ESG Domestic Equity

Galleon Accounts: Special Purpose

Summary

The Galleon ESG Domestic Equity account seeks long-term growth of capital that is tied to US-based companies that demonstrate a high level of compliance with current ESG standards. The portfolio manager invests primarily in equity of established large, mid, or small capitalization stocks. All companies are vigorously vetted to meet strict environmental, social, and corporate governance (ESG) criteria.

The account intentionally excludes stocks of companies in the following industries: adult entertainment, alcohol and tobacco, weapons, fossil fuels, gambling, and nuclear power. It also excludes certain stocks of companies that do not meet standards of U.N. global compact principles and companies that do not meet diversity criteria. The account is actively managed and seeks positive alpha as compared to its benchmarked index.

Benchmark: S&P 500 ESG Index (USD) NTR

Core Facts

Asset Class U.S. Equity
Category Large Cap Growth
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number G117
Account manager Galleon Wealth Management
Region Global
Market Developed

ESG Rating

Equity Style Map

Capitalization

Value

Blend

Growth
LG

MD

SM

Style

Portfolio composition by security (top holdings)

ESG Ranking

Top Holdings

Company NameSecurity PriceESC RatingDividend Growth Rate Dividend Coverage P/E (Next Year's Estimate)
NVIDIA Corporation249.28
Leader
011.3296934.33044
National Research Corp66.65
Leader
10.52632
Adobe Inc349.74
Leader
29.73569
Microsoft Corp167.1
Leader
10.869573.1262927.39819
Cadence Design Systems Inc73.73
Leader
31.27568
Edwards Lifesciences Corp238.64
Leader
38.71795
AMN Healthcare Services Inc.66.85
Leader
20.19787
Intuit Inc.282.85
Leader
12.765964.269532.42417
Autodesk Inc.193.35
Leader
43.68051
Bright Horizons Family Solutions Inc162.25
Leader
39.14341

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
BenchmarkS&P 500 ESG Index (USD) NTR
Portfolio Performance
MetricESG Domestic EquityS&P 500 ESG Index (USD) NTR
Start Balance$10,000.00 $10,000.00
End Balance$36,119.00 $17,008.00
End Balance (inflation adjusted)$33,004.00 $15,541.00
CAGR29.28%11.21%
CAGR (inflation adjusted)26.97%9.22%
Stdev13.88%11.95%
Best Year52.08%32.54%
Worst Year3.77%-4.54%
Max. Drawdown-13.57%-13.46%
Sharpe Ratio1.860.87
Sortino Ratio3.681.35
US Stock Market Correlation0.90.99
Risk and Return Metrics
MetricESG Domestic EquityS&P 500 ESG Index (USD) NTR
Arithmetic Mean (monthly)2.24%0.95%
Arithmetic Mean (annualized)30.48%11.99%
Geometric Mean (monthly)2.16%0.89%
Geometric Mean (annualized)29.28%11.21%
Volatility (monthly)4.01%3.45%
Volatility (annualized)13.88%11.95%
Downside Deviation (monthly)1.99%2.17%
Max. Drawdown-13.57%-13.46%
US Market Correlation0.90.99
Beta (*)1.031
Alpha (annualized)15.19%0.00%
R Squared78.62%100.00%
Sharpe Ratio1.860.87
Sortino Ratio3.681.35
Treynor Ratio (%)25.1110.33
Calmar Ratio2.311.12
Active Return18.08%N/A
Tracking Error6.43%N/A
Information Ratio2.81N/A
Skewness-0.43-0.53
Excess Kurtosis1.060.83
Historical Value-at-Risk (5%)-4.73%-6.41%
Analytical Value-at-Risk (5%)-4.33%-4.73%
Conditional Value-at-Risk (5%)-7.50%-7.34%
Upside Capture Ratio (%)153.65100
Downside Capture Ratio (%)56.24100
Safe Withdrawal Rate37.12%23.87%
Perpetual Withdrawal Rate21.24%8.44%
Positive Periods45 out of 60 (75.00%)43 out of 60 (71.67%)
Gain/Loss Ratio1.410.81
(*) 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 EquityS&P 500 ESG Index (USD) NTR
Large-cap Value0.00%48.71%
Large-cap Growth82.27%49.97%
Mid-cap Value0.00%0.00%
Mid-cap Growth15.34%0.00%
Small-cap Value0.00%0.56%
Small-cap Growth2.39%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%0.30%
REITs0.00%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.45%
Short-Term Treasuries0.00%0.00%
R Squared76.28%99.53%
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 Stocks95.66%
Intl Stocks4.34%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap78.30%
Mid Cap17.36%
Small Cap4.34%
Stock Sectors
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%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsMar-193 months6 months-13.57%
2Dec-15Jan-162 monthsMar-162 months4 months-5.55%
3Aug-15Sep-152 monthsOct-151 month3 months-4.01%
4May-19May-191 monthJun-191 month2 months-3.91%
5Feb-18Feb-181 monthMay-183 months4 months-3.49%
6Jan-15Jan-151 monthFeb-151 month2 months-2.85%
7Apr-15Apr-151 monthMay-151 month2 months-1.72%
8Jun-17Jun-171 monthJul-171 month2 months-1.15%
9Jun-15Jun-151 monthJul-151 month2 months-0.92%
10Oct-16Oct-161 monthNov-161 month2 months-0.18%
Rolling Returns
YearESG Domestic Equity 3-year annualized returnESG Domestic Equity 5-year annualized returnS&P 500 ESG Index (USD) NTR 3-year annualized returnS&P 500 ESG Index (USD) NTR 5-year annualized return
201731.78%N/A10.36%N/A
201825.38%N/A8.72%N/A
201931.37%29.28%15.09%11.21%