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Portfolio Volatility Report


12/5/2016  11:48:41 PM                                                         Page 1
          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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