Express Jet JP Morgan Aggressive Model Portfolio Snapshot

Release date 5/31/2013| Note: Portions of the analysis are based on pre-inception returns. Please read disclosure for more information. Page 22 of of 213
Express Jet JP Morgan Aggressive Model
Portfolio Snapshot
Portfolio Value Benchmark Account Number Report Currency
10,000.00 S&P 500 TR USD USD
Risk Analysis
Risk/Reward Scatterplot Portfolio Holding B-mark 3-Year Mean
1.0 2.8 4.6 6.4 8.2 10.0 11.8 13.6 15.4 17.2 19.0 20.8 22.6 24.4 26.2
3-Year Standard Deviation
20.00
17.60
15.20
12.80
10.40
8.00
5.60
3.20
0.80
-1.60
-4.00
Risk and Return Statistics 3 Yr 5 Yr 10 Yr
As of Date 5/31/2013 Portfolio B-mark Portfolio B-mark Portfolio B-mark
Standard Deviation
Mean
Sharpe Ratio
13.47
12.81
0.96
14.02
16.87
1.18
17.64
5.63
0.39
18.85
5.43
0.36
13.94
10.07
0.64
14.57
7.58
0.46
Performance History Graph Portfolio Quarterly Return +/- Benchmark in %
2004 2005 2006 2007 2008 2009 2010 2011 2012 2013
8.0
6.0
4.0
2.0
B-mark
MPT Statistics 3 Yr 5 Yr 10 Yr
As of Date 5/31/2013
Alpha
Beta
R-squared
-2.40
0.92
92.68
0.58
0.91
94.31
-2.0
-4.0
-6.0
-8.0
2.73
0.92
93.01
Fundamental Analysis
Market Maturity Geometric Avg Capitalization (Mil) Valuation Multiples Portfolio B-mark Credit Quality
% of Bonds
% of Stocks
Developed Markets
Emerging Markets
Not Available
92.11
7.89
0.00
100.00
0.00
0.00
Portfolio
Benchmark
17,053.67
60,333.36
Price/Earnings
Price/Book
Price/Sales
Price/Cash Flow
Type Weightings
% of Stocks
High Yield
Distressed
Hard Asset
Cyclical
Slow Growth
Classic Growth
Aggressive Growth
Speculative Growth
Not Available
Portfolio
2.41
0.72
6.88
41.09
10.81
0.34
23.30
12.27
2.18
B-mark
2.83
0.37
12.01
41.75
12.02
0.64
22.12
6.36
1.90 % 0 5 10 15 20 25 30 35 40 45 50 Profitability
% of Stocks
Net Margin
ROE
ROA
Debt/Capital
Fund Statistics
19.60
2.43
1.62
10.86
16.86
2.35
1.50
10.06
Portfolio B-mark
2011 2012 2012
13.34
20.26
9.50
31.64
10.99
15.64
7.41
33.66
Potential Cap Gains Exposure
Avg Net Exp Ratio
Avg Gross Exp Ratio
13.00
21.00
8.00
35.00
13.14
0.79
0.79
AAA
AA
A
BBB
BB
B
Below B
NR/NA
Interest Rate Risk
Maturity
Duration (total portfolio)
Avg Credit Quality
62.93
8.85
12.78
7.87
2.95
1.97
0.98
1.67
Portfolio
6.73
4.73
-
© 2013 Morningstar. All Rights Reserved. The information, data, analyses and opinions contained herein (1) include the confidential and proprietary information of Morningstar, (2) may include, or be derived from, account information provided
by your financial advisor which cannot be verified by Morningstar, (3) may not be copied or redistributed, (4) do not constitute investment advice offered by Morningstar, (5) are provided solely for informational purposes and therefore are not
an offer to buy or sell a security, and (6) are not warranted to be correct, complete or accurate. Except as otherwise required by law, Morningstar shall not be responsible for any trading decisions, damages or other losses resulting from, or
related to, this information, data, analyses or opinions or their use. This report is supplemental sales literature, and therefore must be preceded or accompanied by a prospectus and disclosure statement. Please read the prospectus carefully.