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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 3 - Rydex: 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
2001 +20.40 +32.75 +45.94 -13.24 -21.35 5
2002 +7.27 +10.60 +13.94 -23.37 -31.53 4
2003 +24.79 +31.10 +37.59 +26.38 +50.01 4
2004 +11.58 +9.54 +7.50 +8.99 +8.59 2
2005 +9.89 +9.32 +8.74 +3.00 +1.37 4
5-Year* +14.58 +18.13 +21.68 -1.12 -2.25 Avg 4


YEAR CP BC BG S&P NAS # OF TRADES
2001 2.41 4.58 6.73 6.22 12.57 5
2002 1.69 2.87 4.23 7.51 9.95 4
2003 2.23 3.26 4.35 4.93 6.43 4
2004 1.34 1.76 2.33 3.20 4.89 2
2005 1.25 1.67 2.16 2.97 3.61 4
5-Year* 1.84 3.02 4.29 5.26 8.17 Avg 4


YEAR CP BC BG S&P NAS # OF TRADES
2001 -3.99 -8.33 -12.28 -29.70 -50.22 5
2002 -3.29 -5.27 -7.99 -33.75 -45.90 4
2003 -3.37 -4.18 -5.35 -14.05 -12.97 4
2004 -4.57 -4.28 -6.81 -8.16 -18.63 2
2005 -2.74 -3.68 -4.79 -7.17 -12.47 4
5-Year* -4.57 -8.33 -12.28 -43.46 -61.03 Avg 4


YEAR CP BC BG S&P NAS # OF TRADES
2001 1.45 3.49 5.52 14.49 30.60 5
2002 1.38 1.70 2.59 18.05 28.01 4
2003 1.06 1.38 1.82 4.61 4.63 4
2004 1.75 2.19 3.69 3.35 8.96 2
2005 0.80 1.14 1.54 2.78 5.46 4
5-Year* 1.33 2.17 3.40 22.06 36.52 Avg 4

*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.