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PortfolioAllocation

PortfolioAllocation - Crystal Ball Report Simulation...

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6e295f0441a5777a461fba2f396f986ba1366383.xls, REPORT_SD7500_OptQuest Roger B. Grinde 05/12/2009, 04:56:40 Crystal Ball Report Simulation started on 3/30/01 at 16:23:02 Simulation stopped on 3/30/01 at 16:23:30 Target Forecast: Total expected return Growth and Income fund .93 * Aggressive Growth fund .90 * Income fund .44 * Money Market fund -.04 -1 -0.5 0 0.5 1 Measured by Rank Correlation * - Correlated assumption Sensitivity Chart
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6e295f0441a5777a461fba2f396f986ba1366383.xls, REPORT_SD7500_OptQuest Roger B. Grinde 05/12/2009, 04:56:40 Forecast: Total expected return Cell: C17 Summary: Certainty Level is 95.00% Certainty Range is from ($6,467) to +Infinity dollars Display Range is from ($20,000) to $35,000 dollars Entire Range is from ($16,609) to $34,653 dollars After 1,000 Trials, the Std. Error of the Mean is $236 Statistics: Value Trials 1000 Mean $6,373 Median $6,438 Mode --- Standard Deviation $7,470 Variance $55,806,236 Skewness -0.04 Kurtosis 3.03 Coeff. of Variability 1.17 Range Minimum ($16,609) Range Maximum $34,653 Range Width $51,262 Mean Std. Error $236.23 Frequency Chart Certainty is 95.00% from ($6,467) to +Infinity dollars Mean = $6,373 .000 .009 .018 .026 .035 0 8.75 17.5 26.25 35 ($20,000) ($6,250) $7,500 $21,250 $35,000 1,000 Trials 0 Outliers Forecast: Total expected return
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6e295f0441a5777a461fba2f396f986ba1366383.xls, REPORT_SD7500_OptQuest Roger B. Grinde 05/12/2009, 04:56:40 Forecast: Total expected return (cont'd) Cell: C17 Percentiles: Percentile dollars 0% ($16,609) 5% ($6,467) 10% ($3,274) 15% ($1,205) 20% $98 25% $1,404 30% $2,617 35% $3,434 40% $4,622 45% $5,537 50% $6,438 55% $7,535 60% $8,448 65% $9,394 70% $10,310 75% $11,400 80% $12,728 85% $13,861 90% $15,935 95% $18,290 100% $34,653 End of Forecast
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6e295f0441a5777a461fba2f396f986ba1366383.xls, REPORT_SD7500_OptQuest Roger B. Grinde 05/12/2009, 04:56:40 Assumptions Assumption: Money Market fund Cell: C5 Uniform distribution with parameters: Minimum 2.0% Maximum 4.0% Assumption: Income fund Cell: C6 Normal distribution with parameters: Mean 5.0% Standard Dev. 5.0% Selected range is from -Infinity to +Infinity Correlated with: Aggressive Growth fund (C8) 0.29 Growth and Income fund (C7) 0.37 Assumption: Growth and Income fund Cell: C7 Normal distribution with parameters: Mean 7.0% Standard Dev. 12.0% Selected range is from -Infinity to +Infinity Correlated with: Aggressive Growth fund (C8) 0.72 Income fund (C6) 0.37 Assumption: Aggressive Growth fund Cell: C8 Normal distribution with parameters: Mean 11.0% Standard Dev. 18.0% Selected range is from -Infinity to +Infinity
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