Ibbotson Aggressive Growth ETF Asset Allocation Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.6
Mean 0.69
Sharpe Ratio 0.66
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar Moderately Aggr Target Risk
R-Squared 97.69 98.56
Beta 1.49 1.11
Alpha -4.0 -2.45