ESG International Equity

Galleon Accounts: Special Purpose

Summary

The Galleon ESG International Equity account seeks long-term growth of capital that is tied to non-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.

Benchmark: S&P Developed LargeMidCap 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 G118
Account manager Galleon Wealth Management
Region Global
Market Developed

ESG Rating

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 Date1/1/19
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard ESG International Stock ETF
Portfolio Performance
MetricESG International EquityVanguard ESG International Stock ETF
Start Balance$10,000.00 $10,000.00
End Balance$16,458.00 $12,305.00
End Balance (inflation adjusted)$16,090.00 $12,030.00
CAGR64.58%23.05%
CAGR (inflation adjusted)60.90%20.30%
Stdev15.30%12.56%
Best Year64.58%23.05%
Worst Year64.58%23.05%
Max. Drawdown-1.28%-5.24%
Sharpe Ratio3.261.55
Sortino Ratio31.363.22
US Stock Market Correlation0.720.91
Risk and Return Metrics
MetricESG International EquityVanguard ESG International Stock ETF
Arithmetic Mean (monthly)4.32%1.80%
Arithmetic Mean (annualized)66.19%23.91%
Geometric Mean (monthly)4.24%1.74%
Geometric Mean (annualized)64.58%23.05%
Volatility (monthly)4.42%3.63%
Volatility (annualized)15.30%12.56%
Downside Deviation (monthly)0.39%1.67%
Max. Drawdown-1.28%-5.24%
US Market Correlation0.720.91
Beta (*)0.971
Alpha (annualized)30.85%0.00%
R Squared63.73%100.00%
Sharpe Ratio3.261.55
Sortino Ratio31.363.22
Treynor Ratio (%)51.219.53
Active Return41.54%N/A
Tracking Error9.22%N/A
Information Ratio4.51N/A
Skewness0.7-0.25
Excess Kurtosis-0.360.19
Historical Value-at-Risk (5%)-1.28%-5.24%
Analytical Value-at-Risk (5%)-2.96%-4.16%
Conditional Value-at-Risk (5%)N/AN/A
Upside Capture Ratio (%)183.83100
Downside Capture Ratio (%)-9.43100
Safe Withdrawal Rate100.00%100.00%
Perpetual Withdrawal Rate37.85%16.87%
Positive Periods10 out of 12 (83.33%)9 out of 12 (75.00%)
Gain/Loss Ratio6.221.16
(*) Vanguard ESG International Stock ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks27.27%
Intl Stocks72.73%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap90.91%
Mid Cap0.00%
Small Cap9.09%
Stock Sectors
CategoryWeight
Basic Materials10.00%
Consumer Cyclical0.00%
Financial Services10.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare20.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology40.01%
Capital Goods10.00%
Miscellaneous10.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Aug-19Aug-191 monthSep-191 month2 months-1.28%
2Mar-19Mar-191 monthApr-191 month2 months-0.45%