Client Name - Presentation Studio · Client Company Client Name Proposal Prepared for: ... Unless otherwise noted, Morningstar does not adjust total returns for sales charges (such

Prepared by:

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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


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




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


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


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)


%Cash 10.1US Equity 53.2Non-US Equity 11.5US Bond 20.1Non-US Bond 4.1Other 0.9Total 100.0


Top 20 Constituents

Proposed Constituents


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


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%


Regional Equity Exposure Analysis

Equity Country Exposure


%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


%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


%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


Equity Regional Exposure


%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


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


%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


%AAA 61.0AA 3.9A 10.5BBB 13.8BB 5.7B 2.2Below B 2.2Not Rated 0.7Total 100.0


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


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


Detailed Sector Exposure Analysis

Morningstar Equity Sector Exposure


%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


Morningstar Equity Sector Exposure


%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


Detailed Sector Exposure Analysis

GICs Equity Sector Exposure


%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


GICs Equity Sector Exposure


%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


Style Analysis

Equity Style Valuation


%Value 30.8Core 37.1Growth 32.0Total 100.0

Equity Style Valuation


%Value 28.1Core 39.1Growth 32.8Total 100.0

Equity Market Capitalization


%Large Cap 73.5Mid Cap 16.6Small Cap 10.0Total 100.0


Equity Market Capitalization


%Large Cap 65.0Mid Cap 16.8Small Cap 18.1Total 100.0


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.


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


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


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.


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


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


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


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




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


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




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


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


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


Morningstar

Documents

Client Name - Presentation Studio · Client Company Client Name Proposal Prepared for: ... Unless otherwise noted, Morningstar does not adjust total returns for sales charges (such