Beacon Financial

Beacon Accounts: Sector

Summary

The Beacon Financial Account seek capital appreciation by investing primarily in equity securities of U.S. or non-U.S. financial-services companies, including banks, brokerage firms, insurance companies, and consumer credit providers. The account strives for mid-to-long-term growth. The portfolio manager actively manages the account based on the current economic cycle, and considers various factors, such as interest rates, unemployment, and other leading economic indicators.

Benchmark: S&P Composite 1500 Financials (Sector)

Core Facts

Asset Class Sector
Category Financial
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B032
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
Berkshire Hathaway Inc.-247.3310.6621.26
Mastercard Incorporated0.52%324.159.0434.42
Visa Inc.0.63%208.617.2326.80
CME Group Inc.1.46%215.147.3727.83
The Goldman Sachs Group, Inc.2.10%253.3623.9310.12
American Express Company1.37%132.578.9914.16
U.S. Bancorp2.95%60.174.4112.85
Citigroup Inc.2.57%89.108.379.47
Bank of America Corporation2.06%36.743.0111.54
JPMorgan Chase & Co.2.63%135.0910.6512.78

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.

Overiew       
Start Date1/1/09
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Financials ETF
Portfolio Performance
MetricBeacon FinancialVanguard Financials ETF
Start Balance$10,000 $10,000
End Balance$58,488 $36,473
End Balance (inflation adjusted)$47,848 $29,838
CAGR17.42%12.48%
CAGR (inflation adjusted)15.29%10.45%
Stdev20.51%20.03%
Best Year43.10%32.85%
Worst Year-10.66%-14.31%
Max. Drawdown-29.72%-36.50%
Sharpe Ratio0.860.67
Sortino Ratio1.451.01
US Stock Market Correlation0.850.9
Risk and Return Metrics
MetricBeacon FinancialVanguard Financials ETF
Arithmetic Mean (monthly)1.52%1.15%
Arithmetic Mean (annualized)19.85%14.76%
Geometric Mean (monthly)1.35%0.99%
Geometric Mean (annualized)17.42%12.48%
Volatility (monthly)5.92%5.78%
Volatility (annualized)20.51%20.03%
Downside Deviation (monthly)3.52%3.78%
Max. Drawdown-29.72%-36.50%
US Market Correlation0.850.9
Beta (*)0.981
Alpha (annualized)4.62%0.00%
R Squared92.22%100.00%
Sharpe Ratio0.860.67
Sortino Ratio1.451.01
Treynor Ratio (%)18.0113.33
Calmar Ratio1.280.6
Active Return4.93%N/A
Tracking Error5.73%N/A
Information Ratio0.86N/A
Skewness-0.01-0.56
Excess Kurtosis3.432.96
Historical Value-at-Risk (5%)-9.22%-8.62%
Analytical Value-at-Risk (5%)-8.53%-8.35%
Conditional Value-at-Risk (5%)-12.14%-13.49%
Upside Capture Ratio (%)107.71100
Downside Capture Ratio (%)90.3100
Safe Withdrawal Rate19.61%15.13%
Perpetual Withdrawal Rate13.27%9.46%
Positive Periods87 out of 132 (65.91%)81 out of 132 (61.36%)
Gain/Loss Ratio1.041.07
(*) Vanguard Financials 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 Cyclical0.00%
Financial Services83.34%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Miscellaneous16.66%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan-09Feb-092 monthsApr-092 months4 months-29.72%
2May-10Sep-111 year 5 monthsFeb-125 months1 year 10 months-21.54%
3Aug-15Feb-167 monthsNov-169 months1 year 4 months-16.93%
4Sep-18Dec-184 monthsApr-194 months8 months-13.69%
5Apr-12May-122 monthsSep-124 months6 months-11.07%
6Jan-15Jan-151 monthMay-154 months5 months-8.48%
7Feb-18Mar-182 monthsAug-185 months7 months-6.09%
8May-19May-191 monthJun-191 month2 months-6.04%
9Mar-17May-173 monthsJun-171 month4 months-4.40%
10Aug-13Aug-131 monthOct-132 months3 months-4.35%
Rolling Returns
YearBeacon Financial 3-year annualized returnBeacon Financial 5-year annualized returnBeacon Financial 7-year annualized returnBeacon Financial 10-year annualized returnVanguard Financials ETF 3-year annualized returnVanguard Financials ETF 5-year annualized returnVanguard Financials ETF 7-year annualized return
20119.79%N/AN/AN/A4.00%N/AN/A
20129.44%N/AN/AN/A7.49%N/AN/A
201320.82%21.17%N/AN/A12.85%13.53%N/A
201430.87%16.33%N/AN/A24.15%13.49%N/A
201517.44%14.82%16.75%N/A14.65%10.27%11.48%
201611.31%22.17%14.54%N/A12.30%18.89%12.89%
201715.09%19.89%17.28%N/A14.20%17.69%13.60%
201813.15%10.40%18.27%15.66%9.02%8.00%13.75%
201917.53%14.54%18.10%15.43%10.94%11.13%14.43%