ESG Total Market

Galleon Accounts: Special Purpose

Summary

The Galleon ESG Total Market account seeks long-term growth of capital that is tied to US-based companies demonstrating a high level of compliance with current ESG standards. The portfolio manager invests primarily in equity of established large, mid, or small capitalization stocks, bonds, or other fixed income products. 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 Global 1200 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 G121
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

Company NameForward Annual Div Yield
Global X YieldCo & Renewable Energy Income ETF-
iShares MSCI New Zealand ETF-
Invesco Water Resources ETF-
iShares MSCI USA ESG Select ETF-

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 Total MarketS&P 500 ESG Index (USD) NTR
Start Balance$10,000 $10,000
End Balance$17,551 $17,035
End Balance (inflation adjusted)$16,154 $15,680
CAGR15.10%14.24%
CAGR (inflation adjusted)12.74%11.90%
Stdev11.48%11.49%
Best Year34.29%32.54%
Worst Year-4.35%-4.54%
Max. Drawdown-8.25%-13.46%
Sharpe Ratio1.181.11
Sortino Ratio2.011.69
US Stock Market Correlation0.890.99
Risk and Return Metrics
MetricESG Total MarketS&P 500 ESG Index (USD) NTR
Arithmetic Mean (monthly)1.23%1.17%
Arithmetic Mean (annualized)15.83%14.98%
Geometric Mean (monthly)1.18%1.12%
Geometric Mean (annualized)15.10%14.24%
Volatility (monthly)3.31%3.32%
Volatility (annualized)11.48%11.49%
Downside Deviation (monthly)1.89%2.12%
Max. Drawdown-8.25%-13.46%
US Market Correlation0.890.99
Beta (*)0.881
Alpha (annualized)2.49%0.00%
R Squared76.87%100.00%
Sharpe Ratio1.181.11
Sortino Ratio2.011.69
Treynor Ratio (%)15.4112.75
Calmar Ratio1.991.12
Active Return0.86%N/A
Tracking Error5.70%N/A
Information Ratio0.15N/A
Skewness-0.18-0.92
Excess Kurtosis1.371.66
Historical Value-at-Risk (5%)-5.93%-6.47%
Analytical Value-at-Risk (5%)-4.16%-4.28%
Conditional Value-at-Risk (5%)-6.48%-7.80%
Upside Capture Ratio (%)95.93100
Downside Capture Ratio (%)84.13100
Safe Withdrawal Rate32.13%31.73%
Perpetual Withdrawal Rate11.30%10.64%
Positive Periods39 out of 48 (81.25%)37 out of 48 (77.08%)
Gain/Loss Ratio0.630.75
(*) 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 Total MarketS&P 500 ESG Index (USD) NTR
Large-cap Value0.00%46.57%
Large-cap Growth8.65%51.00%
Mid-cap Value8.54%0.00%
Mid-cap Growth25.93%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%1.19%
Global ex-US Developed Markets8.38%0.00%
Emerging Markets25.25%0.00%
REITs14.66%0.87%
Corporate Bonds8.58%0.00%
Long-Term Treasuries0.00%0.37%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared90.53%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
CategoryWeight
US Stocks54.70%
Intl Stocks44.30%
US Bonds0.00%
Intl Bonds0.00%
Other0.88%
Cash0.12%
Equity Market Capitalization
CategoryWeight
Large Cap43.50%
Mid Cap41.78%
Small Cap14.72%
Stock Sectors
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
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%

Disclosures

1. The expense ratio is the annual fee that all mutual funds or exchange-traded funds charge their shareholders. It expresses the percentage of assets deducted each fiscal year for fund expenses, including 12b-1 fees, management fees, administrative fees, operating costs, and all other asset-based costs incurred by the fund. The expense ratio for all Galleon and iCore accounts equals zero. Accounts may hold funds that charge such fees.

2. Commissions are charged by our custodian for handling transactions. Neither Global Advisers nor any of its affiliates charge commissions.

3. Fees for Galleon and iCore accounts, which range from 0.00 to 0.04, may differ from other management fees.

4. The minimum investment is the amount required initially to open the account. It does not refer to balances that may drop below the minimum after the account has been opened and funded. Custodian may charge a monthly fee for investors with household assets less than $100,000.