Beacon Communications

Beacon Accounts: Sector

Summary

The Beacon Communications Account concentrates on telecommunications, media, and entertainment companies. The portfolio manager typically includes stocks of cable television, wireless-communications, and communications-equipment firms, traditional phone companies, broadcasters, film studios, publishers, and online service providers.

Benchmark: S&P 500 Communication Services (Sector) (TR)

Core Facts

Asset Class Sector
Category Communications
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B026
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
T-Mobile US, Inc.-91.054.7816.53
Lumentum Holdings Inc.-81.535.6414.22
CommScope Holding Company, Inc.-18.292.176.28
Juniper Networks, Inc.3.15%26.141.8513.06
F5 Networks, Inc.-155.2111.0012.29
Motorola Solutions, Inc.1.54%181.128.5719.52
Arista Networks, Inc.-211.339.0422.95
Cisco Systems, Inc.2.95%52.213.4013.86
Verizon Communications Inc.4.12%61.614.9311.97
AT&T Inc.5.28%39.023.5910.74

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 Date1/1/16
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Communication Services ETF
Portfolio Performance
MetricBeacon CommunicationsVanguard Communication Services ETF
Start Balance$10,000.00 $10,000.00
End Balance$18,764.00 $12,365.00
End Balance (inflation adjusted)$17,271.00 $11,381.00
CAGR17.04%5.45%
CAGR (inflation adjusted)14.64%3.29%
Stdev16.04%13.20%
Best Year36.18%28.02%
Worst Year-3.27%-16.77%
Max. Drawdown-16.70%-21.64%
Sharpe Ratio0.980.37
Sortino Ratio1.570.57
US Stock Market Correlation0.770.68
Risk and Return Metrics
MetricBeacon CommunicationsVanguard Communication Services ETF
Arithmetic Mean (monthly)1.43%0.51%
Arithmetic Mean (annualized)18.52%6.35%
Geometric Mean (monthly)1.32%0.44%
Geometric Mean (annualized)17.04%5.45%
Volatility (monthly)4.63%3.81%
Volatility (annualized)16.04%13.20%
Downside Deviation (monthly)2.85%2.40%
Max. Drawdown-16.70%-21.64%
US Market Correlation0.770.68
Beta (*)0.661
Alpha (annualized)13.04%0.00%
R Squared29.43%100.00%
Sharpe Ratio0.980.37
Sortino Ratio1.570.57
Treynor Ratio (%)23.994.88
Calmar Ratio0.680.01
Active Return11.59%N/A
Tracking Error14.21%N/A
Information Ratio0.82N/A
Skewness-0.70.05
Excess Kurtosis1.180.31
Historical Value-at-Risk (5%)-7.71%-6.08%
Analytical Value-at-Risk (5%)-6.13%-5.75%
Conditional Value-at-Risk (5%)-10.62%-7.24%
Upside Capture Ratio (%)102.5100
Downside Capture Ratio (%)35.6100
Safe Withdrawal Rate37.75%26.97%
Perpetual Withdrawal Rate12.77%3.18%
Positive Periods30 out of 48 (62.50%)27 out of 48 (56.25%)
Gain/Loss Ratio1.361.1
(*) Vanguard Communication Services ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks100.00%
Intl Stocks0.00%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap60.00%
Mid Cap40.00%
Small Cap0.00%
Stock Sectors
CategoryWeight
Basic Materials0.00%
Consumer Cyclical10.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities30.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology60.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsApr-194 months8 months-16.70%
2May-19May-191 month-13.04%
3Jan-16Jan-161 monthFeb-161 month2 months-6.03%
4Mar-18May-183 monthsAug-183 months6 months-2.98%
5Apr-17Jun-173 monthsSep-173 months6 months-2.60%
6Jan-17Jan-171 monthFeb-171 month2 months-1.43%
7Oct-16Oct-161 monthNov-161 month2 months-1.37%
8Apr-16Apr-161 monthMay-161 month2 months-0.61%
9Jun-16Jun-161 monthJul-161 month2 months-0.29%
10Oct-17Oct-171 monthNov-171 month2 months-0.09%