Beacon Equity Energy

Beacon Accounts: Sector

Summary

The Beacon Equity Energy Account invests primarily in equity securities of U.S. or non-U.S. companies that conduct business primarily in energy-related industries. The portfolio manager focuses on companies in alternative energy, coal, exploration, oil and gas services, pipelines, natural gas services, and refineries.

Benchmark: S&P Composite 1500 Energy (Sector) (TR)

Core Facts

Asset Class Sector
Category Equity Energy
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B030
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
Galp Energia, SGPS, S.A.4.03%-0.7012.37
TOTAL S.A.5.26%69.295.609.90
Valero Energy Corporation3.87%109.009.899.80
Suncor Energy Inc.3.82%49.713.0514.69
Phillips 663.46%128.3810.629.87
Marathon Petroleum Corporation3.62%79.817.328.23
Diamondback Energy, Inc.0.78%124.298.9210.34
ConocoPhillips Company2.59%74.143.5718.32
Chevron Corporation4.04%136.086.7517.25
BP p.l.c.6.33%7.99--

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 Date1/1/13
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Energy Inv
Portfolio Performance
MetricBeacon Equity EnergyVanguard Energy Inv
Start Balance$10,000 $10,000
End Balance$24,674 $10,240
End Balance (inflation adjusted)$22,045 $9,149
CAGR13.77%0.34%
CAGR (inflation adjusted)11.96%-1.26%
Stdev18.39%18.11%
Best Year53.38%33.10%
Worst Year-8.91%-21.50%
Max. Drawdown-25.41%-43.37%
Sharpe Ratio0.750.07
Sortino Ratio1.250.1
US Stock Market Correlation0.690.67
Risk and Return Metrics
MetricBeacon Equity EnergyVanguard Energy Inv
Arithmetic Mean (monthly)1.22%0.16%
Arithmetic Mean (annualized)15.66%1.97%
Geometric Mean (monthly)1.08%0.03%
Geometric Mean (annualized)13.77%0.34%
Volatility (monthly)5.31%5.23%
Volatility (annualized)18.39%18.11%
Downside Deviation (monthly)3.16%3.56%
Max. Drawdown-25.41%-43.37%
US Market Correlation0.690.67
Beta (*)0.881
Alpha (annualized)12.91%0.00%
R Squared75.41%100.00%
Sharpe Ratio0.750.07
Sortino Ratio1.250.1
Treynor Ratio (%)15.731.2
Calmar Ratio0.33-0.05
Active Return13.43%N/A
Tracking Error9.37%N/A
Information Ratio1.43N/A
Skewness-0.160.06
Excess Kurtosis-0.24-0.27
Historical Value-at-Risk (5%)-8.16%-9.36%
Analytical Value-at-Risk (5%)-7.49%-8.43%
Conditional Value-at-Risk (5%)-10.11%-10.11%
Upside Capture Ratio (%)118.72100
Downside Capture Ratio (%)68.31100
Safe Withdrawal Rate25.48%13.43%
Perpetual Withdrawal Rate10.68%0.00%
Positive Periods50 out of 84 (59.52%)42 out of 84 (50.00%)
Gain/Loss Ratio1.211.06
(*) Vanguard Energy Inv is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Aug-18May-1910 months-25.41%
2Sep-14Feb-161 year 6 monthsNov-169 months2 years 3 months-20.55%
3Feb-18Feb-181 monthApr-182 months3 months-6.02%
4Jun-13Jun-131 monthJul-131 month2 months-5.70%
5Jan-17Jun-176 monthsSep-173 months9 months-5.16%
6Jan-14Jan-141 monthMar-142 months3 months-4.72%
7Apr-13Apr-131 monthMay-131 month2 months-3.47%
8Jul-14Jul-141 monthAug-141 month2 months-1.80%
9Jun-18Jun-181 monthJul-181 month2 months-0.84%
Rolling Returns
YearBeacon Equity Energy 3-year annualized returnBeacon Equity Energy 5-year annualized returnBeacon Equity Energy 7-year annualized returnVanguard Energy Inv 3-year annualized returnVanguard Energy Inv 5-year annualized returnVanguard Energy Inv 7-year annualized return
201517.27%N/AN/A-7.36%N/AN/A
20168.20%N/AN/A-3.60%N/AN/A
201714.97%18.64%N/A2.53%1.77%N/A
20189.91%6.90%N/A4.39%-5.20%N/A
20198.29%9.79%13.77%-1.09%0.22%0.34%