Beacon Consumer Defensive

Beacon Accounts: Sector

Summary

The Beacon Consumer Defensive Account seeks capital appreciation by investing in equity securities of U.S. or non-U.S. companies that are engaged in the manufacturing, sales, or distribution of consumer staples. The portfolio manager seeks primarily long-term capital appreciation. The account invests substantially all (at least 60%) of its net assets in the securities of Consumer Products Companies that have large capitalizations.

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

Core Facts

Asset Class Sector
Category Consumer Defensive
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B028
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
Walmart Inc.1.83%130.485.2222.30
Walgreens Boots Alliance, Inc.3.28%56.446.088.92
PepsiCo, Inc.2.84%139.675.9522.61
NIKE, Inc.0.97%109.783.5028.83
Mondelez International, Inc.2.11%61.002.6520.47
Costco Wholesale Corporation0.89%308.839.3131.93
Colgate-Palmolive Company2.48%71.472.9923.46
Altria Group, Inc.6.71%54.184.4411.31
The Coca-Cola Company2.94%59.242.2524.68
The Procter & Gamble Company2.44%128.205.2323.70

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 Consumer Staples ETF
Portfolio Performance
MetricBeacon Consumer DefensiveVanguard Consumer Staples ETF
Start Balance$10,000 $10,000
End Balance$44,648 $36,586
End Balance (inflation adjusted)$36,526 $29,930
CAGR14.57%12.51%
CAGR (inflation adjusted)12.50%10.48%
Stdev11.39%11.02%
Best Year31.71%28.02%
Worst Year-2.07%-7.79%
Max. Drawdown-12.03%-14.38%
Sharpe Ratio1.211.08
Sortino Ratio2.211.79
US Stock Market Correlation0.720.75
Risk and Return Metrics
MetricBeacon Consumer DefensiveVanguard Consumer Staples ETF
Arithmetic Mean (monthly)1.19%1.04%
Arithmetic Mean (annualized)15.30%13.19%
Geometric Mean (monthly)1.14%0.99%
Geometric Mean (annualized)14.57%12.51%
Volatility (monthly)3.29%3.18%
Volatility (annualized)11.39%11.02%
Downside Deviation (monthly)1.78%1.91%
Max. Drawdown-12.03%-14.38%
US Market Correlation0.720.75
Beta (*)0.981
Alpha (annualized)2.12%0.00%
R Squared89.90%100.00%
Sharpe Ratio1.211.08
Sortino Ratio2.211.79
Treynor Ratio (%)14.0811.93
Calmar Ratio1.090.74
Active Return2.06%N/A
Tracking Error3.63%N/A
Information Ratio0.57N/A
Skewness-0.28-0.62
Excess Kurtosis0.030.41
Historical Value-at-Risk (5%)-4.40%-5.09%
Analytical Value-at-Risk (5%)-4.17%-4.20%
Conditional Value-at-Risk (5%)-6.50%-7.05%
Upside Capture Ratio (%)103.95100
Downside Capture Ratio (%)90.4100
Safe Withdrawal Rate18.45%16.86%
Perpetual Withdrawal Rate11.11%9.49%
Positive Periods83 out of 132 (62.88%)83 out of 132 (62.88%)
Gain/Loss Ratio1.461.3
(*) Vanguard Consumer Staples 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 Materials10.00%
Consumer Cyclical20.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive60.00%
Healthcare10.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan-09Feb-092 monthsMay-093 months5 months-12.03%
2Feb-18May-184 monthsSep-184 months8 months-11.51%
3Apr-10Jun-103 monthsSep-103 months6 months-9.03%
4Dec-18Dec-181 monthMar-193 months4 months-8.09%
5Dec-13Jan-142 monthsApr-143 months5 months-5.87%
6Aug-15Aug-151 monthOct-152 months3 months-5.67%
7Sep-16Nov-163 monthsFeb-173 months6 months-5.38%
8Jun-17Oct-175 monthsNov-171 month6 months-4.53%
9Jun-11Sep-114 monthsNov-112 months6 months-4.33%
10May-19May-191 monthJun-191 month2 months-3.83%
Rolling Returns
YearBeacon Consumer Defensive 3-year annualized returnBeacon Consumer Defensive 5-year annualized returnBeacon Consumer Defensive 7-year annualized returnBeacon Consumer Defensive 10-year annualized returnVanguard Consumer Staples ETF 3-year annualized returnVanguard Consumer Staples ETF 5-year annualized returnVanguard Consumer Staples ETF 7-year annualized return
201116.59%N/AN/AN/A14.92%N/AN/A
201213.89%N/AN/AN/A13.07%N/AN/A
201318.66%18.71%N/AN/A17.31%16.62%N/A
201420.77%18.16%N/AN/A18.12%16.50%N/A
201519.07%16.45%17.12%N/A16.25%14.65%14.92%
20169.96%14.62%14.54%N/A9.26%13.14%13.41%
20178.98%15.08%14.38%N/A7.95%13.31%13.02%
20185.40%8.46%12.16%13.47%3.11%6.11%9.70%
201912.51%9.84%13.95%13.93%9.15%7.90%11.72%