Beacon Industrials

Beacon Accounts: Sector

Summary

The Beacon Industrials Account seeks capital appreciation by investing in the equity securities of both U.S. and non-U.S. companies that are engaged in services related to cyclical industries. This includes companies in aerospace and defense, automotive, chemicals, construction, environmental services, machinery, paper, and transportation. The account is primarily concerned with growth, and secondarily with dividend yield. While the portfolio manager looks for companies that match the current economic cycle, its goal is to invest in companies that might benefit from future changes in the economy, both domestic and abroad.

Benchmark: S&P Composite 1500 Industrials (Sector)

Core Facts

Asset Class Sector
Category Industrials
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B035
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
Roper Technologies, Inc.0.56%378.7313.7426.95
Cintas Corporation0.93%285.109.6428.93
Old Dominion Freight Line, Inc.0.36%184.738.4123.42
The Sherwin-Williams Company0.79%617.3524.3023.34
AMETEK, Inc.0.55%108.804.4222.80
Danaher Corporation0.44%163.385.3229.72
Raytheon Company1.66%232.6713.0017.42
Fidelity National Information Services, Inc.1.00%156.856.3422.39
Union Pacific Corporation2.16%185.929.4918.75
Honeywell International Inc.2.03%188.058.7920.33

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 Industrials ETF
Portfolio Performance
MetricBeacon IndustrialsVanguard Industrials ETF
Start Balance$10,000 $10,000
End Balance$78,927 $43,201
End Balance (inflation adjusted)$64,570 $35,342
CAGR20.66%14.23%
CAGR (inflation adjusted)18.48%12.16%
Stdev15.55%18.40%
Best Year44.94%41.91%
Worst Year-6.06%-14.00%
Max. Drawdown-20.66%-27.29%
Sharpe Ratio1.260.79
Sortino Ratio2.171.27
US Stock Market Correlation0.940.95
Risk and Return Metrics
MetricBeacon IndustrialsVanguard Industrials ETF
Arithmetic Mean (monthly)1.68%1.25%
Arithmetic Mean (annualized)22.09%16.14%
Geometric Mean (monthly)1.58%1.11%
Geometric Mean (annualized)20.66%14.23%
Volatility (monthly)4.49%5.31%
Volatility (annualized)15.55%18.40%
Downside Deviation (monthly)2.59%3.28%
Max. Drawdown-20.66%-27.29%
US Market Correlation0.940.95
Beta (*)0.821
Alpha (annualized)7.73%0.00%
R Squared94.96%100.00%
Sharpe Ratio1.260.79
Sortino Ratio2.171.27
Treynor Ratio (%)23.8114.53
Calmar Ratio1.290.6
Active Return6.43%N/A
Tracking Error4.77%N/A
Information Ratio1.35N/A
Skewness-0.45-0.21
Excess Kurtosis1.191.59
Historical Value-at-Risk (5%)-6.14%-8.05%
Analytical Value-at-Risk (5%)-5.68%-7.48%
Conditional Value-at-Risk (5%)-9.57%-11.78%
Upside Capture Ratio (%)101.06100
Downside Capture Ratio (%)72.48100
Safe Withdrawal Rate22.93%18.47%
Perpetual Withdrawal Rate15.60%10.84%
Positive Periods90 out of 132 (68.18%)90 out of 132 (68.18%)
Gain/Loss Ratio1.210.88
(*) Vanguard Industrials ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Portfolio Returns Based Style Analysis
Style CategoryBeacon IndustrialsVanguard Industrials ETF
Large-cap Value17.65%39.73%
Large-cap Growth41.88%0.00%
Mid-cap Value5.70%11.59%
Mid-cap Growth12.74%11.44%
Small-cap Value19.23%34.64%
Small-cap Growth2.80%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%2.59%
REITs0.00%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared88.83%92.15%
Style analysis is based on monthly returns from Jan 2009 to Dec 2019 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.
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 Cyclical10.52%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive5.26%
Healthcare5.26%
Utilities0.00%
Communication Services0.00%
Energy5.26%
Industrials0.00%
Technology0.00%
Capital Goods47.40%
Infrastructure15.78%
Miscellaneous10.52%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan-09Feb-092 monthsJun-094 months6 months-20.66%
2May-11Sep-115 monthsJan-124 months9 months-19.08%
3Oct-18Dec-183 monthsFeb-192 months5 months-16.24%
4May-10Jun-102 monthsOct-104 months6 months-11.48%
5Mar-15Sep-157 monthsOct-151 month8 months-8.20%
6Dec-15Jan-162 monthsMar-162 months4 months-6.90%
7Feb-18Apr-183 monthsJul-183 months6 months-6.58%
8Oct-09Oct-091 monthNov-091 month2 months-5.28%
9May-19May-191 monthJun-191 month2 months-4.54%
10May-12May-121 monthAug-123 months4 months-4.17%
Rolling Returns
YearBeacon Industrials 3-year annualized returnBeacon Industrials 5-year annualized returnBeacon Industrials 7-year annualized returnBeacon Industrials 10-year annualized returnVanguard Industrials ETF 3-year annualized returnVanguard Industrials ETF 5-year annualized returnVanguard Industrials ETF 7-year annualized return
201121.13%N/AN/AN/A14.93%N/AN/A
201220.51%N/AN/AN/A13.36%N/AN/A
201325.16%25.77%N/AN/A17.54%20.33%N/A
201427.44%24.28%N/AN/A21.72%17.53%N/A
201519.78%18.38%20.70%N/A14.10%11.19%14.88%
201612.32%20.20%20.05%N/A8.01%15.94%14.66%
201717.75%22.56%20.74%N/A12.16%16.78%13.89%
201814.77%12.38%17.94%18.89%7.94%5.65%11.83%
201920.96%16.50%20.25%20.32%10.76%9.56%13.52%