Explorer Small Cap Value

Explorer Accounts: U.S. Equity

Summary

The Explorer Small Cap Value Account focuses on U.S. companies with valuations and growth rates below other small-cap peers. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small 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: S&P SmallCap 600 Value

Core Facts

Asset Class U.S. Equity
Category Small Cap Value
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.35%
Minimum investment [4] $1000 US
Account number E076
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
Teradyne, Inc.0.52%64.563.1822.10
Leidos Holdings, Inc.1.35%97.735.4318.56
Booz Allen Hamilton Holding Corporation1.38%79.773.5322.23
Renewable Energy Group, Inc.-38.202.4410.80
Kimball International, Inc.1.78%15.000.8524.40
Axcelis Technologies, Inc.-25.671.0623.20
IDEX Corporation1.16%169.095.9928.79
Allegion plc0.87%122.675.3123.49
PerkinElmer, Inc.0.28%102.074.6321.96
Atmos Energy Corporation2.04%116.114.9922.61

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 Value ETF
Portfolio Performance
MetricExplorer Small Cap ValueVanguard Small-Cap Value ETF
Start Balance$10,000.00$10,000.00
End Balance$25,995.00$14,326.00
End Balance (inflation adjusted)$23,753.00$13,090.00
CAGR21.05%7.45%
CAGR (inflation adjusted)18.89%5.53%
Stdev15.24%14.77%
Best Year45.71%24.90%
Worst Year3.70%-12.26%
Max. Drawdown-11.62%-18.92%
Sharpe Ratio1.270.49
Sortino Ratio2.440.73
US Stock Market Correlation0.810.92
Risk and Return Metrics
MetricExplorer Small Cap ValueVanguard Small-Cap Value ETF
Arithmetic Mean (monthly)1.70%0.69%
Arithmetic Mean (annualized)22.41%8.61%
Geometric Mean (monthly)1.60%0.60%
Geometric Mean (annualized)21.05%7.45%
Volatility (monthly)4.40%4.26%
Volatility (annualized)15.24%14.77%
Downside Deviation (monthly)2.24%2.80%
Max. Drawdown-11.62%-18.92%
US Market Correlation0.810.92
Beta (*)0.871
Alpha (annualized)13.22%0.00%
R Squared70.29%100.00%
Sharpe Ratio1.270.49
Sortino Ratio2.440.73
Treynor Ratio (%)22.367.24
Calmar Ratio2.140.34
Active Return13.60%N/A
Tracking Error8.54%N/A
Information Ratio1.59N/A
Skewness-0.12-0.28
Excess Kurtosis-0.291.03
Historical Value-at-Risk (5%)-6.61%-8.05%
Analytical Value-at-Risk (5%)-5.49%-6.32%
Conditional Value-at-Risk (5%)-7.55%-9.53%
Upside Capture Ratio (%)129.61100
Downside Capture Ratio (%)63.85100
Safe Withdrawal Rate30.03%22.77%
Perpetual Withdrawal Rate15.89%5.25%
Positive Periods38 out of 60 (63.33%)41 out of 60 (68.33%)
Gain/Loss Ratio1.540.71
(*) Vanguard Small-Cap Value 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 Cap42.08%
Mid Cap26.30%
Small Cap31.62%
Stock Sectors
CategoryWeight
Basic Materials5.26%
Consumer Cyclical42.14%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities10.52%
Communication Services0.00%
Energy0.00%
Industrials0.00%
Technology15.78%
Capital Goods26.30%
Drawdowns (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep-18Dec-184 monthsFeb-192 months6 months-11.62%
2Jun-15Sep-154 monthsNov-152 months6 months-11.56%
3Dec-15Feb-163 monthsMar-161 month4 months-8.87%
4Dec-17Feb-183 monthsMay-183 months6 months-6.92%
5May-19May-191 monthSep-194 months5 months-6.80%
6Oct-16Oct-161 monthNov-161 month2 months-2.12%
7Mar-19Mar-191 monthApr-191 month2 months-1.55%
8Apr-15Apr-151 monthMay-151 month2 months-1.52%
9Jun-17Jun-171 monthJul-171 month2 months-0.98%
10Aug-17Aug-171 monthSep-171 month2 months-0.45%
Rolling Returns
YearExplorer Small Cap Value 3-year annualized returnExplorer Small Cap Value 5-year annualized returnVanguard Small-Cap Value ETF 3-year annualized returnVanguard Small-Cap Value ETF 5-year annualized return
201719.82%N/A9.97%N/A
201818.07%N/A7.01%N/A
201924.85%21.05%6.39%7.45%