ERM Performance — EquityCompass Risk Manager ETF
Data updated: 2023-07-27
ERM returned −4.48% over one year to May 2023. The annualised 3-year return is +10.06%. Against its Money Market category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $133, against $110 for the category, and to $96 over one year, against $97. Volatility over the past three years was 15.49% a year. In the 12 months to May 2023 the fund took in a net $5.5M, and assets reached $16.10M.
ERM Growth of $100
What $100 invested in EquityCompass Risk Manager ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | ERM | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $96 | $97 |
| 3 years (Jun 2020 – May 2023) | $133 | $110 |
| Since data start (Sep 2019 – May 2023) | $119 | $107 |
ERM Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.48% |
| 3 years (annualised) | +10.06% |
ERM Annual Returns
Calendar-year total returns of EquityCompass Risk Manager ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +1.46% |
| 2022 | −14.14% |
| 2021 | +25.03% |
| 2020 | −2.74% |
| 2019 (Sep–Dec) | +12.47% |
ERM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.9% | −1.8% | +0.4% | +0.2% | −1.1% | — | — | — | — | — | — | — |
| 2022 | −2.2% | −1.8% | +1.7% | −7.6% | +0.9% | −9.5% | +4.8% | −1.9% | −4.8% | +5.2% | +3.5% | −2.4% |
| 2021 | +0.6% | +6.0% | +5.2% | +4.1% | +2.8% | +0.2% | +0.2% | +1.6% | −3.7% | +3.7% | −3.1% | +5.5% |
| 2020 | −2.4% | −9.1% | −16.7% | +4.8% | +2.5% | +0.7% | +2.0% | +3.2% | −3.1% | −1.3% | +16.0% | +4.1% |
| 2019 | — | — | — | — | — | — | — | — | +4.0% | +1.8% | +3.7% | +2.4% |
ERM Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 15.49%
- 3-year Sharpe ratio: 0.36 (vs 4.5% risk-free rate)
- Best month: +15.96% (Nov 2020)
- Worst month: −9.49% (Jun 2022)
ERM Fund Flows
Monthly money in and out of EquityCompass Risk Manager ETF, from SEC Form N-PORT.
- 12-month net flow: $5.5M
- 12-month gross sales (incl. reinvestments): $1.1M
- Sales ÷ redemptions: -0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | −$1.1M | $1.1M |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | −$1.1M | $1.1M |
| Sep 2022 | $0 | −$1.1M | $1.1M |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | −$1.1M | $1.1M |
| Jun 2022 | $1.1M | $0 | $1.1M |
ERM Assets Under Management
Net assets of EquityCompass Risk Manager ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $16.10M |
| 2023-02-28 | $16.29M |
| 2022-11-30 | $17.58M |
| 2022-08-31 | $19.23M |
| 2022-05-31 | $20.73M |
| 2022-02-28 | $23.14M |
| 2021-11-30 | $22.95M |
| 2021-08-31 | $11.49M |
| 2021-05-28 | $11.31M |
| 2021-02-26 | $11.16M |
| 2020-11-30 | $11.11M |
| 2020-08-31 | $11.88M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.