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MyPlanIQ Advanced Investors Advanced Strategies P Market Timing rule with Bond to Equity Yield Ratio SMA30days 1day 1day GSPC

P Market Timing rule with Bond to Equity Yield Ratio SMA30days 1day 1day GSPC

(public) 0(0.0%) October 10

Delayed Holdings (As of 08/31/2011)
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Asset Fund in this portfolio Price change* Percentage
S&P500 ^GSPC (S&P 500 INDEX) 0.49% 100.00%

* Day change on 08/31/2011.

Monthly Holding Date: Total Transaction Times So Far:
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Holdings

Transactions

Performance (As of 10/10/2011)

Since 12/31/2000

Name YTD*
Return
1Yr
AR**
3Yr
AR**
5Yr
AR**
10Yr
AR**
15Yr
AR**
P Market Timing rule with Bond to Equity Yield Ratio SMA30days 1day 1day GSPC N/A -4.7% 7.8% -0.2% 4.3%
VFINX (Vanguard (S&P 500) Index) 10.4% 33.9% 11.9% 15.1% 12.9% 15.4%
VBINX (Vanguard Balance (60% stocks/40% bonds) 6.6% 21.3% 5.3% 9.0% 8.1% 10.3%

*   YTD: Year to Date
**  AR: Annualized Return
Last 1 Week* 1 Yr 3 Yr 5 Yr 10 Yr Since
01/02/2001
2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001
Annualized Return(%) 0.0 -4.7 7.8 -0.2 4.3 2.0 -11.1 4.0 34.7 -28.7 6.3 15.1 3.8 8.8 26.6 -8.9 -12.2
Sharpe Ratio NA -0.25 0.3 -0.05 0.16 0.04 -0.54 0.23 1.91 -0.74 0.22 1.33 0.17 0.84 1.82 -0.43 -0.87
Draw Down(%) NA 16.3 25.2 41.9 41.9 41.9 16.3 16.0 15.1 41.9 10.0 6.2 4.5 7.0 14.2 27.6 28.6
Standard Deviation(%) NA 18.7 25.6 23.6 19.5 19.4 20.8 17.2 18.1 40.1 14.4 8.9 9.1 9.3 14.2 23.4 16.7
Treynor Ratio NA -0.06 0.1 -0.01 0.04 0.01 -0.13 0.04 0.77 -0.31 0.04 0.15 0.02 0.11 0.37 -0.12 -0.24
Alpha NA -0.03 0.0 0.01 0.01 0.01 -0.04 -0.03 0.08 0.05 0.01 0.01 0.0 0.01 0.03 0.05 -0.03
Beta NA 0.82 0.8 0.82 0.8 0.79 0.84 0.91 0.45 0.95 0.81 0.79 0.78 0.7 0.7 0.81 0.6
RSquared NA 0.82 0.8 0.82 0.8 0.79 0.84 0.91 0.45 0.95 0.81 0.79 0.78 0.7 0.7 0.81 0.6
Sortino Ratio NA -0.32 0.43 -0.07 0.22 0.05 -0.67 0.32 3.24 -0.98 0.3 2.0 0.25 1.23 2.93 -0.62 -1.16
Yield(%) N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000

Commission Fee ($ per transaction)      Long Term Tax Rate (%)
Short Term Tax Rate (%)      Monthly Withdraw ($)
Monthly Deposit ($)      Tax on Withdraw (%)
Initial Amount ($)      Estimation Method
The start date of the charts is 01/02/2001 when all charts have data
Strategies
Asset Strategy    Market Timing Rule with Bond to Equity Yield Ratio

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