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Prepared by:
Wholesaler Name
Wholesaler Address
Wholesaler Email
Client Company
Client Name
Proposal Prepared for:
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Investment Growth (3 Year)
Calendar Year Total Return
Expressed in percentage terms, Morningstar's calculation of total return is determined each month by taking the change in monthly net asset value, reinvesting all income and capital-gains distributions during that month, and dividing by the starting NAV. Reinvestments are made using the actual reinvestment NAV, and daily payoffs are reinvested monthly. Unless otherwise noted, Morningstar does not adjust total returns for sales charges (such as front-end loads, deferred loads and redemption fees), preferring to give a clearer picture of a fund's performance. The total returns do account for management, administrative, 12b-1 fees and
Calendar Year Returns
YTD+/-
Benchmark2016
+/-Benchmark
2015+/-
Benchmark2014
+/-Benchmark
Home Office Aggressive Strategy Model
Home Office Diversified Strategy Model
FTSE World Americas TR USD
MSCI World NR USD
-1.23%
-0.87%
11.76%
4.94%
12.79% 12.79%
7.51% 7.51%
8.75% 8.75% -2.12% 4.42%
6.61% 6.61% -3.30% 2.61%
-4.04% -4.04% -0.89% -7.34%
-6.18% -6.18% -2.07% -9.15%
other costs taken out of fund assets. Total returns for periods longer than one year are expressed in terms of compounded average annual returns (also known as geometric total returns), affording a more meaningful picture of fund performance than non-annualized figures.
Portfolio Growth of 1 Million
Time Period: 1/1/2014 to 12/31/2016
3/2014 6/2014 9/2014 12/2014 3/2015 6/2015 9/2015 12/2015 3/2016 6/2016 9/2016 12/2016$ 1.0M
$ 1.0M
$ 1.1M
$ 1.1M
$ 1.2M
$ 1.2M
$ 1.3M
Home Office Aggressive Strategy Model 1.1M Home Office Diversified Strategy Model 1.1M FTSE World Americas TR USD 1.2MMSCI World NR USD 1.1M
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Investment Growth (Since Common Inception)
Home Office Diversified Strategy ModelInception: 10/1/2010
Inception Information
Home Office Aggressive Strategy ModelInception: 10/1/2010
Calendar Year Returns
YTD+/-
Benchmark2016
+/-Benchmark
2015+/-
Benchmark2014
+/-Benchmark
CommonInception
+/-Benchmark
Home Office Aggressive Strategy Model
Home Office Diversified Strategy Model
FTSE World Americas TR USD
MSCI World NR USD
-1.23%
-0.87%
11.76%
4.94%
12.79% 12.79% 11.48%
8.22%7.51% 7.51%
8.75% 8.75% -2.12% 4.42% 6.12%
6.61% 6.61% -3.30% 2.61% 5.13%
-4.04% -4.04% -0.89% -7.34% -5.36%
-6.18% -6.18% -2.07% -9.15% -6.35%
Portfolio Growth of 1 Million
Time Period: 10/2/2010 to 12/31/2016
6/2011 12/2011 6/2012 12/2012 6/2013 12/2013 6/2014 12/2014 6/2015 12/2015 6/2016 12/2016$ 0.9M
$ 1.0M
$ 1.1M
$ 1.2M
$ 1.3M
$ 1.4M
$ 1.5M
$ 1.6M
$ 1.7M
$ 1.8M
$ 1.9M
$ 2.0M
$ 2.1M
Home Office Aggressive Strategy Model 1.5M Home Office Diversified Strategy Model 1.4M FTSE World Americas TR USD 2.0MMSCI World NR USD 1.7M
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Return Distribution (Since Common Inception)
HomeOffice
AggressiveStrategy
Model
HomeOffice
DiversifiedStrategy
ModelAverageObservationsMedianBest MonthBest Month DateWorst MonthWorst Month DateSkewnessKurtosis
0.53%74.000.52%7.34%
10/31/2011-6.58%
9/30/2011-0.210.80
0.44%74.000.44%7.34%
10/31/2011-6.58%
9/30/2011-0.221.42
Skewness & Kurtosis
The skewness measures the symmetry of a distribution. The standard normal distribution has a skewness of zero, and therefore, it is said to be symmetric. If the distribution of a data set has a skewness less than zero, the data is skewed to the left. Conversely, data that has a positive skewness is said to be skewed to the right. For example, asset prices follow a lognormal distribution, which is skewed to the right because asset prices are non-negative.The kurtosis measures the tail ends of a distribution and whether the distribution of a data set has skinny tails or fat tails in relation to the normal distribution. The standard normal distribution has a kurtosis of three, which indicates data that follow a Gaussian distribution have neither fat or thin tails. Therefore, if observed data have a kurtosis greater than three, it is said to have heavy tails when compared to the normal distribution. If the data have a kurtosis less than three, it is said to have thin tails.For example, stock market returns are said to follow a normal distribution in theory. However, in reality, asset returns tend to have fat tails. Observed asset returns have typically had moves greater than three standard deviations beyond the mean more than expected under the assumptions of the normal distribution.
Time Period: 11/1/2010 to 12/31/2016
-8.0 -7.0 -6.0 -5.0 -4.0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.00.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
16.0
18.0
20.0
22.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Numb
er of
Perio
ds
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Asset Allocation
Proposed Portfolio
Home Office Diversified Strategy Model - Asset Allocation (US)
Portfolio Date: 12/31/2016
%Cash 17.9US Equity 28.0Non-US Equity 11.2US Bond 33.4Non-US Bond 7.6Other 1.9Total 100.0
Current Portfolio
Home Office Aggressive Strategy Model - Asset Allocation (US)
Portfolio Date: 12/31/2016
%Cash 10.1US Equity 53.2Non-US Equity 11.5US Bond 20.1Non-US Bond 4.1Other 0.9Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Top 20 Constituents
Proposed Constituents
Portfolio Date: 12/31/2016
Investment Value Portfolio Weighting
BlackRock Global Allocation Inv A
Victory Sycamore Small Company Opp A
PIMCO StocksPLUS® Small A
Templeton Global Bond Adv
Vanguard 500 ETF
Thornburg Investment Income Builder I
Vanguard Dividend Growth Inv
American Funds US Government MMkt F2
Vanguard Short-Term Infl-Prot Secs ETF
Thornburg Limited Term Income Instl
PIMCO All Asset All Authority P
Victory INCORE Fund for Income A
PIMCO Total Return P
AMG Managers CenterSquare Real Estate S
Oppenheimer Developing Markets Y
Marketfield I
iShares Core S&P Mid-Cap
Henderson European Focus I
$ 744,710 9.83%
$ 498,714 6.58%
$ 484,211 6.39%
$ 474,884 6.27%
$ 456,027 6.02%
$ 446,331 5.89%
$ 443,005 5.85%
$ 439,078 5.80%
$ 437,569 5.78%
$ 435,049 5.74%
$ 434,684 5.74%
$ 431,860 5.70%
$ 427,698 5.65%
$ 426,437 5.63%
$ 416,160 5.49%
$ 273,086 3.60%
$ 160,120 2.11%
$ 145,636 1.92%
Current Constituents
Portfolio Date: 12/31/2016
Investment Value Portfolio Weighting
Vanguard 500 ETF
Vanguard Dividend Growth Inv
Thornburg Investment Income Builder I
Oppenheimer Developing Markets Y
iShares Core S&P Mid-Cap
Victory Sycamore Small Company Opp A
PIMCO StocksPLUS® Small A
Vanguard Short-Term Infl-Prot Secs ETF
Henderson European Focus I
AMG Managers CenterSquare Real Estate S
Templeton Global Bond Adv
Victory INCORE Fund for Income A
Marketfield I
PIMCO All Asset All Authority P
Thornburg Limited Term Income Instl
PIMCO Total Return P
American Funds US Government MMkt F2
$ 2,891,531 37.80%
$ 580,473 7.59%
$ 446,175 5.83%
$ 411,367 5.38%
$ 403,511 5.27%
$ 357,931 4.68%
$ 299,977 3.92%
$ 271,988 3.56%
$ 270,966 3.54%
$ 251,889 3.29%
$ 248,213 3.24%
$ 237,558 3.11%
$ 237,034 3.10%
$ 216,795 2.83%
$ 215,574 2.82%
$ 198,694 2.60%
$ 110,555 1.45%
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Regional Equity Exposure Analysis
Equity Country Exposure
Portfolio Date: 12/31/2016
%Brazil 0.9China 3.2France 1.8India 1.7Japan 2.5Netherlands 1.1Russia 1.0Switzerland 1.7United Kingdom 3.2United States 72.7Other 10.2Total 100.0
Equity Country Exposure
Portfolio Date: 12/31/2016
%Brazil 0.6China 2.2France 1.1Germany 0.7India 1.0Netherlands 0.6Russia 0.7Switzerland 1.4United Kingdom 2.5United States 82.8Other 6.5Total 100.0
Equity Regional Exposure
Portfolio Date: 12/31/2016
%North America 82.5Latin America 1.3United Kingdom 2.6Europe dev 5.9Europe emrg 0.8Africa/Middle East 0.7Australasia 0.1Japan 0.4Asia dev 1.7Asia emrg 3.9Total 100.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Equity Regional Exposure
Portfolio Date: 12/31/2016
%North America 70.0Latin America 2.2United Kingdom 3.7Europe dev 9.0Europe emrg 1.4Africa/Middle East 0.9Australasia 0.2Japan 2.9Asia dev 3.2Asia emrg 6.5Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Fixed-Income Statistics
Average Effective Duration
Average Effective Maturity
Average Coupon
2.43
3.94
4.45
Average Effective Duration
Average Effective Maturity
Average Coupon
2.56
4.02
4.35
Fixed Income Credit Quality
Portfolio Date: 12/31/2016
%AAA 58.4AA 4.4A 12.7BBB 13.9BB 5.5B 2.2Below B 2.1Not Rated 0.8Total 100.0
Fixed Income Credit Quality
Portfolio Date: 12/31/2016
%AAA 61.0AA 3.9A 10.5BBB 13.8BB 5.7B 2.2Below B 2.2Not Rated 0.7Total 100.0
Home Office Aggressive Strategy Model
Fixed Income Sectors (Morningstar)
Portfolio Date: 12/31/2016%
Government 27.9Government Related 16.6Corporate Bond 8.9Agency Mortgage-Backed 7.3Non-Agency Residential Mortgage-Backed 1.2Commercial Mortgage-Backed 4.1Asset-Backed 2.7Cash & Equivalents 23.3Swap 1.5Forward/Future 5.6Other 1.0Total 100.0
Home Office Diversified Strategy Model
Fixed Income Sectors (Morningstar)
Portfolio Date: 12/31/2016%
Government 28.3Government Related 15.7Corporate Bond 9.0Agency Mortgage-Backed 7.0Non-Agency Residential Mortgage-Backed 1.1Commercial Mortgage-Backed 4.1Asset-Backed 2.7Cash & Equivalents 25.0Swap 1.4Forward/Future 4.6Other 1.1Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Detailed Sector Exposure Analysis
Morningstar Equity Sector Exposure
Portfolio Date: 12/31/2016
%Basic Materials 3.5Consumer Cyclical 13.2Financial Services 16.0Real Estate 7.6Consumer Defensive 8.8Healthcare 11.6Utilities 2.4Communication Services 4.2Energy 6.2Industrials 12.0Technology 14.6Total 100.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Morningstar Equity Sector Exposure
Portfolio Date: 12/31/2016
%Basic Materials 4.4Consumer Cyclical 13.3Financial Services 15.5Real Estate 15.4Consumer Defensive 7.6Healthcare 9.1Utilities 1.7Communication Services 4.2Energy 5.1Industrials 12.3Technology 11.4Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Detailed Sector Exposure Analysis
GICs Equity Sector Exposure
Portfolio Date: 12/31/2016
%Energy 6.2Materials 3.6Industrials 11.5Consumer Discretionary 13.3Consumer Staples 8.7Healthcare 11.3Financials 15.4Information Technology 16.7Telecom Services 3.1Real Estate 7.8Other 2.4Total 100.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
GICs Equity Sector Exposure
Portfolio Date: 12/31/2016
%Energy 5.2Materials 4.3Industrials 12.4Consumer Discretionary 12.8Consumer Staples 7.5Healthcare 8.7Financials 15.6Information Technology 13.1Telecom Services 3.3Real Estate 15.3Other 1.7Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Style Analysis
Equity Style Valuation
Portfolio Date: 12/31/2016
%Value 30.8Core 37.1Growth 32.0Total 100.0
Equity Style Valuation
Portfolio Date: 12/31/2016
%Value 28.1Core 39.1Growth 32.8Total 100.0
Equity Market Capitalization
Portfolio Date: 12/31/2016
%Large Cap 73.5Mid Cap 16.6Small Cap 10.0Total 100.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Equity Market Capitalization
Portfolio Date: 12/31/2016
%Large Cap 65.0Mid Cap 16.8Small Cap 18.1Total 100.0
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Style Analysis
Overview of Morningstar Style Map and Ownership Zone
Morningstar's style model first classifies stocks by their market capitalizations as being large-cap, (top 70% of the market), mid-cap (next 20% of the market), small-cap (next 7% of the market), and micro-cap (bottom 3% of the market). Value/growth orientation is measured using Morningstar's proprietary growth score minus the overall value score for each stock.
By plotting the style coordinates of all the stocks held by a fund, and all the funds held by the portfolio, a graphical representation of a portfolio's style at a point in time can be generated (style map on right). The point inside the circle represents the portfolio's centroid. The centroid is calculated by taking the asset-weighted average of the portfolio's constituents. The larger ellipse is Morningstar's portfolio Ownership Zone. The Ownership Zone contains 75% of the portfolio's assets that are closest to the portfolio centroid. While the centroid indicates a portfolio's overall style, the Ownership Zone shows how concentrated a portfolio is around it's overall style and thus provides additional insight into a portfolio's style management.
Holdings-Based Style Trail
Time Period: 10/31/2010 to 12/31/2016
Micro
Small
Mid
Large
Gian
t
Deep-Val Core-Val Core Core-Grth High-Grth
Home Office Aggressive Strategy ModelHome Office Diversified Strategy ModelFTSE World Americas TR USDMSCI World NR USD
Holdings-Based Style Map
Micro
Small
Mid
Large
Gian
t
Deep-Val Core-Val Core Core-Grth High-Grth
Home Office Aggressive Strategy Model 12/31/2016Home Office Diversified Strategy Model 12/31/2016FTSE World Americas TR USD 12/31/2016MSCI World NR USD 12/31/2016
Overview of Holdings-Based Style Analysis
Holdings-Based Style Analysis is a "bottom-up" approach in which the characteristics of a fund over a period of time are derived from the characteristics of the securities it contains at various points in time over the period. One purpose of this analysis is to describe a portfolio in terms of a set of quantitative style characteristics such as size and value/growth orientation.
Holdings-Based Style Analysis requires two sets of data. First, a securities database is required that contains the characteristics of each security in the investable universe of the funds being analyzed within the overall portfolio. Second, the weight of the securities in each fund within the portfolio is required over the given analysis time period.
The databases needed to perform Holdings-Based Style Analysis are expensive to obtain and keep up to date. Because of this, there are only a handful of investment research firms, including Morningstar Inc, that have the required datasets to perform Holdings-Based Style Analysis. Returns-Based Style Analysis is a low cost alternative introduced by William Sharpe in the late 1980s.
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Market Sensitivity Analysis
Trailing Beta
Beta is a measure of the sensitivity of a portfolio to movements in the selected calculation benchmark. The charts here illustrate trailing beta in 1 year increments which help illustrate how the underliying portfolio increased or decreased their market sensitivity over time.
The chart above is based on the FTSE World Americas TR USDbenchmark. The chart to the right is base on the
benchmark.MSCI World NR USD
Calculation Benchmark: FTSE World Americas TR USD
01 02 03 04 05 06 07 08 09 10 11 12
2013
01 02 03 04 05 06 07 08 09 10 11 12
2014
01 02 03 04 05 06 07 08 09 10 11 12
2015
01 02 03 04 05 06 07 08 09 10 11 12
0.50
0.55
0.60
0.65
0.70
0.75
0.80
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Beta
Trailing Beta
Time Period: 1/1/2012 to 12/31/2016
Source Data: Total, Monthly Return Calculation Benchmark: MSCI World All Cap NR USD
01 02 03 04 05 06 07 08 09 10 11 12
2013
01 02 03 04 05 06 07 08 09 10 11 12
2014
01 02 03 04 05 06 07 08 09 10 11 12
2015
01 02 03 04 05 06 07 08 09 10 11 12
0.50
0.55
0.60
0.65
0.70
0.75
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Beta
Time Period: 1/1/2012 to 12/31/2016
1 2 3 41.00
0.98 1.00
0.97 0.95 1.00
0.97 0.95 0.97 1.00
1 Home Office Aggressive Strategy Model
2 Home Office Diversified Strategy Model
3 FTSE World Americas TR USD
4 MSCI World NR USD
1.00 to 0.75 0.75 to 0.50 0.50 to 0.25 0.25 to 0.000.00 to -0.25 -0.25 to -0.50 -0.50 to -0.75 -0.75 to -1.00
Returns Correlation Matrix
Correlation is a measure of how two portfolios move in relation to each other. Possible correlations range from +1 to -1 with +1 indicating the portfolios move in lock step, 0 indicating there is no relationship in the portfolios movements and -1 indicating the portfolios move in opposite directions over time.
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Active Return Analysis
Rolling Alpha
Alpha is a measurement of the difference between a portfolio's actual returns and it's expected performance, given the level of risk as measured by the beta against a relative calculation benchmark. A postive alpha figure indicates the portfolio performed better than the beta would predict. In contract, a negative alpha figure indicates the portfolio performed worse than the beta would predict.
The Rolling Window is used to create rolling time periods, where the start date and end date move forward together. Rolling Windows are typically used to measure the consistency of data. Window size is used to set the time period and Moving Step is used to set the increment for each time period. For example, with start date set to 5 years ago and window size set to 4 years, a moving step of 3 months, and 5 columns will result in the following time period columns being added to the report. The chart above is based on the
benchmark. The FTSE World Americas TR USDchart to the right is base on the
benchmark.MSCI World NR USD
Rolling Alpha
Rolling Window: 4 Years 3 Months shift Calculation Benchmark: MSCI USA IMI/Real Estate GR USD
201601 02 03 04 05 06 07 08 09 10 11 12
0.00
0.75
1.50
2.25
3.00
3.75
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Alpha
1/1/2012 -12/31/2015
4/1/2012 -3/31/2016
7/1/2012 -6/30/2016
10/1/2012 -9/30/2016
1/1/2013 -12/31/2016
Home Office Aggressive Strategy ModelHome Office Diversified Strategy Model
2.49 0.83 2.31 2.26 3.061.93 0.42 1.87 1.65 2.08
Rolling Alpha
Rolling Window: 4 Years 3 Months shift Calculation Benchmark: FTSE World Americas TR USD
201601 02 03 04 05 06 07 08 09 10 11 12
-3.00
-2.50
-2.00
-1.50
-1.00
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
Alpha
1/1/2012 -12/31/2015
4/1/2012 -3/31/2016
7/1/2012 -6/30/2016
10/1/2012 -9/30/2016
1/1/2013 -12/31/2016
Home Office Aggressive Strategy ModelHome Office Diversified Strategy Model
-2.46 -2.35 -2.25 -2.08 -2.57-2.10 -2.08 -1.59 -1.61 -2.15
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Risk Return Analysis (3 Year)
Risk Return Scatter Plot
Time Period: 1/1/2014 to 12/31/2016
Std Dev0.0 2.0 4.0 6.0 8.0 10.0 12.0 14.0
0.0%
2.0%
4.0%
6.0%
8.0%
10.0% Home Office Aggressive Strategy ModelHome Office Diversified Strategy ModelFTSE World Americas TR USDMSCI World NR USD
Retur
n
Risk Return Tradeoff
The Risk Return Tradeoff is the principle that potential return rises with an increase in risk. Low levels of uncertainty or risk are associated with low potential returns, whereas high levels of uncertainty or risk are associated with high potential returns. According to the Risk Return
Tradeoff, invested money in a portfolio can render higher profits only if the investor is willing to accept the possibility of losses.The appropriate Risk Return Tradeoff depends on a variety of factors including risk tolerance, years to retirement, and potential to replace lost funds. Time can also play an essential role in determining a portfolio with the appropriate levels of risk and reward. For example, the ability to invest in equities over the long-term provides the potential to recover from the risks of bear markets and participate in bull markets, while a short time frame makes equities a higher risk proposition. For investors, the Risk Return Tradeoff is one of the essential components of each investment decision as well as in the assessement of the portfolio as a whole.
Risk Return Table
Time Period: 1/1/2014 to 12/31/2016 Calculation Benchmark: FTSE World Americas TR USD
ReturnBatting
AverageStd Dev
MorningstarRisk
RelativeRisk
SharpeRatio
SortinoRatio
SterlingRatio
TrackingError
DownsideDeviation
Alpha Beta R2
Home Office Aggressive Strategy Model
Home Office Diversified Strategy Model
FTSE World Americas TR USD
MSCI World NR USD
7.58%
3.80%
100.00
33.33
10.90
11.08
1.21
1.21
1.00
1.02
0.68
0.33
1.24
0.61
0.47
0.22
—
2.56
—
2.43
—
-3.49
1.00
0.99
100.00
94.68
3.59% 33.33 8.30 0.76 0.24 3.31 2.910.68 0.42 0.73 -2.05 0.74 95.43
1.89% 30.56 6.23 0.38 0.57 0.28 0.48 0.13 5.42 4.73 -2.26 0.54 89.18
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Risk Return Analysis (Since Common Inception)
Risk Return Scatter Plot
Time Period: 11/1/2010 to 12/31/2016
Std Dev0.0 3.0 6.0 9.0 12.0 15.0
0.0%
2.0%
4.0%
6.0%
8.0%
10.0%
12.0%
14.0% Home Office Aggressive Strategy ModelHome Office Diversified Strategy ModelFTSE World Americas TR USDMSCI World NR USD
Retur
n
Risk Return Tradeoff
The Risk Return Tradeoff is the principle that potential return rises with an increase in risk. Low levels of uncertainty or risk are associated with low potential returns, whereas high levels of uncertainty or risk are associated with high potential returns. According to the Risk Return
Tradeoff, invested money in a portfolio can render higher profits only if the investor is willing to accept the possibility of losses.The appropriate Risk Return Tradeoff depends on a variety of factors including risk tolerance, years to retirement, and potential to replace lost funds. Time can also play an essential role in determining a portfolio with the appropriate levels of risk and reward. For example, the ability to invest in equities over the long-term provides the potential to recover from the risks of bear markets and participate in bull markets, while a short time frame makes equities a higher risk proposition. For investors, the Risk Return Tradeoff is one of the essential components of each investment decision as well as in the assessement of the portfolio as a whole.
Risk Return Table
Time Period: 11/1/2010 to 12/31/2016 Calculation Benchmark: FTSE World Americas TR USD
ReturnBatting
AverageStd Dev
MorningstarRisk
RelativeRisk
SharpeRatio
SortinoRatio
SterlingRatio
TrackingError
DownsideDeviation
Alpha Beta R2
Home Office Aggressive Strategy Model
Home Office Diversified Strategy Model
FTSE World Americas TR USD
MSCI World NR USD
11.48%
8.22%
100.00
39.19
11.84
12.61
1.52
1.69
1.00
1.06
0.96
0.64
1.69
1.11
0.65
0.44
—
2.94
—
2.57
—
-3.30
1.00
1.04
100.00
94.66
6.12% 33.78 8.78 0.74 0.38 3.72 3.560.80 0.68 1.14 -2.12 0.73 95.74
5.13% 31.08 7.92 0.65 0.67 0.63 1.05 0.32 4.77 4.44 -2.17 0.64 92.33
* Insert your custom disclosure statement here. A disclosure statement is typically required by compliance departments when presenting and distributing investment proposal materials to clients and prospects. Check with your compliance department for more information on proper disclosure language.
Drawdown Analysis (Since Common Inception)
Upside / Downside
Time Period: 11/1/2010 to 12/31/2016
Up Capture Ratio
0.0 20.0 40.0 60.0 80.0 100.0 120.00.020.040.060.080.0100.0120.0140.0
Down
Cap
ture R
atio
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model
FTSE World Americas TR USD MSCI World NR USD
Drawdown Table
Time Period: 11/1/2010 to 12/31/2016
Investment
HomeOffice
AggressiveStrategy
Model
HomeOffice
DiversifiedStrategy
Model
FTSEWorld
AmericasTR USD
MSCIWorld
NR USD
Max DrawdownMax Drawdown # of PeriodsMax Drawdown Peak DateMax Drawdown Valley DateUp Period PercentR2Down Period PercentUp Capture RatioDown Capture Ratio
100.00% 94.66%
-17.66% -19.64%5.00 5.00
5/1/2011 5/1/20119/30/2011 9/30/2011
67.57% 60.81%
32.43% 39.19%100.00% 94.14%100.00% 115.27%
-13.30%5.00
5/1/20119/30/2011
63.51%
36.49%66.99%80.07%
95.74%
-13.30%5.00
5/1/20119/30/2011
64.86%92.33%35.14%57.91%70.65%
Drawdown
Time Period: 11/1/2010 to 12/31/2016
6/2011 12/2011 6/2012 12/2012 6/2013 12/2013 6/2014 12/2014 6/2015 12/2015 6/2016 12/2016-20.0
-17.5
-15.0
-12.5
-10.0
-7.5
-5.0
-2.5
0.0
Home Office Aggressive Strategy Model Home Office Diversified Strategy Model FTSE World Americas TR USDMSCI World NR USD
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Morningstar
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