Compass Energy

Compass Accounts: Commodity

Summary

The Compass Energy Account invests in oil (crude, heating, and gas), natural gas, coal, kerosene, diesel fuel, and propane. The portfolio manager will take positions directly in either physical assets, or commodity-linked derivative instruments. The account seeks short to mid-term trading profits vs. capital appreciation or current income.

Benchmark: S&P GSCI Energy

Core Facts

Asset Class Commodity
Category Energy
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number CC064
Account manager Galleon Wealth Management
Region Global
Market Developed

Capitalization

Value

Blend

Growth
LG

MD

SM


Style

Portfolio composition by security (top holdings)

Top Holdings

Company NameForward Annual Div Yield
iPath Global Carbon ETN-
Aberdeen Standard Bloomberg WTI Crude Oil Strategy K-1 Free ETF4.87%
iPath Series B S&P GSCI Crude Oil Total Return Index ETN0.00%
United States Gasoline Fund, LP0.00%
Credit Suisse X-Links Crude Oil Shares Covered Call ETNs17.24%
Invesco DB Energy Fund1.79%
United States 12 Month Oil Fund, LP0.00%
ELEMENTS Linked to the Rogers International Commodity Index - Energy Total Return0.00%
United States Oil Fund, LP0.00%
iPath S&P GSCI Crude Oil Total Return Index ETN-

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 Date1/1/19
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkVanguard Energy ETF
Portfolio Performance
MetricCompass EnergyVanguard Energy ETF
Start Balance$10,000.00$10,000.00
End Balance$12,726.00$10,927.00
End Balance (inflation adjusted)$12,441.00$10,683.00
CAGR27.26%9.27%
CAGR (inflation adjusted)24.41%6.83%
Stdev22.34%23.51%
Best Year27.26%9.27%
Worst Year27.26%9.27%
Max. Drawdown-15.06%-14.57%
Sharpe Ratio1.10.4
Sortino Ratio2.110.61
US Stock Market Correlation0.780.9
Risk and Return Metrics
MetricCompass EnergyVanguard Energy ETF
Arithmetic Mean (monthly)2.22%0.95%
Arithmetic Mean (annualized)30.10%12.07%
Geometric Mean (monthly)2.03%0.74%
Geometric Mean (annualized)27.26%9.27%
Volatility (monthly)6.45%6.79%
Volatility (annualized)22.34%23.51%
Downside Deviation (monthly)3.28%4.34%
Max. Drawdown-15.06%-14.57%
US Market Correlation0.780.9
Beta (*)0.751
Alpha (annualized)18.00%0.00%
R Squared62.61%100.00%
Sharpe Ratio1.10.4
Sortino Ratio2.110.61
Treynor Ratio (%)32.589.34
Active Return17.99%N/A
Tracking Error14.85%N/A
Information Ratio1.21N/A
Skewness-0.13-0.36
Excess Kurtosis0.24-0.06
Historical Value-at-Risk (5%)-10.45%-11.70%
Analytical Value-at-Risk (5%)-8.15%-10.21%
Conditional Value-at-Risk (5%)N/AN/A
Upside Capture Ratio (%)92.6100
Downside Capture Ratio (%)37.97100
Safe Withdrawal Rate100.00%100.00%
Perpetual Withdrawal Rate19.62%6.39%
Positive Periods7 out of 12 (58.33%)7 out of 12 (58.33%)
Gain/Loss Ratio1.921.03
(*) Vanguard Energy ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.
Asset Allocation
CategoryWeight
US Stocks90.00%
Intl Stocks0.00%
US Bonds0.00%
Intl Bonds0.00%
Other10.00%
Cash0.00%
Equity Market Capitalization
CategoryWeight
Large Cap22.22%
Mid Cap44.44%
Small Cap33.33%
Stock Sectors
CategoryWeight
Basic Materials88.89%
Consumer Cyclical0.00%
Financial Services0.00%
Real Estate0.00%
Consumer Defensive0.00%
Healthcare0.00%
Utilities0.00%
Communication Services0.00%
Energy11.11%
Industrials0.00%
Technology0.00%
Drawdowns
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar-19May-193 monthsOct-195 months8 months-15.06%