Beacon Technology

Beacon Accounts: Sector

Summary

The Beacon Technology Account invests in high-tech businesses in the U.S. or outside of the U.S. The portfolio manager concentrates on computer, semiconductor, software, networking, and Internet stocks. The primary goal is long-term capital appreciation. The account does not seek current income, which is characteristic of growth stocks in the technology sector.

Benchmark: S&P 500 Information Technology (Sector)

Core Facts

Asset Class Sector
Category Technology
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B039
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
Advanced Micro Devices, Inc.-40.571.1143.39
NVIDIA Corporation0.27%239.067.2333.79
Amazon.com, Inc.-2,167.6126.9569.88
Adobe Inc.-345.5811.6129.27
Microsoft Corporation1.26%166.976.0726.58
Apple Inc.1.02%278.8514.9720.73
salesforce.com, inc.-193.253.1058.13
Facebook, Inc.-240.869.1423.86
Xilinx, Inc.1.49%107.353.6027.63
Tesla, Inc.-328.345.8681.60

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 Date1/1/15
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Information Technology ETF
Portfolio Performance
MetricBeacon TechnologyVanguard Information Technology ETF
Start Balance$10,000 $10,000
End Balance$50,313 $24,942
End Balance (inflation adjusted)$45,974 $22,791
CAGR38.15%20.06%
CAGR (inflation adjusted)35.68%17.91%
Stdev20.69%16.09%
Best Year56.93%48.61%
Worst Year17.72%2.46%
Max. Drawdown-17.56%-17.34%
Sharpe Ratio1.631.16
Sortino Ratio3.322.09
US Stock Market Correlation0.850.88
Risk and Return Metrics
MetricBeacon TechnologyVanguard Information Technology ETF
Arithmetic Mean (monthly)2.90%1.64%
Arithmetic Mean (annualized)40.95%21.56%
Geometric Mean (monthly)2.73%1.53%
Geometric Mean (annualized)38.15%20.06%
Volatility (monthly)5.97%4.64%
Volatility (annualized)20.69%16.09%
Downside Deviation (monthly)2.89%2.53%
Max. Drawdown-17.56%-17.34%
US Market Correlation0.850.88
Beta (*)1.181
Alpha (annualized)11.69%0.00%
R Squared83.56%100.00%
Sharpe Ratio1.631.16
Sortino Ratio3.322.09
Treynor Ratio (%)28.7418.64
Calmar Ratio2.31.6
Active Return18.09%N/A
Tracking Error8.85%N/A
Information Ratio2.04N/A
Skewness-0.16-0.26
Excess Kurtosis0.02-0.37
Historical Value-at-Risk (5%)-9.50%-8.22%
Analytical Value-at-Risk (5%)-6.99%-6.00%
Conditional Value-at-Risk (5%)-10.21%-8.57%
Upside Capture Ratio (%)142.24100
Downside Capture Ratio (%)81.05100
Safe Withdrawal Rate43.70%28.27%
Perpetual Withdrawal Rate26.30%15.19%
Positive Periods43 out of 60 (71.67%)40 out of 60 (66.67%)
Gain/Loss Ratio1.381.2
(*) Vanguard Information Technology ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks90.91%
Intl Stocks9.09%
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 Cyclical9.09%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology72.73%
Capital Goods9.09%
Miscellaneous9.09%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsMar-193 months6 months-17.56%
2May-19May-191 monthJul-192 months3 months-11.47%
3Jan-16Feb-162 monthsApr-162 months4 months-10.77%
4Feb-18Mar-182 monthsMay-182 months4 months-7.22%
5Jun-15Aug-153 monthsOct-152 months5 months-4.45%
6Mar-15Mar-151 monthApr-151 month2 months-4.37%
7Jan-15Jan-151 monthFeb-151 month2 months-4.12%
8Aug-19Sep-192 monthsOct-191 month3 months-3.48%
9Nov-17Dec-172 monthsJan-181 month3 months-2.18%
10Jun-16Jun-161 monthJul-161 month2 months-0.97%
Rolling Returns
YearBeacon Technology 3-year annualized returnBeacon Technology 5-year annualized returnVanguard Information Technology ETF 3-year annualized returnVanguard Information Technology ETF 5-year annualized return
201739.65%N/A17.88%N/A
201835.72%N/A16.91%N/A
201940.47%38.15%27.79%20.06%