Explorer Large Cap Value

Explorer Accounts: U.S. Equity

Summary

The Explorer Large Cap Value Account invests primarily in large U.S. companies that are either less expensive, or growing at a slower pace as compared to other large-cap stocks. Stocks in the top 70% of the capitalization of the U.S. equity market are defined as large cap. Value is defined based on low valuations (low price ratios and high dividend yields) and slow growth (low growth rates for earnings, sales, book value, and cash flow).

Benchmark: Dow Jones U.S. Large-Cap Value Total Stock Market Index

Core Facts

Asset Class U.S. Equity
Category Large Cap Value
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.35%
Minimum investment [4] $1000 US
Account number E069
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
UnitedHealth Group Incorporated1.46%325.6816.4517.38
JPMorgan Chase & Co.2.65%135.5610.6512.88
Bank of America Corporation2.07%36.883.0111.65
Johnson & Johnson2.62%156.639.0916.03
Verizon Communications Inc.4.17%61.614.9312.00
Berkshire Hathaway Inc.-247.3310.6621.43
Pfizer Inc.3.85%42.332.8613.78
AT&T Inc.5.39%38.983.6010.58
Chevron Corporation4.09%136.216.7817.21
Exxon Mobil Corporation5.03%78.903.6419.18

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 Date1/1/01
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Value Index Adm
Portfolio Performance
MetricExplorer Large Cap ValueVanguard Value Index Adm
Start Balance$10,000.00$10,000.00
End Balance$54,763.00$34,813.00
End Balance (inflation adjusted)$37,081.00$23,572.00
CAGR9.36%6.79%
CAGR (inflation adjusted)7.14%4.62%
Stdev12.30%14.68%
Best Year29.69%33.05%
Worst Year-16.76%-35.90%
Max. Drawdown-33.27%-54.80%
Sharpe Ratio0.680.42
Sortino Ratio1.010.6
US Stock Market Correlation0.790.97
Risk and Return Metrics
MetricExplorer Large Cap ValueVanguard Value Index Adm
Arithmetic Mean (monthly)0.81%0.64%
Arithmetic Mean (annualized)10.19%7.95%
Geometric Mean (monthly)0.75%0.55%
Geometric Mean (annualized)9.36%6.79%
Volatility (monthly)3.55%4.24%
Volatility (annualized)12.30%14.68%
Downside Deviation (monthly)2.32%2.97%
Max. Drawdown-33.27%-54.80%
US Market Correlation0.790.97
Beta (*)0.711
Alpha (annualized)4.32%0.00%
R Squared71.03%100.00%
Sharpe Ratio0.680.42
Sortino Ratio1.010.6
Treynor Ratio (%)11.776.24
Calmar Ratio1.221.07
Active Return2.58%N/A
Tracking Error7.90%N/A
Information Ratio0.33N/A
Skewness-0.68-0.75
Excess Kurtosis0.741.56
Historical Value-at-Risk (5%)-6.24%-6.81%
Analytical Value-at-Risk (5%)-5.04%-6.33%
Conditional Value-at-Risk (5%)-8.16%-10.34%
Upside Capture Ratio (%)81.71100
Downside Capture Ratio (%)64.49100
Safe Withdrawal Rate8.58%5.91%
Perpetual Withdrawal Rate6.66%4.41%
Positive Periods143 out of 228 (62.72%)145 out of 228 (63.60%)
Gain/Loss Ratio1.070.83
(*) Vanguard Value Index Adm 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 Materials20.00%
Consumer Cyclical0.00%
Financial Services40.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare20.00%
Utilities0.00%
Communication Services0.00%
Energy20.00%
Industrials0.00%
Technology0.00%
Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndExplorer Large Cap ValueVanguard Value Index Adm
Subprime CrisisNov-07Mar-09-33.27%-53.91%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Dec-07Feb-091 year 3 monthsJan-111 year 11 months3 years 2 months-33.27%
2Apr-02Sep-026 monthsAug-0311 months1 year 5 months-16.27%
3May-11Sep-115 monthsMar-126 months11 months-13.75%
4Jan-15Sep-159 monthsApr-167 months1 year 4 months-11.84%
5Jan-01Mar-013 monthsDec-019 months1 year-10.14%
6Apr-12May-122 monthsSep-124 months6 months-9.87%
7Feb-18May-184 monthsSep-184 months8 months-9.71%
8Dec-18Dec-181 monthApr-194 months5 months-9.33%
9May-19May-191 monthOct-195 months6 months-7.67%
10Aug-13Aug-131 monthNov-133 months4 months-5.94%
Rolling Returns
YearExplorer Large Cap Value 3-year annualized returnExplorer Large Cap Value 5-year annualized returnExplorer Large Cap Value 7-year annualized returnExplorer Large Cap Value 10-year annualized returnExplorer Large Cap Value 15-year annualized returnVanguard Value Index Adm 3-year annualized returnVanguard Value Index Adm 5-year annualized return
20035.50%N/AN/AN/AN/A-2.61%N/A
200410.68%N/AN/AN/AN/A6.53%N/A
200514.71%7.55%N/AN/AN/A17.86%2.70%
200614.65%11.93%N/AN/AN/A14.79%9.64%
200713.66%16.04%10.45%N/AN/A9.51%14.93%
20085.08%7.28%7.48%N/AN/A-7.75%-0.58%
20090.37%5.56%9.41%N/AN/A-8.39%0.15%
2010-0.84%6.33%7.55%6.93%N/A-4.24%1.47%
20116.29%2.52%5.63%7.12%N/A11.49%-2.31%
20129.14%3.01%7.11%9.33%N/A10.06%0.46%
201315.56%12.57%7.92%9.89%N/A15.73%16.26%
201419.21%13.66%7.81%9.54%N/A20.15%14.96%
201511.48%10.51%9.85%8.40%8.11%14.29%11.70%
20169.10%14.35%11.85%8.27%9.48%9.45%14.98%
201710.27%14.37%12.83%8.54%10.99%10.71%15.37%
201810.97%7.86%11.90%10.19%9.21%8.98%7.75%
201911.81%10.03%13.01%11.83%9.70%11.70%10.06%