Ibbotson Aggressive Growth ETF Asset Allocation Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.36
Mean 0.81
Sharpe Ratio 0.78
Bear Market Decile Rank 82

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 97.56 98.61
Beta 1.5 0.96
Alpha -3.95 -1.62