0.00%0.00%0.00%
R Squared75.52%76.74%90.53%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 for ESG Domestic Equity
CategoryWeight
US Stocks95.66%
Intl Stocks4.34%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization for ESG Domestic Equity
CategoryWeight
Large Cap78.30%
Mid Cap17.36%
Small Cap4.34%
Stock Sectors for ESG Domestic Equity
CategoryWeight
Basic Materials4.34%
Consumer Cyclical8.68%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare13.02%
Utilities8.68%
Communication Services0.00%
Energy4.34%
Industrials0.00%
Technology43.58%
Capital Goods13.02%
Miscellaneous4.34%
Asset Allocation for ESG International Equity
CategoryWeight
US Stocks16.65%
Intl Stocks83.35%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization for ESG International Equity
CategoryWeight
Large Cap100.00%
Mid Cap0.00%
Small Cap0.00%
Stock Sectors for ESG International Equity
CategoryWeight
Basic Materials19.98%
Consumer Cyclical0.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology40.07%
Capital Goods19.98%
Miscellaneous19.98%
Asset Allocation for ESG Global Commodity
CategoryWeight
US Stocks54.70%
Intl Stocks44.30%
US Bonds0.00%
Intl Bonds0.00%
Other0.88%
Cash0.12%
Equity Market Capitalization for ESG Global Commodity
CategoryWeight
Large Cap43.50%
Mid Cap41.78%
Small Cap14.72%
Stock Sectors for ESG Global Commodity
CategoryWeight
Basic Materials4.28%
Consumer Cyclical3.09%
Financial Services2.57%
Real Estate3.84%
Consumer Defensive5.59%
Healthcare12.99%
Utilities34.27%
Communication Services4.97%
Energy1.40%
Industrials18.71%
Technology8.28%
Drawdowns for ESG Domestic Equity
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsMar-193 months6 months-13.57%
2Jan-16Jan-161 monthMar-162 months3 months-4.77%
3May-19May-191 monthJun-191 month2 months-3.91%
4Feb-18Feb-181 monthMay-183 months4 months-3.49%
5Jun-17Jun-171 monthJul-171 month2 months-1.15%
6Oct-16Oct-161 monthNov-161 month2 months-0.18%
7Sep-19Sep-191 monthOct-191 month2 months-0.03%
8Dec-17Dec-171 monthJan-181 month2 months-0.01%
Drawdowns for ESG International Equity
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb-18Dec-1811 monthsApr-194 months1 year 3 months-13.50%
2Oct-16Nov-162 monthsMar-174 months6 months-8.45%
3Jan-16Feb-162 monthsMar-161 month3 months-6.34%
4May-19May-191 monthJun-191 month2 months-6.04%
5Apr-16Apr-161 monthMay-161 month2 months-2.68%
6Nov-17Dec-172 monthsJan-181 month3 months-2.05%
7Sep-19Sep-191 monthOct-191 month2 months-0.10%
Drawdowns for ESG Global Commodity
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsFeb-192 months5 months-8.25%
2Jan-16Jan-161 monthMar-162 months3 months-6.11%
3Oct-16Oct-161 monthFeb-174 months5 months-4.63%
4Feb-18Apr-183 monthsAug-184 months7 months-4.03%
5May-19May-191 monthJun-191 month2 months-3.74%
6Aug-19Aug-191 monthOct-192 months3 months-1.79%
7Aug-17Aug-171 monthSep-171 month2 months-0.58%