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Volatility Report - 12/31/2015 to 11/30/2016, Monthly IRR
R-Squared, Beta Index : Russell 1000®-Annual ROR 15.41%
Sharpe Ratio Comparison: 3-Month Treasury Bill
Pf ROR Portfolio Vs Benchmark
Avg=14.55% Portfolio Sharpe R Periods
Portfolio SD=2.36% Volatility Ratio Squared Alpha Beta Max Actl
Fidelity IRA 13.60% 1.23 .67 .84 2.51 .94 11 11
Diversified 11.62% 1.35 .58 .90 3.68 .81 11 11
Total 14.87% .65 1.04 .59 1.32 .33 11 11
401k 18.10% .68 1.02 .05 4.58 .12 11 11
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