Voyager World Stock

Voyager Accounts: International Equity

Summary

The Voyager World Stock Account invests broadly, with few geographical limitations, in stocks and bonds of companies worldwide. The portfolio manager invests the majority of their assets in the U.S., Europe, and Japan, with the remainder divided among the globe’s smaller markets. The account typically holds 20%-60% of assets in U.S. stocks. Its seeks long-term capital appreciation.

Benchmark: S&P GLOBAL 1200

Core Facts

Asset Class International Equity
Category World Stock
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number IE110
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
Amazon.com, Inc.-2,173.4826.8469.48
Microsoft Corporation1.23%168.536.0627.57
Visa Inc.0.60%211.537.2228.35
Apple Inc.0.98%285.6015.1121.09
Alphabet Inc.-1,520.2054.3227.25
NextEra Energy, Inc.1.98%251.149.0627.97
McDonald's Corporation2.37%224.008.4924.97
Waste Management, Inc.1.72%125.754.6325.84
JPMorgan Chase & Co.2.62%139.4611.5711.94
NTT DOCOMO, INC.3.92%2,835.90187.8616.28

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 Date1/1/09
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Total World Stock ETF
Portfolio Performance
MetricVoyager World StockVanguard Total World Stock ETF
Start Balance$10,000 $10,000
End Balance$79,925 $31,424
End Balance (inflation adjusted)$65,386 $25,708
CAGR20.80%10.97%
CAGR (inflation adjusted)18.61%8.96%
Stdev10.85%15.16%
Best Year42.21%32.65%
Worst Year6.58%-9.76%
Max. Drawdown-10.11%-21.87%
Sharpe Ratio1.760.73
Sortino Ratio3.571.17
US Stock Market Correlation0.840.96
Risk and Return Metrics
MetricVoyager World StockVanguard Total World Stock ETF
Arithmetic Mean (monthly)1.64%0.97%
Arithmetic Mean (annualized)21.49%12.23%
Geometric Mean (monthly)1.59%0.87%
Geometric Mean (annualized)20.80%10.97%
Volatility (monthly)3.13%4.38%
Volatility (annualized)10.85%15.16%
Downside Deviation (monthly)1.52%2.72%
Max. Drawdown-10.11%-21.87%
US Market Correlation0.840.96
Beta (*)0.581
Alpha (annualized)12.89%0.00%
R Squared65.82%100.00%
Sharpe Ratio1.760.73
Sortino Ratio3.571.17
Treynor Ratio (%)32.9111.07
Calmar Ratio3.190.87
Active Return9.83%N/A
Tracking Error8.98%N/A
Information Ratio1.09N/A
Skewness-0.26-0.22
Excess Kurtosis0.270.74
Historical Value-at-Risk (5%)-3.81%-7.45%
Analytical Value-at-Risk (5%)-3.52%-6.23%
Conditional Value-at-Risk (5%)-5.44%-9.62%
Upside Capture Ratio (%)92.89100
Downside Capture Ratio (%)35.56100
Safe Withdrawal Rate22.65%15.67%
Perpetual Withdrawal Rate15.70%8.22%
Positive Periods95 out of 132 (71.97%)84 out of 132 (63.64%)
Gain/Loss Ratio1.421.01
(*) Vanguard Total World Stock ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryVoyager World StockVanguard Total World Stock ETF
Large-cap Value0.00%16.42%
Large-cap Growth79.89%22.42%
Mid-cap Value0.00%3.71%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%1.43%
Small-cap Growth0.00%2.68%
Global ex-US Developed Markets0.00%39.80%
Emerging Markets0.00%13.54%
REITs0.82%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries3.82%0.00%
Intermediate-Term Treasuries15.48%0.00%
Short-Term Treasuries0.00%0.00%
R Squared77.20%99.59%
Style analysis is based on monthly returns from Jan 2009 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 Stocks100.00%
Intl Stocks0.00%
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 Materials7.18%
Consumer Cyclical14.28%
Financial Services7.14%
Real Estate0.00%
Consumer Defensive7.14%
Healthcare7.14%
Utilities28.56%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology21.42%
Miscellaneous7.14%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May-10Jun-102 monthsSep-103 months5 months-10.11%
2Jan-09Feb-092 monthsApr-092 months4 months-7.59%
3Dec-18Dec-181 monthFeb-192 months3 months-7.40%
4Jan-10Jan-101 monthMar-102 months3 months-5.64%
5Feb-18Mar-182 monthsJul-184 months6 months-4.90%
6Aug-15Sep-152 monthsOct-151 month3 months-4.36%
7May-12May-121 monthJul-122 months3 months-3.96%
8May-19May-191 monthJun-191 month2 months-3.73%
9Aug-13Aug-131 monthOct-132 months3 months-3.25%
10Sep-11Sep-111 monthOct-111 month2 months-3.22%
Rolling Returns
YearVoyager World Stock 3-year annualized returnVoyager World Stock 5-year annualized returnVoyager World Stock 7-year annualized returnVoyager World Stock 10-year annualized returnVanguard Total World Stock ETF 3-year annualized returnVanguard Total World Stock ETF 5-year annualized returnVanguard Total World Stock ETF 7-year annualized return
201121.22%N/AN/AN/A11.53%N/AN/A
201213.68%N/AN/AN/A7.00%N/AN/A
201320.18%22.43%N/AN/A10.03%14.85%N/A
201420.51%17.00%N/AN/A14.29%9.32%N/A
201520.29%18.08%20.26%N/A7.75%6.27%10.66%
201615.41%18.87%16.84%N/A3.36%9.72%7.53%
201721.13%21.54%19.59%N/A9.86%11.06%9.02%
201817.54%16.51%18.68%19.44%6.83%4.40%8.64%
201923.65%20.72%21.13%18.84%12.52%8.69%9.88%