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Model 1 - ProFunds: Mutual Funds - Core-Plus™
Model 2 - ProFunds: Variable (Prudential-American Skandia) - Core-Plus™
Model 3 - Rydex: Mutual Funds - Core-Plus™
Model 4 - Rydex: Variable (Nationwide MarketFlex) - Core-Plus™
Model 5 - ProFunds: Variable (Midland Vector® Annuity) - Core-Plus™
Model 6 - ETF Model - Core-Plus™
Model 1 - ProFunds: Non-Variable (Mutual Funds) - Core-Plus™

Low Risk Medium Risk High Risk
Click the above links to view the various series information
SERIES I:  Low Risk - Back-Testing Results

Investment Objective:  Moderate Capital Gains with below-market risk and volatility. 
  Long: Non-Leveraged / Short: 50% Non-Leveraged Inverse & 50% Money Market)



YEAR CP BC BG S&P NAS # OF TRADES
1999 +9.59 +11.54 +13.46 +19.53 +85.59 0
2000 +18.69 +17.52 +16.31 -10.14 -39.29 3
2001 +15.83 +23.09 +30.67 -13.24 -21.35 5
2002 +5.91 +7.80 +9.63 -23.37 -31.53 4
2003 +24.65 +30.83 +37.18 +26.38 +50.01 4
2004 +12.52 +11.41 +10.30 +8.99 +8.59 2
2005 +9.75 +9.05 +8.33 +3.00 +1.37 4
7-Year* +13.69 +15.62 +17.51 +0.22 +0.08 Avg 3


YEAR CP BC BG S&P NAS # OF TRADES
1999 2.62 3.17 3.86 5.22 7.87 0
2000 2.83 2.81 3.24 6.42 14.09 3
2001 1.55 2.75 4.06 6.22 12.57 5
2002 1.33 2.05 3.02 7.51 9.95 4
2003 1.95 2.64 3.38 4.93 6.43 4
2004 1.30 1.64 2.14 3.20 4.89 2
2005 1.26 1.69 2.19 2.97 3.61 4
7-Year* 1.93 2.45 3.20 5.43 9.22 Avg 3

YEAR CP BC BG S&P NAS # OF TRADES
1999 -6.52 -7.49 -9.41 -12.08 -13.07 0
2000 -4.36 -4.32 -4.87 -17.20 -53.79 3
2001 -2.45 -5.40 -8.30 -29.70 -50.22 5
2002 -2.76 -3.20 -4.74 -33.75 -45.90 4
2003 -3.06 -3.51 -3.95 -14.05 -12.97 4
2004 -4.65 -4.31 -4.60 -8.16 -18.63 2
2005 -2.84 -3.78 -4.98 -7.17 -12.47 4
7-Year* -6.52 -7.49 -9.41 -49.15 -77.93 Avg 3


YEAR CP BC BG S&P NAS # OF TRADES
1999 2.94 3.14 3.60 4.43 4.77 0
2000 1.59 1.66 1.87 6.84 26.74 3
2001 0.83 2.10 3.56 14.49 30.60 5
2002 1.05 1.16 1.83 18.05 28.01 4
2003 0.93 1.09 1.37 4.61 4.63 4
2004 1.77 2.17 2.66 3.35 8.96 2
2005 0.83 1.20 1.67 2.78 5.46 4
7-Year* 1.59 1.92 2.52 24.95 54.56 Avg 3

*Annualized Return
CP = Capital Preservation
BC = Balanced Conservative
BG = Balanced Growth
Low Risk = Moderate Capital Gains with below-market risk and volatility.
Medium Risk = Maximum Capital Gains, while accepting average market risk and volatility.
High Risk = Maximum Capital Gains, while accepting greater than market risk and volatility.
CONSERV = Conservative
GROWTH = Growth
AGGR = Aggressive
S&P 500 = S&P 500 Index
NASDAQ = NASDAQ Composite Index
TRADES = Number of times the Active portion of the portfolio changed from Long, Short or Cash.

¹ Standard Deviation (SD):
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 (MD):
The maximum percentage loss from the highest point to the lowest point during the given period of time.

³ 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.