OVERVIEWBalanced 50/50 Composite
Net of Fee Performance from Inception (February 1, 2000) to February 28, 2010
| Statistic | Composite | Benchmark |
| Annualized Return | 4.46% | 3.62% |
| Standard Deviation | 11.34% | 12.19% |
| Sharpe Ratio | 0.14 | 0.06 |
| Sortino Ratio | 0.18 | 0.08 |
| Maximum Drawdown | -25.86% | -22.38% |
| Growth of $100 | $155 | $143 |
| Annualized Premium | 0.84% | |
| Average Premium | 0.77% | |
| Annualized Tracking Error | 5.36% | |
| Quarters Above | 52.89% | |
| Correlation | 0.8988 | |
| Upside Capture | 91.56% | |
| Downside Capture | 79.59% |
Strategy Objective
This strategy seeks an equal balance between income and capital appreciation with moderate overall risk.
Strategy Benchmark
50% MSCI World Equity / 50% Barclays Aggregate
Strategy Description
The Balanced 50/50 Composite includes portfolios that have maintained a 50% allocation to fixed income and a 50% allocation to equities substantially reflecting the recommended equity strategy of the Compass Group.
Growth of $100
| Balanced 50/50 Composite | |
| Month | 2000-02 |
| 97.80165011 |
| Balanced 50/50 Composite | |
| Month | 2000-03 |
| 100.87601448 |
| Balanced 50/50 Composite | |
| Month | 2000-04 |
| 100.48523176 |
| Balanced 50/50 Composite | |
| Month | 2000-05 |
| 100.43689876 |
| Balanced 50/50 Composite | |
| Month | 2000-06 |
| 103.09461034 |
| Balanced 50/50 Composite | |
| Month | 2000-07 |
| 102.23114944 |
| Balanced 50/50 Composite | |
| Month | 2000-08 |
| 104.72609299 |
| Balanced 50/50 Composite | |
| Month | 2000-09 |
| 101.52777417 |
| Balanced 50/50 Composite | |
| Month | 2000-10 |
| 102.94615282 |
| Balanced 50/50 Composite | |
| Month | 2000-11 |
| 101.83057861 |
| Balanced 50/50 Composite | |
| Month | 2000-12 |
| 103.94810911 |
| Balanced 50/50 Composite | |
| Month | 2001-01 |
| 105.62421578 |
| Balanced 50/50 Composite | |
| Month | 2001-02 |
| 105.38133455 |
| Balanced 50/50 Composite | |
| Month | 2001-03 |
| 104.68347002 |
| Balanced 50/50 Composite | |
| Month | 2001-04 |
| 106.25224407 |
| Balanced 50/50 Composite | |
| Month | 2001-05 |
| 106.85481725 |
| Balanced 50/50 Composite | |
| Month | 2001-06 |
| 107.40625975 |
| Balanced 50/50 Composite | |
| Month | 2001-07 |
| 107.05033361 |
| Balanced 50/50 Composite | |
| Month | 2001-08 |
| 106.63693207 |
| Balanced 50/50 Composite | |
| Month | 2001-09 |
| 101.6005328 |
| Balanced 50/50 Composite | |
| Month | 2001-10 |
| 103.23526052 |
| Balanced 50/50 Composite | |
| Month | 2001-11 |
| 105.81668867 |
| Balanced 50/50 Composite | |
| Month | 2001-12 |
| 107.12763232 |
| Balanced 50/50 Composite | |
| Month | 2002-01 |
| 106.70044082 |
| Balanced 50/50 Composite | |
| Month | 2002-02 |
| 106.60036261 |
| Balanced 50/50 Composite | |
| Month | 2002-03 |
| 108.50475753 |
| Balanced 50/50 Composite | |
| Month | 2002-04 |
| 109.18605489 |
| Balanced 50/50 Composite | |
| Month | 2002-05 |
| 109.07791898 |
| Balanced 50/50 Composite | |
| Month | 2002-06 |
| 106.34808997 |
| Balanced 50/50 Composite | |
| Month | 2002-07 |
| 101.97621299 |
| Balanced 50/50 Composite | |
| Month | 2002-08 |
| 102.58128711 |
| Balanced 50/50 Composite | |
| Month | 2002-09 |
| 99.27763668 |
| Balanced 50/50 Composite | |
| Month | 2002-10 |
| 101.67404864 |
| Balanced 50/50 Composite | |
| Month | 2002-11 |
| 104.71334704 |
| Balanced 50/50 Composite | |
| Month | 2002-12 |
| 103.44051535 |
| Balanced 50/50 Composite | |
| Month | 2003-01 |
| 102.56892509 |
| Balanced 50/50 Composite | |
| Month | 2003-02 |
| 102.26737851 |
| Balanced 50/50 Composite | |
| Month | 2003-03 |
| 102.29274236 |
| Balanced 50/50 Composite | |
| Month | 2003-04 |
| 106.15385671 |
| Balanced 50/50 Composite | |
| Month | 2003-05 |
| 110.72727549 |
| Balanced 50/50 Composite | |
| Month | 2003-06 |
| 111.46797542 |
| Balanced 50/50 Composite | |
| Month | 2003-07 |
| 112.35904563 |
| Balanced 50/50 Composite | |
| Month | 2003-08 |
| 114.09257528 |
| Balanced 50/50 Composite | |
| Month | 2003-09 |
| 114.54635953 |
| Balanced 50/50 Composite | |
| Month | 2003-10 |
| 118.46330071 |
| Balanced 50/50 Composite | |
| Month | 2003-11 |
| 119.769436 |
| Balanced 50/50 Composite | |
| Month | 2003-12 |
| 123.02413388 |
| Balanced 50/50 Composite | |
| Month | 2004-01 |
| 125.49490926 |
| Balanced 50/50 Composite | |
| Month | 2004-02 |
| 126.88340485 |
| Balanced 50/50 Composite | |
| Month | 2004-03 |
| 126.91627039 |
| Balanced 50/50 Composite | |
| Month | 2004-04 |
| 124.90717228 |
| Balanced 50/50 Composite | |
| Month | 2004-05 |
| 124.68562187 |
| Balanced 50/50 Composite | |
| Month | 2004-06 |
| 126.82348126 |
| Balanced 50/50 Composite | |
| Month | 2004-07 |
| 124.79269704 |
| Balanced 50/50 Composite | |
| Month | 2004-08 |
| 125.09060787 |
| Balanced 50/50 Composite | |
| Month | 2004-09 |
| 127.40884774 |
| Balanced 50/50 Composite | |
| Month | 2004-10 |
| 128.63442849 |
| Balanced 50/50 Composite | |
| Month | 2004-11 |
| 132.49699353 |
| Balanced 50/50 Composite | |
| Month | 2004-12 |
| 135.15812539 |
| Balanced 50/50 Composite | |
| Month | 2005-01 |
| 133.7108049 |
| Balanced 50/50 Composite | |
| Month | 2005-02 |
| 136.53666217 |
| Balanced 50/50 Composite | |
| Month | 2005-03 |
| 134.58113106 |
| Balanced 50/50 Composite | |
| Month | 2005-04 |
| 132.74688891 |
| Balanced 50/50 Composite | |
| Month | 2005-05 |
| 134.99147452 |
| Balanced 50/50 Composite | |
| Month | 2005-06 |
| 137.36847127 |
| Balanced 50/50 Composite | |
| Month | 2005-07 |
| 140.28437897 |
| Balanced 50/50 Composite | |
| Month | 2005-08 |
| 141.73675443 |
| Balanced 50/50 Composite | |
| Month | 2005-09 |
| 143.71333658 |
| Balanced 50/50 Composite | |
| Month | 2005-10 |
| 141.08280841 |
| Balanced 50/50 Composite | |
| Month | 2005-11 |
| 144.12513944 |
| Balanced 50/50 Composite | |
| Month | 2005-12 |
| 147.48375717 |
| Balanced 50/50 Composite | |
| Month | 2006-01 |
| 153.13505743 |
| Balanced 50/50 Composite | |
| Month | 2006-02 |
| 152.55490954 |
| Balanced 50/50 Composite | |
| Month | 2006-03 |
| 155.37281036 |
| Balanced 50/50 Composite | |
| Month | 2006-04 |
| 158.10920642 |
| Balanced 50/50 Composite | |
| Month | 2006-05 |
| 154.41625494 |
| Balanced 50/50 Composite | |
| Month | 2006-06 |
| 153.99368662 |
| Balanced 50/50 Composite | |
| Month | 2006-07 |
| 154.97739385 |
| Balanced 50/50 Composite | |
| Month | 2006-08 |
| 157.14984527 |
| Balanced 50/50 Composite | |
| Month | 2006-09 |
| 158.30440697 |
| Balanced 50/50 Composite | |
| Month | 2006-10 |
| 162.4773505 |
| Balanced 50/50 Composite | |
| Month | 2006-11 |
| 165.95304038 |
| Balanced 50/50 Composite | |
| Month | 2006-12 |
| 167.45516295 |
| Balanced 50/50 Composite | |
| Month | 2007-01 |
| 169.24586391 |
| Balanced 50/50 Composite | |
| Month | 2007-02 |
| 170.050872 |
| Balanced 50/50 Composite | |
| Month | 2007-03 |
| 172.47805942 |
| Balanced 50/50 Composite | |
| Month | 2007-04 |
| 176.52113968 |
| Balanced 50/50 Composite | |
| Month | 2007-05 |
| 179.61170729 |
| Balanced 50/50 Composite | |
| Month | 2007-06 |
| 180.58853917 |
| Balanced 50/50 Composite | |
| Month | 2007-07 |
| 179.55983488 |
| Balanced 50/50 Composite | |
| Month | 2007-08 |
| 178.66584815 |
| Balanced 50/50 Composite | |
| Month | 2007-09 |
| 184.33880099 |
| Balanced 50/50 Composite | |
| Month | 2007-10 |
| 190.50098099 |
| Balanced 50/50 Composite | |
| Month | 2007-11 |
| 185.94539717 |
| Balanced 50/50 Composite | |
| Month | 2007-12 |
| 185.64748249 |
| Balanced 50/50 Composite | |
| Month | 2008-01 |
| 179.08654756 |
| Balanced 50/50 Composite | |
| Month | 2008-02 |
| 178.09515812 |
| Balanced 50/50 Composite | |
| Month | 2008-03 |
| 175.9010311 |
| Balanced 50/50 Composite | |
| Month | 2008-04 |
| 180.31266303 |
| Balanced 50/50 Composite | |
| Month | 2008-05 |
| 183.05474402 |
| Balanced 50/50 Composite | |
| Month | 2008-06 |
| 176.69647977 |
| Balanced 50/50 Composite | |
| Month | 2008-07 |
| 172.67524885 |
| Balanced 50/50 Composite | |
| Month | 2008-08 |
| 170.59019492 |
| Balanced 50/50 Composite | |
| Month | 2008-09 |
| 156.2923802 |
| Balanced 50/50 Composite | |
| Month | 2008-10 |
| 140.19788092 |
| Balanced 50/50 Composite | |
| Month | 2008-11 |
| 135.71834106 |
| Balanced 50/50 Composite | |
| Month | 2008-12 |
| 137.48615987 |
| Balanced 50/50 Composite | |
| Month | 2009-01 |
| 134.22744616 |
| Balanced 50/50 Composite | |
| Month | 2009-02 |
| 130.36933769 |
| Balanced 50/50 Composite | |
| Month | 2009-03 |
| 132.88574759 |
| Balanced 50/50 Composite | |
| Month | 2009-04 |
| 136.72257559 |
| Balanced 50/50 Composite | |
| Month | 2009-05 |
| 140.58451405 |
| Balanced 50/50 Composite | |
| Month | 2009-06 |
| 140.18776771 |
| Balanced 50/50 Composite | |
| Month | 2009-07 |
| 145.34166831 |
| Balanced 50/50 Composite | |
| Month | 2009-08 |
| 147.85740051 |
| Balanced 50/50 Composite | |
| Month | 2009-09 |
| 152.35523693 |
| Balanced 50/50 Composite | |
| Month | 2009-10 |
| 151.19100796 |
| Balanced 50/50 Composite | |
| Month | 2009-11 |
| 153.93154759 |
| Balanced 50/50 Composite | |
| Month | 2009-12 |
| 154.72805372 |
| Balanced 50/50 Composite | |
| Month | 2010-01 |
| 153.18503782 |
| Balanced 50/50 Composite | |
| Month | 2010-02 |
| 155.33113795 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-02 |
| 100.7338512 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-03 |
| 104.87373814 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-04 |
| 102.4985068 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-05 |
| 101.16930155 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-06 |
| 103.91848197 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-07 |
| 102.92238544 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-08 |
| 105.3361538 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-09 |
| 102.86127681 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-10 |
| 102.33269647 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-11 |
| 100.05894219 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2000-12 |
| 101.79212086 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-01 |
| 103.60181238 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-02 |
| 99.66895202 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-03 |
| 96.63647736 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-04 |
| 99.99528083 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-05 |
| 99.64375517 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-06 |
| 98.26508766 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-07 |
| 98.70893484 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-08 |
| 96.90026635 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-09 |
| 93.18659771 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-10 |
| 95.05009963 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-11 |
| 97.19862149 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2001-12 |
| 97.18817949 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-01 |
| 96.10466303 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-02 |
| 96.14813996 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-03 |
| 97.46777261 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-04 |
| 96.75675714 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-05 |
| 97.24863667 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-06 |
| 94.7130346 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-07 |
| 91.29021194 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-08 |
| 92.13956105 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-09 |
| 87.81359359 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-10 |
| 90.84685338 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-11 |
| 93.27536942 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2002-12 |
| 91.97482441 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-01 |
| 90.61478712 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-02 |
| 90.44708262 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-03 |
| 90.26162829 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-04 |
| 94.63563337 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-05 |
| 98.20973564 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-06 |
| 98.95519167 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-07 |
| 98.29169761 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-08 |
| 99.67182205 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-09 |
| 101.29240474 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-10 |
| 103.82178326 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-11 |
| 104.73096961 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2003-12 |
| 108.54631883 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-01 |
| 109.85131695 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-02 |
| 111.3642591 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-03 |
| 111.41238995 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-04 |
| 108.82308423 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-05 |
| 109.10118195 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-06 |
| 110.53197915 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-07 |
| 109.27468319 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-08 |
| 110.5583995 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-09 |
| 111.75340003 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-10 |
| 113.59009074 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-11 |
| 116.11924482 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2004-12 |
| 118.86970976 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-01 |
| 117.90601109 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-02 |
| 119.42570302 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-03 |
| 117.96205486 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-04 |
| 117.47314579 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-05 |
| 119.15109755 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-06 |
| 119.99425707 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-07 |
| 121.54408141 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-08 |
| 122.77989156 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-09 |
| 123.74209694 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-10 |
| 121.75225572 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-11 |
| 124.04847349 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2005-12 |
| 126.01182707 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-01 |
| 128.83154893 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-02 |
| 128.94814148 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-03 |
| 129.7340804 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-04 |
| 131.58927775 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-05 |
| 129.266727 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-06 |
| 129.38306706 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-07 |
| 130.65749027 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-08 |
| 133.35556744 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-09 |
| 134.73579756 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-10 |
| 137.65282758 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-11 |
| 140.13746112 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2006-12 |
| 141.15345771 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-01 |
| 141.95803242 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-02 |
| 142.68201839 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-03 |
| 143.98755885 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-04 |
| 147.55125094 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-05 |
| 149.0562737 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-06 |
| 148.25882263 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-07 |
| 147.23583676 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-08 |
| 148.08244282 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-09 |
| 152.16951824 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-10 |
| 155.19008318 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-11 |
| 153.41315672 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2007-12 |
| 152.63842028 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-01 |
| 148.08979536 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-02 |
| 147.76399781 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-03 |
| 147.30592941 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-04 |
| 151.02540413 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-05 |
| 151.62195448 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-06 |
| 145.51158971 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-07 |
| 143.67814368 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-08 |
| 143.35486786 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-09 |
| 133.87194335 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-10 |
| 119.60119419 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-11 |
| 117.68159502 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2008-12 |
| 121.76514637 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-01 |
| 115.89606631 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-02 |
| 109.74198519 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-03 |
| 114.64196483 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-04 |
| 121.34851978 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-05 |
| 127.28852982 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-06 |
| 127.36490294 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-07 |
| 133.78409404 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-08 |
| 137.24241288 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-09 |
| 140.70092168 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-10 |
| 139.79340073 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-11 |
| 143.55384321 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2009-12 |
| 143.72610783 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2010-01 |
| 141.85766842 |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Month | 2010-02 |
| 143.12020167 |
Calendar Year Performance* Ending February 28, 2010
| Balanced 50/50 Composite | |
| 1 Month | |
| 1% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Month | |
| 1% |
| Balanced 50/50 Composite | |
| YTD | |
| 0% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| YTD | |
| -0% |
| Balanced 50/50 Composite | |
| 3 Months | |
| 1% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 3 Months | |
| -0% |
| Balanced 50/50 Composite | |
| 1 Year | |
| 19% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Year | |
| 30% |
| Balanced 50/50 Composite | |
| 3 Years | |
| -3% |
| Balanced 50/50 Composite | |
| 5 Years | |
| 3% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 5 Years | |
| 4% |
| Balanced 50/50 Composite | |
| 7 Years | |
| 6% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 7 Years | |
| 7% |
| Balanced 50/50 Composite | |
| Inception | |
| 4% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Inception | |
| 4% |
Rolling Performance* Ending February 28, 2010
| Balanced 50/50 Composite | |
| 1 Month | |
| 1.40% |
| Balanced 50/50 Composite | |
| YTD | |
| 0.39% |
| Balanced 50/50 Composite | |
| 3 Months | |
| 0.91% |
| Balanced 50/50 Composite | |
| 1 Year | |
| 19.15% |
| Balanced 50/50 Composite | |
| 3 Years | |
| -2.97% |
| Balanced 50/50 Composite | |
| 5 Years | |
| 2.61% |
| Balanced 50/50 Composite | |
| 7 Years | |
| 6.15% |
| Balanced 50/50 Composite | |
| Inception | |
| 4.46% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Month | |
| 0.89% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| YTD | |
| -0.42% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 3 Months | |
| -0.30% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Year | |
| 30.42% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 3 Years | |
| 0.10% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 5 Years | |
| 3.69% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 7 Years | |
| 6.78% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Inception | |
| 3.62% |
| Balanced 50/50 Composite | |
| 1 Month | |
| 1% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Month | |
| 1% |
| Balanced 50/50 Composite | |
| YTD | |
| 0% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| YTD | |
| -0% |
| Balanced 50/50 Composite | |
| 3 Months | |
| 1% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 3 Months | |
| -0% |
| Balanced 50/50 Composite | |
| 1 Year | |
| 19% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 1 Year | |
| 30% |
| Balanced 50/50 Composite | |
| 3 Years | |
| -3% |
| Balanced 50/50 Composite | |
| 5 Years | |
| 3% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 5 Years | |
| 4% |
| Balanced 50/50 Composite | |
| 7 Years | |
| 6% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| 7 Years | |
| 7% |
| Balanced 50/50 Composite | |
| Inception | |
| 4% |
| 50% MSCI World Equity / 50% Barclays Aggregate | |
| Inception | |
| 4% |
Performance Notes
- Compass Group is defined as Compass Advisors, LLC, Compass Global Investors Ltd., Compass Financial Services, Ltd. and any other affiliated entities providing investment advice or investment management services to fee paying clients.
- The composite includes all portfolios managed according to a balanced mandate of 50% fixed income and 50% equity for fee-paying clients who substantially followed the investment recommendations of a company included in the Compass Group.
- Valuations are computed and performance reported in US dollars.
- Composite returns were calculated by asset-weighting the individual portfolio net-of-fee returns using beginning-of-month values adjusted for time-weighted external cash flows.
- This composite was created 2008 June. A complete list and description of firm composites is available upon request.
- The benchmark chosen for this composite is 50% MSCI World Equity / 50% Barclays Aggregate.
- Gross-of-fees performance is presented before Compass Group fees but after all sub-manager fees and expenses. Net-of-fees performance is calculated by deducting the highest fee from the monthly gross composite return. Management fees are 45bps on all assets.
- Internal dispersion is calculated using the equal weighted standard deviation of all portfolios that were included in the composite for the entire year.