Voyager Japan Stock

Voyager Accounts: International Equity

Summary

The Voyager Japan Stock Account invests solely in companies based in Japan. As one of the largest stock markets in the world, the portfolio manager includes stocks from companies of all sizes.  The account invests at least 70% of total assets in equities and invest at least 75% of stock assets in Japan. The account seeks long-term capital appreciation vs. current income.

Benchmark: S&P Japan 500 (USD)

Core Facts

Asset Class International Equity
Category Japan Stock
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number IE106
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
Recruit Holdings Co., Ltd.0.71%3,740.00112.0837.80
Sony Corporation0.50%8,085.50465.5117.02
KDDI Corporation3.38%3,233.20262.6912.43
SoftBank Group Corp.0.90%13,753.001,287.253.79
Toyota Motor Corporation2.56%165.2511.4512.23
Sumitomo Mitsui Financial Group, Inc.4.57%5,568.20543.197.29
Takeda Pharmaceutical Company Limited4.09%6,017.0012.91343.38
Mitsubishi UFJ Financial Group, Inc.4.34%830.3074.447.83

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 Date1/1/17
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkiShares MSCI ACWI ex US ETF
Portfolio Performance
MetricVoyager Japan StockiShares MSCI ACWI ex US ETF
Start Balance$10,000 $10,000
End Balance$14,659 $13,252
End Balance (inflation adjusted)$13,772 $12,451
CAGR13.60%9.84%
CAGR (inflation adjusted)11.26%7.58%
Stdev14.19%11.50%
Best Year36.96%27.22%
Worst Year-16.81%-13.94%
Max. Drawdown-20.62%-18.40%
Sharpe Ratio0.850.73
Sortino Ratio1.351.09
US Stock Market Correlation0.790.82
Risk and Return Metrics
MetricVoyager Japan StockiShares MSCI ACWI ex US ETF
Arithmetic Mean (monthly)1.15%0.84%
Arithmetic Mean (annualized)14.70%10.55%
Geometric Mean (monthly)1.07%0.79%
Geometric Mean (annualized)13.60%9.84%
Volatility (monthly)4.10%3.32%
Volatility (annualized)14.19%11.50%
Downside Deviation (monthly)2.53%2.15%
Max. Drawdown-20.62%-18.40%
US Market Correlation0.790.82
Beta (*)0.91
Alpha (annualized)4.76%0.00%
R Squared52.86%100.00%
Sharpe Ratio0.850.73
Sortino Ratio1.351.09
Treynor Ratio (%)13.568.45
Calmar Ratio0.660.53
Active Return3.76%N/A
Tracking Error9.81%N/A
Information Ratio0.38N/A
Skewness-0.44-0.66
Excess Kurtosis0.440.63
Historical Value-at-Risk (5%)-7.49%-5.97%
Analytical Value-at-Risk (5%)-5.52%-4.62%
Conditional Value-at-Risk (5%)-9.03%-7.97%
Upside Capture Ratio (%)100.65100
Downside Capture Ratio (%)73.83100
Safe Withdrawal Rate41.93%39.12%
Perpetual Withdrawal Rate10.12%7.05%
Positive Periods25 out of 36 (69.44%)26 out of 36 (72.22%)
Gain/Loss Ratio0.860.72
(*) 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 Stocks49.98%
Intl Stocks50.02%
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 Services39.98%
Real Estate0.00%
Consumer Defensive19.99%
Healthcare19.99%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Capital Goods20.04%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb-18Dec-1811 monthsDec-191 year1 year 11 months-20.62%