Voyager India Equity

Voyager Accounts: International Equity

Summary

The Voyager India Equity Account invests at least 70% of total assets in equities and invest at least 75% of stock assets in India. The portfolio manager strives for capital appreciation vs. current income. The account may include no more than 10% bonds and other types of fixed income products exclusive to India.

Benchmark: S&P BSE 100

Core Facts

Asset Class International Equity
Category India Equity
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number IE105
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 Yield1yr Target EstEPS Est Next YearForward P/E
Reliance Industries Limited0.42%---
Maruti Suzuki India Limited1.07%9,933.63384.7519.56
Housing Development Finance Corporation Limited0.85%2,088.1276.8031.95
Tata Consultancy Services Limited1.43%---
HCL Technologies Limited0.67%---
ICICI Bank Limited0.19%---
Axis Bank Limited0.85%640.9130.4024.34
ITC Limited2.39%---

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 Date1/1/10
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance annually
Reinvest DividendsYes
BenchmarkiShares MSCI ACWI ex US ETF
Portfolio Performance
MetricVoyager India EquityiShares MSCI ACWI ex US ETF
Start Balance$10,000 $10,000
End Balance$16,103 $15,794
End Balance (inflation adjusted)$13,532 $13,272
CAGR4.88%4.68%
CAGR (inflation adjusted)3.07%2.87%
Stdev25.47%14.86%
Best Year40.89%27.22%
Worst Year-40.75%-14.04%
Max. Drawdown-40.75%-25.48%
Sharpe Ratio0.290.34
Sortino Ratio0.450.51
US Stock Market Correlation0.540.86
Risk and Return Metrics
MetricVoyager India EquityiShares MSCI ACWI ex US ETF
Arithmetic Mean (monthly)0.66%0.47%
Arithmetic Mean (annualized)8.24%5.83%
Geometric Mean (monthly)0.40%0.38%
Geometric Mean (annualized)4.88%4.68%
Volatility (monthly)7.35%4.29%
Volatility (annualized)25.47%14.86%
Downside Deviation (monthly)4.67%2.86%
Max. Drawdown-40.75%-25.48%
US Market Correlation0.540.86
Beta (*)1.171
Alpha (annualized)1.32%0.00%
R Squared46.46%100.00%
Sharpe Ratio0.290.34
Sortino Ratio0.450.51
Treynor Ratio (%)6.335.12
Calmar Ratio0.280.53
Active Return0.20%N/A
Tracking Error18.80%N/A
Information Ratio0.01N/A
Skewness0.3-0.22
Excess Kurtosis0.870.67
Historical Value-at-Risk (5%)-12.16%-7.37%
Analytical Value-at-Risk (5%)-11.48%-6.58%
Conditional Value-at-Risk (5%)-13.87%-9.66%
Upside Capture Ratio (%)113.71100
Downside Capture Ratio (%)112.8100
Safe Withdrawal Rate11.62%11.09%
Perpetual Withdrawal Rate2.98%2.79%
Positive Periods64 out of 120 (53.33%)68 out of 120 (56.67%)
Gain/Loss Ratio1.111.02
(*) iShares MSCI ACWI ex US ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks0.00%
Intl Stocks75.97%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash4.03%
Unknown20.00%
Equity Market Capitalization
CategoryWeight
Large Cap72.05%
Mid Cap27.95%
Small Cap0.01%
Stock Sectors
CategoryWeight
Basic Materials3.63%
Consumer Cyclical3.82%
Financial Services41.68%
Real Estate0.16%
Consumer Defensive4.53%
Healthcare1.69%
Utilities1.06%
Communication Services1.60%
Energy6.57%
Industrials1.66%
Technology7.28%
Capital Goods26.33%
Fixed Income Maturity
CategoryWeight
Under 1 Year0.00%
1 - 3 Years100.00%
3 - 5 Years0.00%
5 - 7 Years0.00%
7 - 10 Years0.00%
10 - 15 Years0.00%
15 - 20 Years0.00%
20 - 30 Years0.00%
Over 30 Years0.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan-11Dec-111 yearJun-142 years 6 months3 years 6 months-40.75%
2Mar-15Feb-161 yearDec-171 year 10 months2 years 10 months-37.98%
3Feb-18Oct-189 months-25.37%
4May-10May-101 monthAug-103 months4 months-11.71%
5Jan-10Jan-101 monthMar-102 months3 months-7.55%
6Dec-14Dec-141 monthJan-151 month2 months-5.07%
7Sep-14Sep-141 monthOct-141 month2 months-3.79%
8Nov-10Nov-101 monthDec-101 month2 months-0.67%
Rolling Returns
YearVoyager India Equity 3-year annualized returnVoyager India Equity 5-year annualized returnVoyager India Equity 7-year annualized returnVoyager India Equity 10-year annualized returniShares MSCI ACWI ex US ETF 3-year annualized returniShares MSCI ACWI ex US ETF 5-year annualized returniShares MSCI ACWI ex US ETF 7-year annualized return
20124.38%N/AN/AN/A3.57%N/AN/A
2013-6.70%N/AN/AN/A4.92%N/AN/A
201423.20%8.58%N/AN/A8.45%3.89%N/A
20153.59%-1.48%N/AN/A0.86%0.65%N/A
20165.72%10.13%3.90%N/A-2.22%4.67%2.54%
20174.15%8.44%3.26%N/A7.80%6.42%4.64%
20184.69%5.57%8.74%N/A4.61%0.47%4.66%
20197.20%1.30%5.10%4.88%9.84%5.47%5.15%