Results | Compass Advisors

RESULTS

 
 OVERVIEW
COMPASS COMPOSITES
Balanced
50/50
70/30
Equity
Global

Global Equity Composite

Net of Fee Performance from Inception (June 1, 1991) to February 28, 2010

StatisticCompositeBenchmark
Annualized Return10.39%6.00%
Standard Deviation22.74%21.41%
Sharpe Ratio0.290.11
Sortino Ratio0.430.14
Maximum Drawdown-48.37%-40.88%
Growth of $100$638$298
Annualized Premium4.38%
Average Premium4.22%
Annualized Tracking Error11.49%
Quarters Above57.33%
Correlation0.8662
Upside Capture105.29%
Downside Capture82.12%

Strategy Objective

This Strategy seeks maximum growth over 5-10 year horizons with risk comparable to the benchmark.

Strategy Benchmark

MSCI World Equity Index Net

Strategy Description

The Global Equity Composite includes portfolios with mandates to invest in public equities across global markets with an emphasis on developed markets. The portfolios included substantially followed the allocation and manager selection advice of the Compass Group.

Growth of $100

Calendar Year Performance* Ending February 28, 2010

Rolling Performance* Ending February 28, 2010

*Perfomance over periods greater than 12 months has been annualized.

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 global equity portfolios managed 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. For periods prior to 1996 time-weighted external cash flows were not available for some accounts and un-adjusted beginning-of-month values were used instead.
  • This composite was created 2008 March. A complete list and description of firm composites is available upon request.
  • The benchmark chosen for this composite is The MSCI World Equity Index Net.
  • 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 50bps 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.
  • Compass Global Equity Fund's returns for Nov 2008 through Dec 2009 reflect the impact of an adjustment to assets under management.