Beacon Natural Resources

Beacon Accounts: Sector

Summary

The Beacon Natural Resources Account provides broad exposure to commodity-based industries such as energy, chemicals, minerals, and forest products both in the United States and outside of the United States. The portfolio manager does not concentrate on any specific industry. While the account strives to include companies from developed, developing, and emerging economies, the majority of stocks are typically U.S. based.

Benchmark: S&P North American Natural Resources Sector Index (TR)

Core Facts

Asset Class Sector
Category Natural Resources
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number B042
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
Linde PLC Registered Shares EO----
Ball Corporation0.93%76.502.9722.31
LyondellBasell Industries N.V.4.64%102.3611.337.89
PPG Industries, Inc.1.59%134.966.8418.73
Newmont Corporation1.33%47.691.9321.90
The Sherwin-Williams Company0.79%617.3524.3023.34
Ecolab Inc.1.00%200.936.5129.02
Air Products and Chemicals, Inc.2.03%250.5510.4722.16

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 Date1/1/11
End Date12/31/19
Initial Balance$10,000
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Materials ETF
Portfolio Performance
MetricBeacon Natural ResourcesVanguard Materials ETF
Start Balance$10,000 $10,000
End Balance$41,330 $19,322
End Balance (inflation adjusted)$35,251 $16,480
CAGR17.08%7.59%
CAGR (inflation adjusted)15.03%5.71%
Stdev14.22%17.21%
Best Year37.61%24.93%
Worst Year-0.48%-17.48%
Max. Drawdown-19.12%-28.05%
Sharpe Ratio1.140.48
Sortino Ratio2.30.73
US Stock Market Correlation0.760.89
Risk and Return Metrics
MetricBeacon Natural ResourcesVanguard Materials ETF
Arithmetic Mean (monthly)1.40%0.73%
Arithmetic Mean (annualized)18.21%9.17%
Geometric Mean (monthly)1.32%0.61%
Geometric Mean (annualized)17.08%7.59%
Volatility (monthly)4.10%4.97%
Volatility (annualized)14.22%17.21%
Downside Deviation (monthly)2.02%3.20%
Max. Drawdown-19.12%-28.05%
US Market Correlation0.760.89
Beta (*)0.731
Alpha (annualized)10.39%0.00%
R Squared78.72%100.00%
Sharpe Ratio1.140.48
Sortino Ratio2.30.73
Treynor Ratio (%)22.168.2
Calmar Ratio3.50.4
Active Return9.48%N/A
Tracking Error8.01%N/A
Information Ratio1.18N/A
Skewness0.57-0.07
Excess Kurtosis1.612.26
Historical Value-at-Risk (5%)-5.22%-8.31%
Analytical Value-at-Risk (5%)-5.32%-7.44%
Conditional Value-at-Risk (5%)-6.46%-11.11%
Upside Capture Ratio (%)98.2100
Downside Capture Ratio (%)52.7100
Safe Withdrawal Rate20.86%13.89%
Perpetual Withdrawal Rate13.06%5.40%
Positive Periods72 out of 108 (66.67%)64 out of 108 (59.26%)
Gain/Loss Ratio1.271.04
(*) Vanguard Materials 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 Materials71.44%
Consumer Cyclical28.56%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology0.00%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jun-15Sep-154 monthsApr-167 months11 months-19.12%
2Jun-11Sep-114 monthsNov-112 months6 months-16.92%
3Sep-14Oct-142 monthsJan-153 months5 months-7.12%
4Sep-16Oct-162 monthsJan-173 months5 months-6.36%
5Feb-18Oct-189 monthsNov-181 month10 months-5.42%
6Dec-18Dec-181 monthJan-191 month2 months-4.14%
7Mar-15Mar-151 monthApr-151 month2 months-4.04%
8May-19May-191 monthJun-191 month2 months-3.91%
9Jun-13Jun-131 monthJul-131 month2 months-3.80%
10Jan-14Jan-141 monthFeb-141 month2 months-3.22%
Rolling Returns
YearBeacon Natural Resources 3-year annualized returnBeacon Natural Resources 5-year annualized returnBeacon Natural Resources 7-year annualized returnVanguard Materials ETF 3-year annualized returnVanguard Materials ETF 5-year annualized returnVanguard Materials ETF 7-year annualized return
201320.60%N/AN/A9.85%N/AN/A
201423.86%N/AN/A15.76%N/AN/A
201512.38%15.85%N/A5.90%4.74%N/A
201611.87%17.80%N/A4.93%11.11%N/A
201713.63%15.47%17.09%10.54%12.30%9.57%
201812.90%11.36%15.70%7.46%3.36%8.14%
201918.95%14.97%15.91%8.05%6.61%8.94%