Beacon Equity Precious Metals

Beacon Accounts: Sector

Summary

The Beacon Precious Metals Account invests primarily in mining stocks of gold, silver, platinum, and palladium producers. It also invests directly in bullion, metals ETFs, and metals-related companies. The portfolio manager may periodically over-weight the account with gold-mining stocks, but it will also have significant exposure to silver-, platinum-, and base-metal-mining stocks as well. Precious-metals companies are typically based in North America, Australia, or South Africa.

Benchmark: S&P GSCI Precious Metals

Core Facts

Asset Class Sector
Category Equity Precious Metals
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B031
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
Pan American Silver Corp.0.64%19.320.6247.48
Wheaton Precious Metals Corp.1.30%27.200.5269.75
Kinross Gold Corporation-4.220.1345.62
AngloGold Ashanti Limited0.30%10.890.9233,575.00
Barrick Gold Corporation1.14%13.810.4947.53
Newmont Corporation1.33%47.361.9122.13
SPDR Gold Shares0.00%---
iShares Silver Trust0.00%---
Aberdeen Standard Physical Platinum Shares ETF0.00%---
Aberdeen Standard Physical Palladium Shares ETF0.00%-818.440.24

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
BenchmarkiShares MSCI Global Gold Miners ETF
Portfolio Performance
MetricBeacon Equity Precious MetalsiShares MSCI Global Gold Miners ETF
Start Balance$10,000 $10,000
End Balance$19,517 $6,670
End Balance (inflation adjusted)$17,438 $5,959
CAGR10.02%-5.62%
CAGR (inflation adjusted)8.27%-7.13%
Stdev29.41%38.56%
Best Year64.07%58.70%
Worst Year-36.14%-52.07%
Max. Drawdown-41.48%-71.69%
Sharpe Ratio0.440.02
Sortino Ratio0.760.03
US Stock Market Correlation-0.04-0.04
Risk and Return Metrics
MetricBeacon Equity Precious MetalsiShares MSCI Global Gold Miners ETF
Arithmetic Mean (monthly)1.14%0.12%
Arithmetic Mean (annualized)14.62%1.43%
Geometric Mean (monthly)0.80%-0.48%
Geometric Mean (annualized)10.02%-5.62%
Volatility (monthly)8.49%11.13%
Volatility (annualized)29.41%38.56%
Downside Deviation (monthly)4.88%7.30%
Max. Drawdown-41.48%-71.69%
US Market Correlation-0.04-0.04
Beta (*)0.711
Alpha (annualized)12.72%0.00%
R Squared86.30%100.00%
Sharpe Ratio0.440.02
Sortino Ratio0.760.03
Treynor Ratio (%)18.290.66
Calmar Ratio1.730.45
Active Return15.65%N/A
Tracking Error15.65%N/A
Information Ratio1N/A
Skewness0.620.55
Excess Kurtosis1.121.29
Historical Value-at-Risk (5%)-12.64%-18.47%
Analytical Value-at-Risk (5%)-12.61%-18.19%
Conditional Value-at-Risk (5%)-15.10%-21.00%
Upside Capture Ratio (%)77.84100
Downside Capture Ratio (%)60.65100
Safe Withdrawal Rate12.58%5.98%
Perpetual Withdrawal Rate7.64%0.00%
Positive Periods48 out of 84 (57.14%)41 out of 84 (48.81%)
Gain/Loss Ratio1.091.05
(*) iShares MSCI Global Gold Miners ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan-13Oct-141 year 10 monthsApr-161 year 6 months3 years 4 months-41.48%
2Aug-16Dec-165 monthsJan-192 years 1 month2 years 6 months-22.98%
3May-16May-161 monthJun-161 month2 months-7.06%
4Sep-19Sep-191 monthDec-193 months4 months-6.77%
5Mar-19May-193 monthsJun-191 month4 months-4.82%
Rolling Returns
YearBeacon Equity Precious Metals 3-year annualized returnBeacon Equity Precious Metals 5-year annualized returnBeacon Equity Precious Metals 7-year annualized returniShares MSCI Global Gold Miners ETF 3-year annualized returniShares MSCI Global Gold Miners ETF 5-year annualized returniShares MSCI Global Gold Miners ETF 7-year annualized return
2015-12.73%N/AN/A-33.60%N/AN/A
201619.53%N/AN/A-1.03%N/AN/A
201728.95%5.54%N/A9.07%-12.52%N/A
201828.22%17.02%N/A14.96%-1.48%N/A
201921.41%26.16%10.02%12.80%11.06%-5.62%