Core-Plus Logo
A Free article from ActivePortfolioCoach.com

Want a FREE
Phone Coaching Webinar (no obligation)
with the Coach Himself?  

($250 Value)

Click the icons above for more information


ActivePortfolioCoach.com, Inc.
4700 N. Cloverdale Rd, Suite 205
Boise, Idaho 83713

info@ActivePortfolioCoach.com
Disclosure

FOOTNOTES: Investor FastTrack software was used for daily fund values and calculating the returns resulting from the applied discipline of the funds for each category. Returns are based on simulation of current management discipline, back-tested over given time periods, not the performance results of actual accounts. It should be understood that the time reflected in the models may or may not be representative of the future. Returns do reflect the reinvestment of dividends and other earnings. Returns shown are not net of any management or transaction fees. Results do not represent actual trading and they may not reflect the impact that material, economic, and market factors might have had on the advisor’s decision-making. ¹ Standard Deviation is a measurement of volatility representing a probable range in which a portfolio moves from its average. Within Core-Plus™, Standard Deviation is measured monthly. For example, when you see SD = 4.0%, this means that most of the time (8 out of 12 months) the portfolio has gains or losses of no more than 4.0% in a month. This monthly SD can be converted (approximately) to Morningstar’s annual SD by multiplying the SD= value by 3.4 (the square root of 12). ² Maximum Drawdown is the greatest percentage loss of a portfolio over a defined period of time. This statistic describes the worst-case scenario for investing in a portfolio, buying at a high and selling at a low. ³ Ulcer Index measures the ability of a portfolio to regain its value from a previous high. It is calculated as the root-mean-square of the areas between highs and the time it takes for the portfolio to reach those highs again. It provides a measure of the magnitude of all of a portfolio’s losses. The S&P 500 Index is an unmanaged group of securities considered to be representative of the stock market in general. The NASDAQ Composite Index is an unmanaged group of securities considered to be representative of stocks that involve greater risk than the stock market in general. An investment cannot be made directly into an Index.

DISCLAIMERS: These models are hypothetical and do not represent actual trading. Models were developed with the benefit of hindsight during a period of rising and falling equity prices. These illustrations serve to give a general sense of the contrast between a portfolio using Core-Plus™ and an unmanaged index over the time period covered. Data is from sources believed to be accurate, but no representation is made that the information contained here is complete or free from error. No proprietary technology or asset allocation model is a guarantee against loss of principal. There can be no assurance that an investment strategy based on ActivePortfolioCoach.com, Inc. service will be successful. Index performance returns do not reflect any management fees, transactions costs or expenses. The back testing results did include debt securities such as bonds and money market investments. Even though these debt securities are not a part of the S&P500 Index or the NASDAQ Index, I believe that it is still a meaningful comparison, because historically debt instruments have not outperformed the equity market represented by the S&P500 Index and the NASDAQ Index. Using the same investment objective and the same strategy during the entire time period represented developed the back testing results contained in the brochure. In no event shall ActivePortfolioCoach.com, Inc., David A. Wilhite, or any affiliates thereof have any liability for any damages, obligations, liabilities and/or losses relating to it’s use including, without limitation, any liability for any direct, indirect, special, incidental, punitive, and/or consequential damages (including loss of profits or principal).

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS, WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

PAST PERFORMANCE DOES NOT GUARANTEE SIMILAR FUTURE RESULTS.