Explorer Large Cap Blend

Explorer Accounts: U.S. Equity

Summary

The Explorer Large Cap Blend Account represents the overall US stock market in size, growth rates and price. Stocks in the top 70% of the capitalization of the US equity market are defined as large cap. Through this account, neither growth nor value characteristics predominate. Instead, it invests across the spectrum of US industries. Its broad exposure often leads to results that are similar to those of the S&P 500 Index.

Benchmark: S&P 500

Core Facts

Asset Class U.S. Equity
Category Large Cap Blend
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.35%
Minimum investment [4] $1000 US
Account number E067
Account manager Galleon Wealth Management
Region North America/US
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
NIKE, Inc.0.97%109.783.4929.27
Berkshire Hathaway Inc.-247.3310.6621.43
Visa Inc.0.62%210.217.2327.02
Johnson & Johnson2.62%156.639.0916.03
Alphabet Inc.-1,520.2054.3226.50
JPMorgan Chase & Co.2.65%135.5610.6512.88
Facebook, Inc.-240.869.1824.17
Amazon.com, Inc.-2,167.6126.8570.44
Microsoft Corporation1.26%168.386.0626.94
Apple Inc.0.99%280.7315.0521.06

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.

Performance

Overview       
Start Date1/1/13
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard 500 Index Admiral
Portfolio Performance
MetricExplorer Large Cap BlendVanguard 500 Index Admiral
Start Balance$10,000.00$10,000.00
End Balance$74,844.00$26,105.00
End Balance (inflation adjusted)$66,871.00$23,325.00
CAGR33.32%14.69%
CAGR (inflation adjusted)31.19%12.86%
Stdev14.87%11.11%
Best Year69.89%32.33%
Worst Year6.20%-4.43%
Max. Drawdown-15.51%-13.53%
Sharpe Ratio1.981.23
Sortino Ratio4.272.03
US Stock Market Correlation0.861
Risk and Return Metrics
MetricExplorer Large Cap BlendVanguard 500 Index Admiral
Arithmetic Mean (monthly)2.51%1.20%
Arithmetic Mean (annualized)34.72%15.39%
Geometric Mean (monthly)2.43%1.15%
Geometric Mean (annualized)33.32%14.69%
Volatility (monthly)4.29%3.21%
Volatility (annualized)14.87%11.11%
Downside Deviation (monthly)1.95%1.91%
Max. Drawdown-15.51%-13.53%
US Market Correlation0.861
Beta (*)1.161
Alpha (annualized)13.49%0.00%
R Squared74.99%100.00%
Sharpe Ratio1.981.23
Sortino Ratio4.272.03
Treynor Ratio (%)25.3913.64
Calmar Ratio2.211.13
Active Return18.62%N/A
Tracking Error7.64%N/A
Information Ratio2.44N/A
Skewness-0.27-0.61
Excess Kurtosis0.061.07
Historical Value-at-Risk (5%)-5.80%-5.77%
Analytical Value-at-Risk (5%)-4.53%-4.08%
Conditional Value-at-Risk (5%)-7.42%-7.07%
Upside Capture Ratio (%)169.31100
Downside Capture Ratio (%)82.92100
Safe Withdrawal Rate40.46%23.61%
Perpetual Withdrawal Rate23.77%11.40%
Positive Periods61 out of 84 (72.62%)63 out of 84 (75.00%)
Gain/Loss Ratio1.670.86
(*) Vanguard 500 Index Admiral 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 Cyclical33.30%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare5.55%
Utilities0.00%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology44.50%
Miscellaneous11.10%
Capital Goods5.55%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct-18Dec-183 monthsMar-193 months6 months-15.51%
2Feb-18Mar-182 monthsJun-183 months5 months-7.95%
3May-19May-191 monthJul-192 months3 months-7.66%
4Jan-16Feb-162 monthsMar-161 month3 months-6.89%
5Aug-15Sep-152 monthsOct-151 month3 months-6.28%
6Dec-14Jan-152 monthsFeb-151 month3 months-3.50%
7Mar-15Mar-151 monthMay-152 months3 months-2.45%
8Jun-17Jun-171 monthJul-171 month2 months-2.40%
9Mar-14Mar-141 monthMay-142 months3 months-2.04%
10Oct-16Oct-161 monthNov-161 month2 months-1.44%
Rolling Returns
YearExplorer Large Cap Blend 3-year annualized returnExplorer Large Cap Blend 5-year annualized returnExplorer Large Cap Blend 7-year annualized returnVanguard 500 Index Admiral 3-year annualized returnVanguard 500 Index Admiral 5-year annualized returnVanguard 500 Index Admiral 7-year annualized return
201535.19%N/AN/A15.09%N/AN/A
201622.02%N/AN/A8.84%N/AN/A
201727.62%34.34%N/A11.38%15.75%N/A
201823.44%22.29%N/A9.22%8.46%N/A
201934.35%28.87%33.32%15.23%11.66%14.69%