Core-Plus™ Version 4 (1/1/2012) - Core-Plus™
YTD Performance - Updated Through Friday, January 27, 2012
| Return |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
1 |
+0.00 |
+0.00 |
+0.00 |
+0.00 |
+0.00 |
0 |
| 2012 |
1 Beta |
+1.57 |
+1.47 |
+1.37 |
+4.67 |
+8.11 |
1 |
| 2012 |
2 Beta |
+1.72 |
+1.70 |
+1.68 |
+4.67 |
+8.11 |
1 |
| Standard Deviation |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
1 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0 |
| 2012 |
1 Beta |
0.32 |
0.29 |
0.29 |
2.47 |
2.76 |
1 |
| 2012 |
2 Beta |
0.35 |
0.38 |
0.45 |
2.47 |
2.76 |
1 |
| Maximum Drawdown |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
1 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0 |
| 2012 |
1 Beta |
-0.03 |
-0.03 |
-0.02 |
-0.73 |
-0.51 |
1 |
| 2012 |
2 Beta |
-0.03 |
-0.02 |
-0.04 |
-0.73 |
-0.51 |
1 |
| Ulcer Index |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2012 |
1 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0 |
| 2012 |
1 Beta |
0.01 |
0.01 |
0.01 |
0.26 |
0.17 |
1 |
| 2012 |
2 Beta |
0.01 |
0.01 |
0.01 |
0.26 |
0.17 |
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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