Volatility Controlled Indexes

Model Analysis

You have selected a Model Folio called AGG-Vol-Control Indexes that has a tracking value of $9,991.06 allocated across 4 securities.

Returns: AGG-Vol-Control Indexes: vs.Wilshire 5000 (Price Return):

Past Performance

A dotted line means that at least one security in your Model Folio did not exist at that time. The further back in time the graph goes, the more likely it is that other securities did not exist. This graph assumes an initial investment of $25,000.

  • The graph shows a backtest of the model’s current holdings only. To view the actual historical performance of the model as it changed over time, please go to “View Performance.”
  • Remember, future returns may differ substantially from past returns.
  • The model’s performance information is based on the model’s tracking Folio, which does not constitute a composite for purposes of AIMR reporting.

The Market Capitalization Weighting of Model Holdings

Sector Breakdown

Sector WeightingsModelWilshire 5000
Consumer Staples:0.00%0.00%
Consumer Discretionary:0.00%0.00%
Retail/Wholesale:0.00%0.00%
Medical:0.00%0.00%
Auto/Tires/Trucks:0.00%0.00%
Basic Materials:0.00%0.00%
Industrial Products:0.00%0.00%
Construction:0.00%0.00%
Multi-Sector Conglomerates:0.00%0.00%
Computer/Technology:0.00%0.00%
Aerospace:0.00%0.00%
Oils/Energy:0.00%0.00%
Finance:0.00%0.00%
Utilities:0.00%0.00%
Transportation:0.00%0.00%
Business Services:0.00%0.00%
Unclassified:100.00%100.00%
Total:100%100%

Model Risk Metrics 

StatisticModel HoldingsOne-Year Risk
Profile
Wilshire 5000
Beta vs S&P 500 / Relative Risk0.45 / Low— / NA1.01 / Average
Volatility / Absolute Risk10.77% /
Below Average
— / NA16.00% /
Average

Model Fundamentals

StatisticModelSecurities in Calculation*Wilshire 5000
Price/EarningsNA0 out of 40.00
Price/SalesNA0 out of 40.00
Price/BookNA0 out of 40.00
Earnings per ShareNA0 out of 4NA
Dividend YieldNA0 out of 40.00
Market CapitalizationNA0 out of 4NA

* Number of total securities with available data from our vendor