Beacon Miscellaneous Sector

Beacon Accounts: Sector

Summary

The Beacon Miscellaneous Sector Account invests in specific sectors that do not fit into regular existing sector categories, and for which not enough funds exist to merit the creation of a separate category. Examples include global water, solar power, clean energy, and alternative technologies.

Benchmark: S&P 500

Core Facts

Asset Class Sector
Category Miscellaneous Sector
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B037
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
Universal Display Corporation0.19%210.904.0753.08
Ballard Power Systems Inc.-4.00-0.06-197.33
SolarEdge Technologies, Inc.-93.694.7022.24
Danaher Corporation0.44%164.065.3229.72
Hannon Armstrong Sustainable Infrastructure Capital, Inc.4.20%32.281.4622.18
Ormat Technologies, Inc.0.59%75.752.1435.01
Meridian Energy Limited3.28%3.110.1242.17
Ameresco, Inc.-19.700.9620.35
Renewable Energy Group, Inc.-38.202.0312.45
Roper Technologies, Inc.0.56%378.7313.7426.95

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 Date1/1/16
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkSPDR S&P 500 ETF Trust
Portfolio Performance
MetricBeacon Miscellaneous SectorSPDR S&P 500 ETF Trust
Start Balance$10,000 $10,000
End Balance$27,561 $17,071
End Balance (inflation adjusted)$25,368 $15,713
CAGR28.85%14.31%
CAGR (inflation adjusted)26.20%11.96%
Stdev15.39%11.51%
Best Year69.35%31.22%
Worst Year0.90%-4.56%
Max. Drawdown-10.59%-13.52%
Sharpe Ratio1.661.11
Sortino Ratio3.391.7
US Stock Market Correlation0.81
Risk and Return Metrics
MetricBeacon Miscellaneous SectorSPDR S&P 500 ETF Trust
Arithmetic Mean (monthly)2.23%1.17%
Arithmetic Mean (annualized)30.29%15.05%
Geometric Mean (monthly)2.13%1.12%
Geometric Mean (annualized)28.85%14.31%
Volatility (monthly)4.44%3.32%
Volatility (annualized)15.39%11.51%
Downside Deviation (monthly)2.13%2.13%
Max. Drawdown-10.59%-13.52%
US Market Correlation0.81
Beta (*)1.031
Alpha (annualized)12.19%0.00%
R Squared59.63%100.00%
Sharpe Ratio1.661.11
Sortino Ratio3.391.7
Treynor Ratio (%)24.6612.81
Calmar Ratio3.721.12
Active Return14.54%N/A
Tracking Error9.79%N/A
Information Ratio1.49N/A
Skewness-0.15-0.91
Excess Kurtosis0.621.71
Historical Value-at-Risk (5%)-7.05%-6.67%
Analytical Value-at-Risk (5%)-4.98%-4.29%
Conditional Value-at-Risk (5%)-8.49%-7.85%
Upside Capture Ratio (%)142.72100
Downside Capture Ratio (%)63.31100
Safe Withdrawal Rate37.09%31.96%
Perpetual Withdrawal Rate20.76%10.68%
Positive Periods33 out of 48 (68.75%)39 out of 48 (81.25%)
Gain/Loss Ratio1.690.58
(*) SPDR S&P 500 ETF Trust is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsJan-191 month5 months-10.59%
2Jan-16Jan-161 monthApr-163 months4 months-8.73%
3Aug-16Oct-163 monthsJan-173 months6 months-7.46%
4Dec-17Feb-183 monthsMar-181 month4 months-2.27%
5Apr-18Apr-181 monthJul-183 months4 months-2.05%
6May-19May-191 monthJun-191 month2 months-1.86%
7Mar-19Mar-191 monthApr-191 month2 months-1.07%
8May-16Jun-162 monthsJul-161 month3 months-0.60%