Beacon Health

Beacon Accounts: Sector

Summary

The Beacon Health Account focuses broadly on the medical and health-care industries. The portfolio manager invests in a range of companies, spanning pharmaceutical, biotechnology, and medical-device makers to HMOs, hospitals, and nursing homes. A few portfolios concentrate on just one industry segment, such as service providers or biotechnology firms. The account is primarily interested in long-term capital appreciation, and the manager may include companies based in the both the U.S. and abroad.

Benchmark: S&P Composite 1500 Health Care (Sector)

Core Facts

Asset Class Sector
Category Health
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B034
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
Merit Medical Systems, Inc.-34.431.5622.22
ICU Medical, Inc.-201.507.0026.78
Quidel Corporation-71.603.1125.39
iRhythm Technologies, Inc.-106.80-1.52-49.49
Cardiovascular Systems, Inc.-54.600.18281.72
Atrion Corporation0.87%300.00--
Nevro Corp.-115.56-2.89-40.59
DexCom, Inc.-229.631.82130.38
Teleflex Incorporated0.36%408.4512.6929.84
Align Technology, Inc.-292.476.5045.13
WellCare Health Plans, Inc.-329.6217.0419.74
Zoetis Inc.0.60%141.334.0233.72
IQVIA Holdings Inc.-177.887.2521.97
Anthem, Inc.1.04%344.2122.7013.56
Eli Lilly and Company2.21%133.086.7820.35
Centene Corporation-73.654.8013.43
Thermo Fisher Scientific Inc.0.23%341.0013.6124.15
AbbVie Inc.5.27%95.189.499.38
Amgen Inc.2.69%235.4816.0714.83
Medtronic plc1.85%124.956.0319.67
Abbott Laboratories1.67%95.683.6023.71
Merck & Co., Inc.2.75%99.065.5916.02
UnitedHealth Group Incorporated1.46%322.5216.4417.95
Johnson & Johnson2.64%156.639.0915.96
Cigna Corporation0.02%235.0418.5811.32
Humana Inc.0.59%380.3518.6419.53

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 Date1/1/17
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Health Care Inv
Portfolio Performance
MetricBeacon HealthVanguard Health Care Inv
Start Balance$10,000 $10,000
End Balance$21,944 $14,873
End Balance (inflation adjusted)$20,617 $13,974
CAGR29.95%14.15%
CAGR (inflation adjusted)27.27%11.80%
Stdev14.72%13.76%
Best Year42.23%22.93%
Worst Year18.12%1.15%
Max. Drawdown-11.81%-11.39%
Sharpe Ratio1.760.91
Sortino Ratio3.321.51
US Stock Market Correlation0.790.81
Risk and Return Metrics
MetricBeacon HealthVanguard Health Care Inv
Arithmetic Mean (monthly)2.29%1.19%
Arithmetic Mean (annualized)31.29%15.19%
Geometric Mean (monthly)2.21%1.11%
Geometric Mean (annualized)29.95%14.15%
Volatility (monthly)4.25%3.97%
Volatility (annualized)14.72%13.76%
Downside Deviation (monthly)2.19%2.34%
Max. Drawdown-11.81%-11.39%
US Market Correlation0.790.81
Beta (*)0.961
Alpha (annualized)13.92%0.00%
R Squared79.94%100.00%
Sharpe Ratio1.760.91
Sortino Ratio3.321.51
Treynor Ratio (%)27.0812.6
Calmar Ratio2.541.24
Active Return15.80%N/A
Tracking Error6.62%N/A
Information Ratio2.39N/A
Skewness-0.69-0.46
Excess Kurtosis0.380.17
Historical Value-at-Risk (5%)-8.20%-7.90%
Analytical Value-at-Risk (5%)-4.64%-5.35%
Conditional Value-at-Risk (5%)-8.42%-8.65%
Upside Capture Ratio (%)131.05100
Downside Capture Ratio (%)51.84100
Safe Withdrawal Rate54.87%41.17%
Perpetual Withdrawal Rate21.43%10.56%
Positive Periods27 out of 36 (75.00%)24 out of 36 (66.67%)
Gain/Loss Ratio1.221.09
(*) Vanguard Health Care Inv 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 Cap72.96%
Mid Cap15.36%
Small Cap11.68%
Stock Sectors
CategoryWeight
Basic Materials0.00%
Consumer Cyclical0.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare96.16%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Capital Goods3.84%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsJun-196 months9 months-11.81%
2Jul-19Sep-193 monthsNov-192 months5 months-4.75%
3Feb-18Feb-181 monthApr-182 months3 months-3.01%
4Dec-17Dec-171 monthJan-181 month2 months-2.34%