| Low Risk |
Medium Risk |
High Risk |
Model 2 - ProFunds: Variable (Prudential-American Skandia) - Core-Plus™
YTD Performance - Updated Through Tuesday, August 31, 2010
| Return |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
-1.13 |
-1.12 |
-1.80 |
-5.90 |
-6.84 |
1 |
| 2010 |
Medium |
-3.90 |
-5.01 |
-6.66 |
-5.90 |
-6.84 |
1 |
| 2010 |
High |
-3.90 |
-5.28 |
-6.66 |
-5.90 |
-6.84 |
1 |
| Standard Deviation |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
0.59 |
0.70 |
1.40 |
5.78 |
6.29 |
1 |
| 2010 |
Medium |
3.20 |
4.46 |
6.14 |
5.78 |
6.29 |
1 |
| 2010 |
High |
3.20 |
4.64 |
6.14 |
5.78 |
6.29 |
1 |
| Maximum Drawdown |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
-2.92 |
-2.84 |
-4.73 |
-15.99 |
-17.33 |
1 |
| 2010 |
Medium |
-9.93 |
-13.29 |
-17.35 |
-15.99 |
-17.33 |
1 |
| 2010 |
High |
-9.93 |
-13.59 |
-17.35 |
-15.99 |
-17.33 |
1 |
| Ulcer Index |
| Year |
Risk |
CONSERV |
GROWTH |
AGGR |
S&P 500 |
NASDAQ |
Trades |
| 2010 |
Low |
2.09 |
2.00 |
2.89 |
7.87 |
8.76 |
1 |
| 2010 |
Medium |
5.81 |
7.64 |
9.71 |
7.87 |
8.76 |
1 |
| 2010 |
High |
5.81 |
7.72 |
9.71 |
7.87 |
8.76 |
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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