E.A.S.Y.™ (Efficient Allocation Strategy for You™)
YTD Performance - Updated Through Friday, May 11, 2012
| Return (1) |
| Year |
Risk |
E.A.S.Y.™ |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
Conservative |
-4.33 |
+7.62 |
+12.62 |
1 |
| 2012 |
Growth |
-1.93 |
+7.62 |
+12.62 |
1 |
| 2012 |
Aggressive |
-2.86 |
+7.62 |
+12.62 |
1 |
| 2012 |
Modified |
+0.10 |
+7.62 |
+12.62 |
1 |
| Standard Deviation (2) |
| Year |
Risk |
E.A.S.Y.™ |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
Conservative |
2.20 |
3.20 |
3.86 |
1 |
| 2012 |
Growth |
2.25 |
3.20 |
3.86 |
1 |
| 2012 |
Aggressive |
2.62 |
3.20 |
3.86 |
1 |
| 2012 |
Modified |
1.05 |
3.20 |
3.86 |
1 |
| Maximum Drawdown (3) |
| Year |
Risk |
E.A.S.Y.™ |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
Conservative |
-4.61 |
-4.63 |
-6.05 |
1 |
| 2012 |
Growth |
-4.90 |
-4.63 |
-6.05 |
1 |
| 2012 |
Aggressive |
-5.81 |
-4.63 |
-6.05 |
1 |
| 2012 |
Modified |
-2.00 |
-4.63 |
-6.05 |
1 |
| Ulcer Index (4) |
| Year |
Risk |
E.A.S.Y.™ |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
Conservative |
1.62 |
1.67 |
2.17 |
1 |
| 2012 |
Growth |
1.80 |
1.67 |
2.17 |
1 |
| 2012 |
Aggressive |
2.29 |
1.67 |
2.17 |
1 |
| 2012 |
Modified |
0.72 |
1.67 |
2.17 |
1 |
E.A.S.Y.™ - Low Frequency Trading Strategy
Investment Objective: Moderate Capital Gains with below-market risk and volatility.
S&P 500 = S&P 500 Index
NASDAQ = NASDAQ Composite Index
TRADES = Total number of times the portfolio changed from Long or Cash per year.
(1) Annualized Return. E.A.S.Y.™
(2) Standard Deviation (SD):
Within E.A.S.Y.™, 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).
(3) Maximum Drawdown (MD):
The maximum percentage loss from the highest point to the lowest point shows the worst case drawdown during the given period of time.
(4) Ulcer Index (UI):
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. Ulcer Index shown represents the worst case event for the given period of time. |
