Beacon Utilities

Beacon Accounts: Sector

Summary

The Beacon Utilities Account seeks capital appreciation by investing primarily in equity securities of U.S. or non-U.S. public utilities including electric, gas, and telephone-service providers. The portfolio manager normally invests primarily in common stocks. It invests at least 80% of assets in securities of companies principally engaged in the utilities industry and companies deriving a majority of their revenues from their utility operations. The fund invests in domestic and foreign issuers.

Benchmark: S&P Composite 1500 Utilities (Sector)

Core Facts

Asset Class Sector
Category Utilities
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B038
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
NextEra Energy, Inc.2.07%249.479.0626.88
Xcel Energy Inc.2.60%64.622.7822.53
American Electric Power Company, Inc.3.00%97.874.4021.44
Public Service Enterprise Group Incorporated3.24%65.363.4217.05
Consolidated Edison, Inc.3.40%90.254.5219.36
Sempra Energy2.58%159.467.1221.03
Exelon Corporation3.15%52.533.0815.02
Duke Energy Corporation4.18%96.005.1417.60
Dominion Energy, Inc.4.49%85.304.3818.74

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 Utilities ETF
Portfolio Performance
MetricBeacon UtilitiesVanguard Utilities ETF
Start Balance$10,000 $10,000
End Balance$39,221 $34,539
End Balance (inflation adjusted)$32,087 $28,256
CAGR13.23%11.93%
CAGR (inflation adjusted)11.18%9.90%
Stdev12.57%12.16%
Best Year30.68%26.99%
Worst Year-5.80%-4.82%
Max. Drawdown-11.88%-13.96%
Sharpe Ratio1.010.95
Sortino Ratio1.651.46
US Stock Market Correlation0.30.4
Risk and Return Metrics
MetricBeacon UtilitiesVanguard Utilities ETF
Arithmetic Mean (monthly)1.11%1.01%
Arithmetic Mean (annualized)14.11%12.75%
Geometric Mean (monthly)1.04%0.94%
Geometric Mean (annualized)13.23%11.93%
Volatility (monthly)3.63%3.51%
Volatility (annualized)12.57%12.16%
Downside Deviation (monthly)2.21%2.27%
Max. Drawdown-11.88%-13.96%
US Market Correlation0.30.4
Beta (*)1.011
Alpha (annualized)1.14%0.00%
R Squared94.73%100.00%
Sharpe Ratio1.010.95
Sortino Ratio1.651.46
Treynor Ratio (%)12.6711.54
Calmar Ratio1.391.08
Active Return1.30%N/A
Tracking Error2.89%N/A
Information Ratio0.45N/A
Skewness-0.51-0.82
Excess Kurtosis0.171.26
Historical Value-at-Risk (5%)-5.65%-5.88%
Analytical Value-at-Risk (5%)-4.84%-4.77%
Conditional Value-at-Risk (5%)-7.30%-7.66%
Upside Capture Ratio (%)105.22100
Downside Capture Ratio (%)99.43100
Safe Withdrawal Rate15.75%14.73%
Perpetual Withdrawal Rate10.06%9.01%
Positive Periods89 out of 132 (67.42%)89 out of 132 (67.42%)
Gain/Loss Ratio1.020.98
(*) Vanguard Utilities 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 Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities100.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb-15Jun-155 monthsMar-169 months1 year 2 months-11.88%
2Dec-17Feb-183 monthsNov-189 months1 year-11.38%
3Jul-16Nov-165 monthsFeb-173 months8 months-10.73%
4Feb-09Feb-091 monthJun-094 months5 months-9.78%
5May-13May-131 monthFeb-149 months10 months-9.13%
6Jul-14Jul-141 monthOct-143 months4 months-7.11%
7Jan-10May-105 monthsJul-102 months7 months-6.80%
8Aug-12Nov-124 monthsFeb-133 months7 months-6.11%
9Dec-18Dec-181 monthFeb-192 months3 months-4.23%
10Jan-12Jan-121 monthApr-123 months4 months-4.05%
Rolling Returns
YearBeacon Utilities 3-year annualized returnBeacon Utilities 5-year annualized returnBeacon Utilities 7-year annualized returnBeacon Utilities 10-year annualized returnVanguard Utilities ETF 3-year annualized returnVanguard Utilities ETF 5-year annualized returnVanguard Utilities ETF 7-year annualized return
201114.14%N/AN/AN/A12.33%N/AN/A
20129.16%N/AN/AN/A9.05%N/AN/A
201312.11%11.77%N/AN/A11.64%10.64%N/A
201415.30%14.28%N/AN/A14.10%13.60%N/A
201512.18%11.65%11.53%N/A11.56%10.96%10.44%
201613.17%11.20%11.64%N/A12.44%10.70%11.31%
20179.49%14.49%13.44%N/A7.97%12.93%12.10%
201813.59%12.53%11.30%12.15%11.34%10.78%10.02%
201915.77%11.47%14.49%12.87%13.59%10.41%13.28%