Explorer Small Cap Blend

Explorer Accounts: U.S. Equity

Summary

The Explorer Small Cap Blend Account favors U.S. firms at the smaller end of the market-capitalization range. The portfolio manager typically strives to own an array of value and growth stocks, but at times, may employ a discipline that leads to holdings with valuations and growth rates close to the small-cap averages. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap.

Benchmark: S&P 600

Core Facts

Asset Class U.S. Equity
Category Small Cap Blend
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.35%
Minimum investment [4] $1000 US
Account number E074
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
Five9, Inc.-69.150.8683.63
NeoGenomics, Inc.-28.330.3787.14
Arrowhead Pharmaceuticals, Inc.-68.14-0.52-110.58
Chegg, Inc.-44.130.9742.74
Mercury Systems, Inc.-83.002.4030.85
Churchill Downs Incorporated0.42%151.003.7437.46
LHC Group, Inc.-152.204.7629.80
Trex Company, Inc.-91.672.9332.72
Freshpet, Inc.-60.110.54118.31
Horizon Therapeutics Public Limited Company-42.181.9020.21

Performance

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$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Small-Cap ETF
Portfolio Performance
MetricExplorer Small Cap BlendVanguard Small-Cap ETF
Start Balance$10,000.00$10,000.00
End Balance$47,607.00$15,299.00
End Balance (inflation adjusted)$43,501.00$13,980.00
CAGR36.63%8.88%
CAGR (inflation adjusted)34.18%6.93%
Stdev19.39%14.60%
Best Year76.83%27.32%
Worst Year10.20%-9.33%
Max. Drawdown-15.99%-19.55%
Sharpe Ratio1.670.59
Sortino Ratio3.550.87
US Stock Market Correlation0.740.94
Risk and Return Metrics
MetricExplorer Small Cap BlendVanguard Small-Cap ETF
Arithmetic Mean (monthly)2.79%0.80%
Arithmetic Mean (annualized)39.05%10.02%
Geometric Mean (monthly)2.63%0.71%
Geometric Mean (annualized)36.63%8.88%
Volatility (monthly)5.60%4.21%
Volatility (annualized)19.39%14.60%
Downside Deviation (monthly)2.60%2.79%
Max. Drawdown-15.99%-19.55%
US Market Correlation0.740.94
Beta (*)1.091
Alpha (annualized)22.99%0.00%
R Squared67.11%100.00%
Sharpe Ratio1.670.59
Sortino Ratio3.550.87
Treynor Ratio (%)29.768.55
Calmar Ratio3.720.53
Active Return27.75%N/A
Tracking Error11.19%N/A
Information Ratio2.48N/A
Skewness-0.07-0.46
Excess Kurtosis-0.221.23
Historical Value-at-Risk (5%)-7.64%-7.53%
Analytical Value-at-Risk (5%)-6.23%-6.13%
Conditional Value-at-Risk (5%)-8.75%-9.59%
Upside Capture Ratio (%)180.69100
Downside Capture Ratio (%)54.37100
Safe Withdrawal Rate35.75%23.01%
Perpetual Withdrawal Rate25.47%6.48%
Positive Periods41 out of 60 (68.33%)41 out of 60 (68.33%)
Gain/Loss Ratio1.610.77
(*) Vanguard Small-Cap ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks94.68%
Intl Stocks5.31%
US Bonds0.00%
Intl Bonds0.00%
Other0.00%
Cash0.01%
Equity Market Capitalization
CategoryWeight
Large Cap0.00%
Mid Cap90.53%
Small Cap9.47%
Stock Sectors
CategoryWeight
Basic Materials5.44%
Consumer Cyclical21.63%
Financial Services10.82%
Real Estate0.24%
Consumer Defensive10.75%
Healthcare22.64%
Utilities0.08%
Communication Services0.15%
Energy0.03%
Industrials1.00%
Technology11.42%
Capital Goods15.78%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jul-15Feb-168 monthsJun-164 months1 year-15.99%
2Sep-18Dec-184 monthsFeb-192 months6 months-13.98%
3Sep-16Oct-162 monthsNov-161 month3 months-7.45%
4Jan-15Jan-151 monthFeb-151 month2 months-4.01%
5Sep-19Sep-191 monthOct-191 month2 months-3.87%
6May-19May-191 monthJun-191 month2 months-3.07%
7Mar-19Mar-191 monthApr-191 month2 months-1.81%
8Dec-16Dec-161 monthJan-171 month2 months-1.26%
9Apr-15Apr-151 monthMay-151 month2 months-1.01%
10Apr-18Apr-181 monthMay-181 month2 months-0.64%
Rolling Returns
YearExplorer Small Cap Blend 3-year annualized returnExplorer Small Cap Blend 5-year annualized returnVanguard Small-Cap ETF 3-year annualized returnVanguard Small-Cap ETF 5-year annualized return
201728.23%N/A9.84%N/A
201834.68%N/A7.68%N/A
201951.97%36.63%10.31%8.88%