ESG Global Bond

Galleon Accounts: Special Purpose

Summary

The Galleon ESG Global Bond Account seeks long-term income that originates from company bonds and other fixed income instruments that demonstrate a high level of compliance with current ESG standards. The portfolio manager invests primarily in debt of established large, mid, or small capitalization bonds and fixed income instruments. All companies are vigorously vetted to meet strict environmental, social, and corporate governance (ESG) criteria.

Benchmark: S&P ESG Pan-Europe Developed Sovereign Bond USD Index

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 G119
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 Date1/1/12
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkDWS ESG Global Bond A
Portfolio Performance
MetricESG Global BondDWS ESG Global Bond A
Start Balance$10,000 $10,000
End Balance$12,660 $12,053
End Balance (inflation adjusted)$11,117 $10,585
CAGR2.99%2.36%
CAGR (inflation adjusted)1.33%0.71%
Stdev3.24%4.30%
Best Year9.03%9.02%
Worst Year-1.68%-3.28%
Max. Drawdown-6.00%-8.53%
Sharpe Ratio0.720.41
Sortino Ratio1.130.6
US Stock Market Correlation0.180.17
Risk and Return Metrics
MetricESG Global BondDWS ESG Global Bond A
Arithmetic Mean (monthly)0.25%0.20%
Arithmetic Mean (annualized)3.05%2.46%
Geometric Mean (monthly)0.25%0.19%
Geometric Mean (annualized)2.99%2.36%
Volatility (monthly)0.94%1.24%
Volatility (annualized)3.24%4.30%
Downside Deviation (monthly)0.58%0.83%
Max. Drawdown-6.00%-8.53%
US Market Correlation0.180.17
Beta (*)0.741
Alpha (annualized)1.22%0.00%
R Squared95.08%100.00%
Sharpe Ratio0.720.41
Sortino Ratio1.130.6
Treynor Ratio (%)3.171.76
Calmar Ratio1.470.93
Active Return0.63%N/A
Tracking Error1.35%N/A
Information Ratio0.47N/A
Skewness-0.48-0.55
Excess Kurtosis22.03
Historical Value-at-Risk (5%)-1.41%-1.95%
Analytical Value-at-Risk (5%)-1.28%-1.84%
Conditional Value-at-Risk (5%)-2.31%-3.23%
Upside Capture Ratio (%)82.82100
Downside Capture Ratio (%)60.91100
Safe Withdrawal Rate13.32%12.80%
Perpetual Withdrawal Rate1.32%0.70%
Positive Periods60 out of 96 (62.50%)56 out of 96 (58.33%)
Gain/Loss Ratio1.251.11
(*) DWS ESG Global Bond A is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryESG Global Bond
Large-cap Value0.00%
Large-cap Growth0.00%
Mid-cap Value0.00%
Mid-cap Growth0.00%
Small-cap Value0.00%
Small-cap Growth0.00%
Global ex-US Developed Markets9.57%
Emerging Markets0.49%
REITs0.00%
Corporate Bonds24.12%
Long-Term Treasuries0.00%
Intermediate-Term Treasuries25.71%
Short-Term Treasuries40.12%
R Squared78.67%
Style analysis is based on monthly returns from Jan 2012 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 Stocks0.00%
Intl Stocks0.02%
US Bonds70.14%
Intl Bonds32.87%
Other3.51%
Cash-6.53%
Fixed Income Credit Quality
CategoryWeight
AAA24.00%
AA10.00%
A35.00%
BBB25.00%
Non-Investment Grade6.00%
Fixed Income Maturity
CategoryWeight
Under 1 Year11.61%
1 - 3 Years10.20%
3 - 5 Years16.28%
5 - 7 Years8.73%
7 - 10 Years23.97%
10 - 15 Years5.93%
15 - 20 Years2.85%
20 - 30 Years16.05%
Over 30 Years4.38%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May-13Aug-134 monthsJun-1410 months1 year 2 months-6.00%
2Sep-16Nov-163 monthsApr-175 months8 months-2.91%
3Sep-14Jun-1510 monthsMay-1611 months1 year 9 months-2.61%
4Jan-18Nov-1811 monthsMar-194 months1 year 3 months-2.61%
5Sep-19Nov-193 months-1.02%
6Jul-14Jul-141 monthAug-141 month2 months-0.59%
7Mar-12Mar-121 monthApr-121 month2 months-0.51%
8Jan-13Feb-132 monthsMar-131 month3 months-0.22%
9Sep-17Sep-171 monthOct-171 month2 months-0.08%
10Jun-17Jun-171 monthJul-171 month2 months-0.06%
Rolling Returns
YearESG Global Bond 3-year annualized returnESG Global Bond 5-year annualized returnESG Global Bond 7-year annualized returnDWS ESG Global Bond A 3-year annualized returnDWS ESG Global Bond A 5-year annualized returnDWS ESG Global Bond A 7-year annualized return
20143.21%N/AN/A1.88%N/AN/A
20150.14%N/AN/A-1.37%N/AN/A
20161.56%2.49%N/A0.53%1.40%N/A
20172.66%1.76%N/A2.63%1.08%N/A
20182.23%1.62%2.26%2.08%0.93%1.44%
20193.83%2.86%2.16%3.98%2.65%1.54%