Galleon International Growth

Galleon Accounts: Special Purpose

Summary

The Galleon International Growth account seeks long-term growth of capital. It invests primarily in equity securities of established companies that are economically tied to various countries throughout the world. It may invest directly or indirectly in foreign securities or foreign currencies of both developed and developing countries. Galleon does not expect its investments in emerging markets to exceed 35% of its net assets. It may invest in securities of companies of any size and in any sector.

Benchmark: S&P Developed Ex-U.S. LargeCap (LCL) TR

Core Facts

Asset Class Specialty
Category International Growth
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number G114
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 NameDiv/ShareForward Annual Div Yield1yr Target EstEPS Est Next YearForward P/E
AIA Group Limited0.131.38%---
Alibaba Group Holding Limited0.00-230.758.7425.38
Bayer Aktiengesellschaft0.703.77%29.182.0510.16
Booking Holdings Inc.0.00-2,108.21114.2518.24
British American Tobacco p.l.c.1.976.12%49.713.9711.43
CK Hutchison Holdings Limited3.172.35%---
Erste Group Bank AG0.704.11%19.381.7211.15
Essity AB (publ)5.781.88%---
Fresenius Medical Care AG & Co. KGaA0.591.79%42.452.6413.97
Grifols, S.A.0.361.89%26.751.3218.73
Jardine Matheson Holdings Limited1.701.55%---
Mastercard Incorporated0.990.53%324.159.0434.19
Mitsubishi Electric Corporation81.011.89%---
Merck & Co., Inc.2.202.67%99.065.5915.99
Nestle S.A.2.472.22%119.36--
Nippon Telegraph and Telephone Corporation191.603.44%54.47--
PT Bank Central Asia Tbk8,447.190.58%---
Roche Holding AG1.082.64%42.652.0320.13
Sampo Oyj1.4314.61%-3.087.08
Seven & i Holdings Co., Ltd.47.222.43%---
Tencent Holdings Limited0.900.52%50.531.6730.23
Thales S.A.-----
Taiwan Semiconductor Manufacturing Company Limited49.384.16%61.982.8021.15
UBS Group AG0.695.40%13.701.2810.27

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
Periodic AdjustmentNone
RebalancingRebalance annually
Reinvest DividendsYes
BenchmarkVanguard International Growth Inv
Portfolio Performance
MetricGalleon International GrowthVanguard International Growth Inv
Start Balance$10,000 $10,000
End Balance$18,383 $16,564
End Balance (inflation adjusted)$16,797 $15,136
CAGR12.95%10.62%
CAGR (inflation adjusted)10.93%8.64%
Stdev15.38%15.31%
Best Year35.57%42.96%
Worst Year-10.80%-12.69%
Max. Drawdown-18.91%-19.96%
Sharpe Ratio0.80.67
Sortino Ratio1.291.05
US Stock Market Correlation0.870.84
Risk and Return Metrics
MetricGalleon International GrowthVanguard International Growth Inv
Arithmetic Mean (monthly)1.12%0.94%
Arithmetic Mean (annualized)14.25%11.90%
Geometric Mean (monthly)1.02%0.84%
Geometric Mean (annualized)12.95%10.62%
Volatility (monthly)4.44%4.42%
Volatility (annualized)15.38%15.31%
Downside Deviation (monthly)2.73%2.77%
Max. Drawdown-18.91%-19.96%
US Market Correlation0.870.84
Beta (*)0.921
Alpha (annualized)2.96%0.00%
R Squared84.67%100.00%
Sharpe Ratio0.80.67
Sortino Ratio1.291.05
Treynor Ratio (%)13.3710.25
Calmar Ratio0.940.9
Active Return2.33%N/A
Tracking Error6.13%N/A
Information Ratio0.38N/A
Skewness-0.26-0.37
Excess Kurtosis0.870.2
Historical Value-at-Risk (5%)-8.01%-8.29%
Analytical Value-at-Risk (5%)-6.28%-6.33%
Conditional Value-at-Risk (5%)-9.00%-9.22%
Upside Capture Ratio (%)88.8100
Downside Capture Ratio (%)72.06100
Safe Withdrawal Rate25.33%23.43%
Perpetual Withdrawal Rate9.85%7.96%
Positive Periods39 out of 60 (65.00%)36 out of 60 (60.00%)
Gain/Loss Ratio1.041.16
(*) Vanguard International Growth Inv is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryGalleon International GrowthVanguard International Growth Inv
Large-cap Value0.00%0.00%
Large-cap Growth60.06%27.19%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets22.67%42.61%
Emerging Markets17.27%30.20%
REITs0.00%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared82.92%88.81%
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 Stocks33.34%
Intl Stocks66.66%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap100.00%
Mid Cap0.00%
Small Cap0.00%
Stock Sectors
CategoryWeight
Basic Materials0.00%
Consumer Cyclical0.00%
Financial Services11.11%
Real Estate0.00%
Consumer Defensive11.11%
Healthcare33.34%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology11.11%
Miscellaneous33.33%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb-18Dec-1811 monthsNov-1911 months1 year 10 months-18.91%
2Nov-15Jan-163 monthsJul-166 months9 months-11.53%
3Aug-15Sep-152 monthsOct-151 month3 months-9.94%
4Oct-16Dec-163 monthsJan-171 month4 months-3.95%
5Jun-15Jun-151 monthJul-151 month2 months-2.76%
6Nov-17Nov-171 monthJan-182 months3 months-2.51%
7Jan-15Jan-151 monthFeb-151 month2 months-2.13%
8Mar-15Mar-151 monthApr-151 month2 months-1.93%
Rolling Returns
YearGalleon International Growth 3-year annualized returnGalleon International Growth 5-year annualized returnVanguard International Growth Inv 3-year annualized returnVanguard International Growth Inv 5-year annualized return
201715.14%N/A13.04%N/A
20189.26%N/A8.28%N/A
201917.75%12.95%17.92%10.62%