Voyager Pacific/Asia ex-Japan Stock

Voyager Accounts: International Equity

Summary

The Voyager Pacific/Asia ex-Japan Stock account covers a wide geographic range.  The portfolio manager concentrates on export-oriented nations such as Hong Kong, Singapore, Taiwan, and Korea. The account invests at least 70% of total assets in equities and invest at least 75% of stock assets in Pacific countries, with less than 10% in Japan.

Benchmark: S&P Global Ex-Japan LargeMidCap (USD)

Core Facts

Asset Class International Equity
Category Pacific/Asia ex-Japan Stock
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number IE109
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
Samsung Electronics Co., Ltd.2.31%54,903.00--
CSL Limited0.97%151.954.8861.50
Taiwan Semiconductor Manufacturing Company Limited4.48%262.8814.6822.68
Housing Development Finance Corporation Limited0.85%2,088.1276.8031.95
Alibaba Group Holding Limited-233.748.7825.90
BHP Group4.72%25.451.7023.88
Hong Kong Exchanges and Clearing Limited2.66%283.008.2234.06
DBS Group Holdings Ltd5.69%30.142.4510.76
Woolworths Group Limited3.05%29.421.4526.92
Commonwealth Bank of Australia5.50%73.175.5415.17

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 Date1/1/19
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkiShares MSCI ACWI ex US ETF
Portfolio Performance
MetricVoyager Pacific/Asia ex-Japan StockiShares MSCI ACWI ex US ETF
Start Balance$10,000 $10,000
End Balance$12,989 $12,103
End Balance (inflation adjusted)$12,699 $11,833
CAGR29.89%21.03%
CAGR (inflation adjusted)26.99%18.33%
Stdev16.34%12.58%
Best Year29.89%21.03%
Worst Year29.89%21.03%
Max. Drawdown-7.85%-5.61%
Sharpe Ratio1.561.42
Sortino Ratio2.852.69
US Stock Market Correlation0.940.92
Risk and Return Metrics
MetricVoyager Pacific/Asia ex-Japan StockiShares MSCI ACWI ex US ETF
Arithmetic Mean (monthly)2.31%1.66%
Arithmetic Mean (annualized)31.46%21.90%
Geometric Mean (monthly)2.20%1.60%
Geometric Mean (annualized)29.89%21.03%
Volatility (monthly)4.72%3.63%
Volatility (annualized)16.34%12.58%
Downside Deviation (monthly)2.51%1.83%
Max. Drawdown-7.85%-5.61%
US Market Correlation0.940.92
Beta (*)1.271
Alpha (annualized)2.32%0.00%
R Squared95.54%100.00%
Sharpe Ratio1.561.42
Sortino Ratio2.852.69
Treynor Ratio (%)20.1417.86
Active Return8.86%N/A
Tracking Error4.84%N/A
Information Ratio1.83N/A
Skewness-0.77-0.43
Excess Kurtosis0.820.29
Historical Value-at-Risk (5%)-7.85%-5.61%
Analytical Value-at-Risk (5%)-5.17%-4.31%
Conditional Value-at-Risk (5%)N/AN/A
Upside Capture Ratio (%)139.47100
Downside Capture Ratio (%)122.85100
Safe Withdrawal Rate100.00%100.00%
Perpetual Withdrawal Rate21.26%15.49%
Positive Periods9 out of 12 (75.00%)9 out of 12 (75.00%)
Gain/Loss Ratio1.11.02
(*) 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 Stocks0.14%
Intl Stocks99.73%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.13%
Equity Market Capitalization
CategoryWeight
Large Cap97.60%
Mid Cap2.40%
Small Cap0.00%
Stock Sectors
CategoryWeight
Basic Materials16.87%
Consumer Cyclical3.69%
Financial Services27.02%
Real Estate3.24%
Consumer Defensive1.57%
Healthcare1.58%
Utilities1.32%
Communication Services4.85%
Energy1.30%
Industrials2.81%
Technology21.44%
Miscellaneous14.30%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May-19May-191 monthOct-195 months6 months-7.85%