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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 4 - Rydex: Variable (Nationwide MarketFlex) - 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
2002 +2.50 +6.95 +11.46 -23.37 -31.53 4
2003 +18.11 +25.84 +33.91 +26.38 +50.01 4
2004 +5.51 +5.01 +4.51 +8.99 +8.59 2
2005 +4.63 +5.37 +6.10 +3.00 +1.37 4
4-Year* +7.52 +10.47 +13.42 +2.11 +3.12 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
2002 1.72 2.80 4.16 7.51 9.95 4
2003 2.02 3.12 4.27 4.93 6.43 4
2004 1.24 1.73 2.33 3.20 4.89 2
2005 1.24 1.68 2.17 2.97 3.61 4
4-Year* 1.59 2.42 3.38 5.00 6.66 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
2002 -4.26 -5.80 -8.30 -33.75 -45.90 4
2003 -2.91 -3.94 -5.36 -14.05 -12.97 4
2004 -3.49 -5.05 -7.33 -8.16 -18.63 2
2005 -2.98 -4.02 -5.23 -7.17 -12.47 4
4-Year* -4.26 -5.80 -8.30 -33.75 -45.90 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
2002 1.76 1.68 2.53 18.05 28.01 4
2003 1.12 1.38 1.79 4.61 4.63 4
2004 1.74 3.07 4.48 3.35 8.96 2
2005 1.08 1.38 1.76 2.78 5.46 4
4-Year* 1.47 2.05 2.92 13.33 18.87 Avg 3.5

*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.