Compass Precious Metals

Compass Accounts: Commodity

Summary

The Compass Commodities Precious Metals Account invests in precious metals such as gold, silver, platinum, and palladium. The portfolio manager invests directly in either physical assets or commodity-linked derivative instruments. The account seeks short to mid-term capital gains vs. current income.

Benchmark: S&P GSCI Precious Metals

Core Facts

Asset Class Commodity
Category Precious Metals
Expense Ratio [1] 0.0%
Commissions [2] 0.0%
Fee [3] 0.40%
Minimum investment [4] $1000 US
Account number CC066
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 NameEPS Est Next Year
iShares Silver Trust-
SPDR Gold Shares-
Aberdeen Standard Physical Platinum Shares ETF-
Aberdeen Standard Physical Palladium Shares ETF818.44
Physical Gold Bullion-
Physical Silver Bullion-
Physical Palladium Bullion-
Physical Platinum Bullion-

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 Date1/1/11
End Date12/31/19
Initial Balance$10,000.00
Periodic AdjustmentNone
RebalancingRebalance quarterly
Reinvest DividendsYes
BenchmarkS&P GSCI Precious Metals
Portfolio Performance
MetricCompass Precious MetalsS&P GSCI Precious Metals
Start Balance$10,000.00$10,000.00
End Balance$12,936.00$9,935.00
End Balance (inflation adjusted)$11,034.00$8,474.00
CAGR2.90%-0.07%
CAGR (inflation adjusted)1.10%-1.82%
Stdev18.58%17.65%
Best Year31.55%18.53%
Worst Year-20.46%-29.31%
Max. Drawdown-43.80%-46.20%
Sharpe Ratio0.220.05
Sortino Ratio0.30.07
US Stock Market Correlation0.340.1
Risk and Return Metrics
MetricCompass Precious MetalsS&P GSCI Precious Metals
Arithmetic Mean (monthly)0.38%0.12%
Arithmetic Mean (annualized)4.71%1.48%
Geometric Mean (monthly)0.24%-0.01%
Geometric Mean (annualized)2.90%-0.07%
Volatility (monthly)5.36%5.09%
Volatility (annualized)18.58%17.65%
Downside Deviation (monthly)3.83%3.44%
Max. Drawdown-43.80%-46.20%
US Market Correlation0.340.1
Beta (*)0.861
Alpha (annualized)3.35%0.00%
R Squared66.37%100.00%
Sharpe Ratio0.220.05
Sortino Ratio0.30.07
Treynor Ratio (%)4.670.86
Calmar Ratio1.950.81
Active Return2.97%N/A
Tracking Error11.06%N/A
Information Ratio0.27N/A
Skewness-0.560.07
Excess Kurtosis0.890.13
Historical Value-at-Risk (5%)-9.45%-7.40%
Analytical Value-at-Risk (5%)-8.36%-8.26%
Conditional Value-at-Risk (5%)-12.73%-10.75%
Upside Capture Ratio (%)89.36100
Downside Capture Ratio (%)79.99100
Safe Withdrawal Rate9.00%8.78%
Perpetual Withdrawal Rate1.09%0.00%
Positive Periods64 out of 108 (59.26%)52 out of 108 (48.15%)
Gain/Loss Ratio0.831.15
(*) S&P GSCI Precious Metals is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.