Beacon Consumer Cyclical

Beacon Accounts: Sector

Summary

The Beacon Consumer Cyclical Account seeks capital appreciation by investing in equity securities of U.S. or non-U.S. companies in the consumer cyclical sector. The portfolio manager strives for (1) tax-efficiency through long-term capital gains; and (2) ultra-low annual management fees. The account primarily invests in large and mid-size companies, but will also include small capitalization companies.

Benchmark: S&P 500 Consumer Discretionary (Sector) (TR)

Core Facts

Asset Class Sector
Category Consumer Cyclical
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B027
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
Tesla, Inc.-323.865.8681.60
General Motors Company4.39%47.946.365.45
Target Corporation2.14%136.336.9318.00
Booking Holdings Inc.-2,108.21114.2518.27
Lowe's Companies, Inc.1.81%132.526.6818.11
Starbucks Corporation1.84%95.483.4326.29
NIKE, Inc.0.97%109.783.5028.83
McDonald's Corporation2.49%224.008.4724.47
The Home Depot, Inc.2.48%233.3910.5621.23
Amazon.com, Inc.-2,170.2227.0069.75

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 Date1/1/11
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Consumer Discretionary ETF
Portfolio Performance
MetricBeacon Consumer CyclicalVanguard Consumer Discretionary ETF
Start Balance$10,000.00 $10,000.00
End Balance$67,795.00 $35,227.00
End Balance (inflation adjusted)$57,824.00 $30,046.00
CAGR23.70%15.02%
CAGR (inflation adjusted)21.53%13.00%
Stdev14.37%13.75%
Best Year71.96%43.65%
Worst Year1.35%-2.30%
Max. Drawdown-9.94%-16.29%
Sharpe Ratio1.521.05
Sortino Ratio3.241.79
US Stock Market Correlation0.780.94
Risk and Return Metrics
MetricBeacon Consumer CyclicalVanguard Consumer Discretionary ETF
Arithmetic Mean (monthly)1.87%1.25%
Arithmetic Mean (annualized)24.92%16.08%
Geometric Mean (monthly)1.79%1.17%
Geometric Mean (annualized)23.70%15.02%
Volatility (monthly)4.15%3.97%
Volatility (annualized)14.37%13.75%
Downside Deviation (monthly)1.92%2.30%
Max. Drawdown-9.94%-16.29%
US Market Correlation0.780.94
Beta (*)0.91
Alpha (annualized)8.93%0.00%
R Squared74.44%100.00%
Sharpe Ratio1.521.05
Sortino Ratio3.241.79
Treynor Ratio (%)24.2414.4
Calmar Ratio2.850.93
Active Return8.68%N/A
Tracking Error7.39%N/A
Information Ratio1.17N/A
Skewness0.23-0.25
Excess Kurtosis0.590.8
Historical Value-at-Risk (5%)-5.14%-6.24%
Analytical Value-at-Risk (5%)-4.84%-5.28%
Conditional Value-at-Risk (5%)-6.84%-8.18%
Upside Capture Ratio (%)115.38100
Downside Capture Ratio (%)69.57100
Safe Withdrawal Rate26.16%19.89%
Perpetual Withdrawal Rate17.72%11.51%
Positive Periods77 out of 108 (71.30%)69 out of 108 (63.89%)
Gain/Loss Ratio1.331.29
(*) Vanguard Consumer Discretionary 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 Cap100.00%
Mid Cap0.00%
Small Cap0.00%
Stock Sectors
CategoryWeight
Basic Materials0.00%
Consumer Cyclical60.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive10.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Capital Goods20.00%
Miscellaneous10.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1May-12Jul-123 monthsNov-124 months7 months-9.94%
2Aug-11Sep-112 monthsOct-111 month3 months-8.60%
3May-19May-191 monthJun-191 month2 months-8.60%
4Feb-18Mar-182 monthsJun-183 months5 months-7.20%
5Dec-15Jan-162 monthsApr-163 months5 months-7.11%
6Mar-14Apr-142 monthsAug-144 months6 months-6.96%
7Oct-18Dec-183 monthsJan-191 month4 months-6.37%
8Aug-16Oct-163 monthsJan-173 months6 months-6.06%
9Jan-14Jan-141 monthFeb-141 month2 months-4.56%
10May-16Jun-162 monthsJul-161 month3 months-3.92%
Rolling Returns
YearBeacon Consumer Cyclical 3-year annualized returnBeacon Consumer Cyclical 5-year annualized returnBeacon Consumer Cyclical 7-year annualized returnVanguard Consumer Discretionary ETF 3-year annualized returnVanguard Consumer Discretionary ETF 5-year annualized returnVanguard Consumer Discretionary ETF 7-year annualized return
201333.54%N/AN/A22.87%N/AN/A
201435.73%N/AN/A25.15%N/AN/A
201535.79%28.23%N/A18.68%16.64%N/A
201613.85%26.54%N/A7.49%17.32%N/A
201719.11%27.01%24.27%11.67%16.98%16.02%
201812.93%15.96%24.40%8.59%8.30%15.04%
201924.49%20.14%25.47%15.21%11.64%15.41%