| Low Risk |
Medium Risk |
High Risk |
Model 1 - ProFunds: Mutual Funds - Core-Plus™
YTD Performance - Updated Through Friday, July 16, 2010
| Return |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
-0.34 |
-0.55 |
-1.26 |
-4.50 |
-3.97 |
1 |
| 2010 |
Medium |
-1.72 |
-3.09 |
-4.57 |
-4.50 |
-3.97 |
1 |
| 2010 |
High |
-4.69 |
-7.55 |
-10.52 |
-4.50 |
-3.97 |
1 |
| Standard Deviation |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
0.97 |
0.99 |
1.60 |
5.95 |
6.44 |
1 |
| 2010 |
Medium |
2.14 |
3.41 |
4.78 |
5.95 |
6.44 |
1 |
| 2010 |
High |
4.13 |
6.61 |
9.35 |
5.95 |
6.44 |
1 |
| Maximum Drawdown |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
-2.54 |
-2.73 |
-4.57 |
-15.99 |
-17.33 |
1 |
| 2010 |
Medium |
-6.08 |
-9.65 |
-13.45 |
-15.99 |
-17.33 |
1 |
| 2010 |
High |
-11.67 |
-18.04 |
-24.65 |
-15.99 |
-17.33 |
1 |
| Ulcer Index |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
1.64 |
1.67 |
2.58 |
7.04 |
7.59 |
1 |
| 2010 |
Medium |
3.47 |
5.33 |
7.36 |
7.04 |
7.59 |
1 |
| 2010 |
High |
6.82 |
10.37 |
14.08 |
7.04 |
7.59 |
1 |
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.
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