ESG Global Commodity

Galleon Accounts: Special Purpose

Summary

The Galleon ESG Global Commodity account seeks exposure to diversified growth opportunities by investing in agriculture, cocoa, coffee, corn, cotton, energy, livestock, metals, forest products, sugar and other commodities whose underlying companies demonstrate a high level of compliance with current ESG standards. The portfolio manager invests primarily in 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 Systematic Global Macro Commodities 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 G120
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 Date1/1/11
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkFidelity Global Commodity Stock
Portfolio Performance
MetricESG Global CommodityFidelity Global Commodity Stock
Start Balance$10,000 $10,000
End Balance$10,856 $8,726
End Balance (inflation adjusted)$9,259 $7,443
CAGR0.92%-1.50%
CAGR (inflation adjusted)-0.85%-3.23%
Stdev21.68%18.63%
Best Year45.57%30.36%
Worst Year-30.02%-27.49%
Max. Drawdown-46.91%-52.38%
Sharpe Ratio0.12-0.02
Sortino Ratio0.18-0.03
US Stock Market Correlation0.640.74
Risk and Return Metrics
MetricESG Global CommodityFidelity Global Commodity Stock
Arithmetic Mean (monthly)0.27%0.02%
Arithmetic Mean (annualized)3.29%0.23%
Geometric Mean (monthly)0.08%-0.13%
Geometric Mean (annualized)0.92%-1.50%
Volatility (monthly)6.26%5.38%
Volatility (annualized)21.68%18.63%
Downside Deviation (monthly)4.12%3.87%
Max. Drawdown-46.91%-52.38%
US Market Correlation0.640.74
Beta (*)1.021
Alpha (annualized)3.01%0.00%
R Squared76.62%100.00%
Sharpe Ratio0.12-0.02
Sortino Ratio0.18-0.03
Treynor Ratio (%)2.59-0.38
Calmar Ratio0.390.38
Active Return2.42%N/A
Tracking Error10.49%N/A
Information Ratio0.23N/A
Skewness0.14-0.19
Excess Kurtosis1.81.21
Historical Value-at-Risk (5%)-9.42%-8.51%
Analytical Value-at-Risk (5%)-10.06%-8.83%
Conditional Value-at-Risk (5%)-13.39%-12.16%
Upside Capture Ratio (%)104.82100
Downside Capture Ratio (%)95.6100
Safe Withdrawal Rate8.76%7.82%
Perpetual Withdrawal Rate0.00%0.00%
Positive Periods54 out of 108 (50.00%)56 out of 108 (51.85%)
Gain/Loss Ratio1.130.92
(*) Fidelity Global Commodity Stock is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks44.40%
Intl Stocks22.28%
US Bonds0.00%
Intl Bonds0.00%
Other33.32%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap44.51%
Mid Cap33.29%
Small Cap22.20%
Stock Sectors
CategoryWeight
Basic Materials100.00%
Consumer Cyclical0.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar-11Jan-164 years 11 monthsDec-171 year 11 months6 years 10 months-46.91%
2Mar-18May-191 year 3 months-20.26%
3Jan-18Jan-181 monthFeb-181 month2 months-0.15%
Rolling Returns
YearESG Global Commodity 3-year annualized returnESG Global Commodity 5-year annualized returnESG Global Commodity 7-year annualized returnFidelity Global Commodity Stock 3-year annualized returnFidelity Global Commodity Stock 5-year annualized returnFidelity Global Commodity Stock 7-year annualized return
2013-4.77%N/AN/A-5.21%N/AN/A
20140.44%N/AN/A-2.34%N/AN/A
2015-12.01%-9.96%N/A-14.35%-11.17%N/A
2016-0.07%0.63%N/A-5.41%-2.52%N/A
20179.49%5.02%1.50%3.83%-0.60%-2.24%
201814.76%0.71%0.99%10.25%-2.75%-1.42%
20198.00%5.12%3.23%6.58%2.73%-0.12%