The New Core Allocation

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Bonds are represented by the Barclays Aggregate Bond Index which is a broad bond index covering most U.S. traded bonds and some foreign bonds traded in the U.S. Stocks are represented by the S&P 500 Index which is a commonly recognized, market capitalization weighted index of 500 widely held equity securities, designed to measure broad U.S. equity performance. Long/Short Equity is represented by the Credit Suisse Long/Short Equity Hedge Fund Index is a subset of the Credit Suisse Hedge Fund Index that measures the aggregate performance of long/short equity funds. Alternatives are represented by the Credit Suisse Multi Strategy Hedge Fund Index which is a subset of the Credit Suisse Hedge Fund Index that measures the aggregate performance of multi-strategy funds. 60/40 Portfolio is represented by 60% S&P 500 and 40% Barclays Aggregate Bond Index. It is not possible to invest directly in an index. Standard Deviation is a statistical measurement of performance fluctuations. Generally, the higher the standard deviation. the greater the expected volatility of returns. Sharpe Ratio is a ratio developed to measure risk-adjusted performance.

Standardized Performance
As of 9/30/2016

1 Year 5 Year 10 Year
Traditional 60/40 Portfolio 11.43% 11.05% 6.56%
Enhanced Core Portfolio
Plus Alternative Diversifiers
7.70% 9.23% 6.16%