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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 2 - ProFunds: Variable (American Skandia) - 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 + 6.16 + 8.95 + 11.71 + 19.53 + 85.59 0
2000 + 6.65 + 8.42 + 10.21 -10.14 -39.29 3
2001 + 12.79 + 20.78 + 29.17 -13.24 -21.35 5
2002 + 4.02 + 5.85 + 7.65 -23.37 -31.53 4
2003 + 19.60 + 25.82 + 32.26 + 26.38 + 50.01 4
2004 + 7.66 + 7.80 + 7.93 + 8.99 + 8.59 2
2005 + 4.11 + 5.11 + 6.10 + 3.00 + 1.37 4
7-Year* + 8.58 + 11.56 + 14.55 + 0.22 + 0.08 Avg 3


YEAR CP BC BG S&P NAS # OF TRADES
1999 1.89 2.75 3.64 5.22 7.87 0
2000 1.50 2.22 3.08 6.42 14.09 3
2001 1.83 2.99 4.22 6.22 12.57 5
2002 1.12 1.96 2.98 7.51 9.95 4
2003 1.45 2.24 3.09 4.93 6.43 4
2004 1.08 1.52 2.06 3.20 4.89 2
2005 1.08 1.57 2.10 2.97 3.61 4
7-Year* 1.46 2.24 3.10 5.43 9.22 Avg 3


YEAR CP BC BG S&P NAS # OF TRADES
1999 -4.86 -6.99 -9.09 -12.08 -13.07 0
2000 -2.66 -4.29 -5.99 -17.20 -53.79 3
2001 -4.03 -6.54 -8.90 -29.70 -50.22 5
2002 -2.45 -2.95 -4.70 -33.75 -45.90 4
2003 -3.09 -3.42 -3.89 -14.05 -12.97 4
2004 -3.38 -3.35 -4.27 -8.16 -18.63 2
2005 -3.29 -4.26 -5.36 -7.17 -12.47 4
7-Year* -4.86 -6.99 -9.09 -49.15 -77.93 Avg 3


YEAR CP BC BG S&P NAS # OF TRADES
1999 1.95 2.68 3.41 4.43 4.77 0
2000 1.29 1.64 2.10 6.84 26.74 3
2001 1.68 2.92 4.13 14.49 30.60 5
2002 0.95 1.13 1.91 18.05 28.01 4
2003 0.78 0.97 1.28 4.61 4.63 4
2004 1.33 1.68 2.30 3.35 8.96 2
2005 1.17 1.44 1.79 2.78 5.46 4
7-Year* 1.36 1.91 2.58 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.