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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 5 - ProFunds: Variable (Midland Vector® Annuity) - 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 + 6.65 + 8.04 + 9.41 + 19.53 + 85.59 0
2000 + 8.59 + 8.77 + 8.92 - 10.14 - 39.29 3
2001 + 12.18 + 15.24 + 18.32 - 13.24 - 21.35 5
2002 + 7.48 + 8.01 + 8.51 - 23.37 - 31.53 4
2003 + 11.45 + 15.03 + 18.70 + 26.38 + 50.01 4
2004 + 4.55 + 4.74 + 4.93 + 8.99 + 8.59 2
2005 + 4.48 + 5.11 + 5.74 + 3.00 + 1.37 4
2006 + 8.20 + 10.29 + 12.41 + 13.62 + 9.52 3
2007 + 11.23 + 13.26 + 15.32 + 3.53 + 9.81 5
2-15-08 + 2.48 + 2.97 + 3.47 - 8.06 - 12.46 2
9.15-Years* + 8.47 + 10.01 + 11.54 + 1.03 + 0.63 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
1999 1.23 1.73 2.25 5.22 7.87 0
2000 1.16 1.59 2.04 6.42 14.09 3
2001 1.42 2.02 2.64 6.22 12.57 5
2002 1.13 1.61 2.11 7.51 9.95 4
2003 1.04 1.47 1.94 4.93 6.43 4
2004 0.88 1.13 1.42 3.20 4.89 2
2005 0.81 1.08 1.37 2.97 3.61 4
2006 0.88 1.14 1.44 2.90 4.10 3
2007 0.95 1.27 1.61 4.61 5.03 5
2-15-08 0.82 0.97 1.16 6.64 7.16 2
9.15-Years* 1.07 1.47 1.90 5.15 8.40 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
1999 -2.31 -3.58 -4.99 -12.08 -13.07 0
2000 -1.62 -2.49 -3.49 -17.20 -53.79 3
2001 -2.69 -4.19 -5.67 -29.70 -50.22 5
2002 -2.01 -2.58 -3.16 -33.75 -45.90 4
2003 -2.39 -2.40 -3.00 -14.05 -12.97 4
2004 -2.65 -3.26 -3.92 -8.16 -18.63 2
2005 -2.03 -2.64 -3.28 -7.17 -12.47 4
2006 -1.03 -1.33 -1.73 -7.70 -14.78 3
2007 -1.22 -1.71 -2.49 -10.09 -11.13 5
2-15-08 -0.27 -0.32 -0.41 -10.75 -14.08 2
9.15-Years* -2.69 -4.19 -5.67 -49.15 -77.93 Avg 3.5


YEAR CP BC BG S&P NAS # OF TRADES
1999 0.86 1.34 1.84 4.43 4.77 0
2000 0.52 0.84 1.19 6.84 26.74 3
2001 0.96 1.68 2.42 14.49 30.60 5
2002 0.67 0.99 1.34 18.05 28.01 4
2003 0.67 0.74 0.94 4.61 4.63 4
2004 1.23 1.59 1.99 3.35 8.96 2
2005 0.68 0.91 1.14 2.78 5.46 4
2006 0.37 0.47 0.59 2.68 6.29 3
2007 0.32 0.47 0.65 3.77 4.20 5
2-15-08 0.13 0.16 0.20 7.19 10.45 2
9.15-Years* 0.75 1.08 1.46 22.49 54.03 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.