September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 U.S. Equity Market Indexes S&P 00 2.06 4.48 4.24 8.6 0.8 4.22 6.4.44 0..96.8.69 2.9 6.00 2..06 S&P 00 Equal Weighted 2.92.60.94 6.2 0.0.0.20 8.94 0.2 4.80-2.20 4.49 6.6.6-0. 2.9 DJ Industrial Average 2.6.8.4 2.4 2...6.2 0. 6.0 0.2 0.04 29.6 0.24 8.8 4.06 Russell 000 2.44 4..9 8. 0.4 4.2 6.4. 0.4 2.4 0.48 2.6. 6.42.0 6.9 Russell 000 2. 4.48 4. 8.4 0.6 4.2 6.6. 0.20 2.0 0.92.24. 6.42.0 6.0 Russell 000 Growth.0.90 20.2 2.94 2.69.26.4 9.08 0.8.08.6.0.48.26 2.64 6. Russell 000 Value 2.96..92.2 8..20.98.92 0..4 -.8.4 2.. 0.9. S&P MidCap 400.92.22 9.40.2.8 4.4 6.6 9.00. 20.4-2.8 9..0.88 -. 26.64 S&P MidCap 400 Growth.4.9.99.29..99.88 9. 0.64 4. 2.02. 2..2-0.94 0. S&P MidCap 400 Value 4.44.26 6.60.04 0.4 4.64.28 8.8 2.6 26. -6.6 2.0 4.2 8. -2.4 22.8 Russell 200 4.4 4.4.00.9 0.60.86 6.4 8.9 2.68.9-2.90.0 6.80.88-2. 26. Russell 2000 6.24.6 0.94 20.4 2.8.9 6.6.8 4.0 2. -4.4 4.89 8.82 6. -4.8 26.8 Russell 2000 Growth.4 6.22 6.8 20.98 2. 4.28 6.94 8.4.2.2 -.8.60 4.0 4.9-2.9 29.09 Russell 2000 Value.08..68 20. 2.2.2 6.28.4 4.9.4 -.4 4.22 4.2 8.0 -.0 24.0 Russell Micro Cap 8. 6.6.6 22. 2.6.89.4 6.6.9 20. -.6.6 4.62 9. -9.2 28.89 S&P Preferred Stock -0.0 0.8 9.0 4.9 6.9 6. 8.0.4 4..94.4 4.0-0. 8.64 -.6 4.99 One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 U.S. Fixed Income Market Indexes BBgBarc U.S. Agg. Bond -0.48 0.8.4 0.0 2. 2.06 2. 4.2 2.8 2.6 0..9-2.02 4.2.84 6.4 BBgBarc U.S. Govt/Credit -0. 0.8.49-0.0 2.8 2.0 2.69 4.4.40.0 0. 6.0-2. 4.82 8.4 6.9 BBgBarc Intermediate U.S. Corporate -0.2.0..84.24 2.86.89.0 2. 4.04.08 4. 0.08 8.84.2 8.2 BBgBarc U.S. Govt/Credit Interm. -0.4 0.60 2.4 0.2 2..6 2.0.64 2.8 2.08.0. -0.86.89.80.89 BBgBarc U.S. Credit -0.22..08.96.8.2 4.4.4.90.6-0.. -2.0 9. 8. 8.4 BBgBarc U.S. Year Treasury -0.6 0.28.00-0.26.04 0.2 0.6 2..0 0.86 0.8 0.92-0.0 0.6.4 4.2 BBgBarc U.S. Year Treasury -0.84 0.26.9-2.00.44 0.0.8.84. 0.48. 2.89-2.4 2.29 9.6.02 BBgBarc U.S. 0 Year Treasury -.6 0.28 2.40-4.8 2.24.00.6 4.0.8-0.6 0.9 0.4 -.8 4..8 8.0 BBgBarc U.S. 0 Year Treasury -2.4 0..96-8.6 4.44 2. 2.90 6. 2.8 0.88 -. 29.8 -.0 2.4.60 8.2 BBgBarc U.S. Corporate High Yield 0.90.98.00 8.88.8 6.6 8.4.84.99. -4.4 2.4.44.8 4.98.2 BBgBarc Municipal -0..06 4.66 0.8.9.0.8 4.2.2 0.2.0 9.0-2. 6.8 0.0 2.8 BBgBarc Municipal Year -0.69 0.68.8.4.98.9 2.8.8 2.48-0.9 2.4.9 0.8 2.96 6.9.40 BBgBarc U.S. Treasury TIPS -0.64 0.86.2-0..62 0.02.48.90.8 4.68 -.44.64-8.6 6.98.6 6. One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 International Equity Market Indexes MSCI EAFE Net 2.49.40 9.96 9.0.04 8.8 9.26.4 2.4.00-0.8-4.90 22.8.2-2.4. MSCI Emerging Markets Net -0..02 2.4 9. 2.4..49 -.0 6. 8.8-6.96-4.6-4.98. -20.4 6.6 MSCI World Net 2.24 4.84 6.0 8..69 0.99 2.69 4.22 0.. -0.8 4.94 26.68.8 -.4.6 MSCI World Ex US Net 2.9.62 9. 8. 4..8 8.8.28 2.28 2. -.04-4.2 2.02 6.4-2.2 8.9 MSCI EAFE Small Cap Net 2.8.46 2.42 2.84. 2.8 2.80 4.6 2.9 2.8 9.9-4.9 29.0 20.00 -.94 22.04 MSCI All Country World Index Net.9.8.2 8.6.4 0.20.9.88 0..86-2.6 4.6 22.80 6. -. 2.6 MSCI All Country World Index Ex USA Net.86 6.6 2. 9.6 4.0 6.9 8.9.28 2.9 4.0 -.66 -.8.29 6.8 -.. MSCI All Country Americas Net 2.09 4.6 4.0.80 9.0 2.09 4.44 6.06 0.26.96 -.8 0.99 2.2 4.44 -..24 MSCI All Country Asia Net 0.8.4 2. 8.8.9 8.92 8.98 2.8 2.94.9-0.6 0.4.4. -.9. MSCI All Country Europe Net. 6.8 22.49 22.40 4..8 9.9 0.80.22 0.6 -.2 -.22 2.68 9. -.6 4.4 MSCI All Country Europe & Middle East Net.09 6. 22.02 2.8.9. 9.2 0.. 0. -.22 -.09 2.8 9.4 -.9 4.48 MSCI Emerging Mrkts. Asia Net -0. 6.09 29.8 2..6. 6.4 0.6.4.80 -. 2.48-0.22 8. -9.2 6. MSCI Emerging Mrkts. Eastern Europe Net.2 2.6 8.28 2.0 -. -4.4 -.2 -.26 24.00 2.9-8. -40.0-2.86.2-2.2.2 MSCI Emerging Mrkts. Europe & Middle East Net -.4 8.. 9.4-2.4 -. -0. -4. 9.6 22.9 -.4-28.80-4.48 24.28-2.6.90 MSCI Emerging Mrkts. Far East Net 0.4.62 2.99 2.26 8.4. 9.44 2.96 6.8.9-0.0 2.8 2.2 20.22-4.28 8.6 MSCI Emerging Mrkts. Latin America Net.8.0 26. 2.9-0.0 -.92 0.46-0. 26.2.04 -.04-2.0 -.6 8.66-9. 4.66 MSCI Frontier Markets Net 2.04 8.0 24.86 2.4 -.6 8..86 -.0.6 2.66-4.46 6.84 2.89 8.8-8. 2. One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 U.S. Equity Sector Indexes S&P 00 Consumer Discretionary 0.84 0.84.9 4.2 2.4.9 9..28.94 6.0 0. 9.68 4.08 2.92 6. 2.66 S&P 00 Consumer Staples -0.86 -. 6. 4.42 8.99.46. 9.9 9.89.8 6.60.98 26.4 0.6.99 4. S&P 00 Energy 9.94 6.84-6.6 0.6 -..02 4.9.00.9 2.6-2.2 -.8 2.0 4.6 4.2 20.46 S&P 00 Financials.4.24 2.48 6.2.4.62 20.2.4.26 22.80 -..20.6 28.82 -.06 2. S&P 00 Health Care 0.99.6 20..49 0.8.0 9.2 0.86 2. -2.69 6.89 2.4 4.46.89 2. 2.90 S&P 00 Industrials 4.00 4.22 4. 22. 2.8 6.20 8..48.66 8.86-2. 9.8 40.68. -0.9 26. S&P 00 Information Technology 0.64 8.6 2.6 28.88.6.44 9.8 0.94 4.4.8.92 20.2 28.4 4.82 2.4 0.9 S&P 00 Materials.2 6.0.82 2.26 6..29 4.09.4 6.48 6.69-8.8 6.9 2.60 4.9-9. 22.20 S&P 00 Telecommunication Services.2 6.8-4.69-0.4.26.60 0.2 4. 4. 2.49.40 2.99.4 8. 6.2 8.9 S&P 00 Utilities -2.4 2.8.8 2.0.90.92 2.08.0.29 6.29-4.8 28.98.2.29 9.9.46 DJ US Real Estate -0...09.6 9.2 9.2 2.8.2.2.6 2.4 2.24. 8.9 6.0 26.9 DJ Global World Real Estate -0.6.9 2.4 6.9...2 2.6.9 4.9-0.6.44 2.8 0.6-8.8 20.20 One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 Commodity Indexes Bloomberg Commodity -0. 2.2-2.8-0.29-0.4-0.4 -.9-6.8.9. -24.66 -.0-9.2 -.06 -.2 6.8 Bloomberg Sub Energy. 9.9-2.6-2.8-26. -. -. -.29 2.46 6.2-8.8-9.4.20-9.6 -.9-0. Bloomberg Sub Gold -2..09 0. -..26-6.80-4.42 4.6.29. -0.88 -. -28.6 6.08 9.6 28.2 Bloomberg Sub Grains.2-9.0-6.82 -.48-6.2-4.00-6.84 -.69 22. -.88-9.42-9. -6.90 8.2-4.4 0.28 Bloomberg Sub Industrial Metals -. 9.8 6.8 24.00 -.2-4. -2.82 -. 8. 9.92-26.88-6.8 -.6 0.6-24.2 6.24 Bloomberg Sub Livestock. -.4 2.96 24.4-9.28-2.4 -.9 -.0.09 -.6-8.8.6 -.4 -.4-2.0 9.2 Bloomberg Sub Petroleum.8.08 -.84 2.08-2.64 -.0 -.82 -..40.20-9.42-4.29.0 0.. 6.0 Bloomberg Sub Precious Metals -.4 2.0 8.2-6.6 0.44-8.8 -.96 4.00 6.94 9.0 -.4-6. -0.80 6.29 4.6 42.66 Bloomberg Sub Silver -.04 0.04.6-4.6-2.9-4. -0. 0.6 24. 4.0-2.2-20.42-6.64. -0. 8.8 Bloomberg Sub Softs -.6-0. -8.99-28.08-0.06-0.48-2.4 -.2 20.48.6-9.8-0.0-6.86-22.9 -.9 9.90 One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 Volatility & Hedge Fund Indexes CBOE Volatility (VIX) -0.20-4.94-2.26-28.44-6.46-9. -22.22-6.8 0.62-22.90 -.6 9.94-2.86-22.99.8-8. S&P 00 VIX Short-Term Futures -4.9-2.9-6.22 -.6-6.82 -.2-62.0-49.4 62.09-6.8-6.0-2.0-6.2 -.92 -.2 -.99 S&P 00 VIX Mid-Term Futures -.69 -.9-9.6-44.26-2.8-0.6 -.0-8.60 2.09-2.04-4.2-6.49-4. -2.8 -.6 -.9 One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com
September 0, 20 0 Std Dev s YTD Year Year Year Year Year Year 206 20 204 20 202 20 200 Balanced Indexes 20% MSCI World - 80% BC US Aggregate Bond 0.0.6.64.2.6.86 4.62 4. 2.9.6 0.8..29 6.6.46.99 40% MSCI World - 60% BC US Aggregate Bond 0.62 2.44 8..0 4.8.66 6.6 4.69 4. 4.6 0.. 8.82 8.9 2.9 9.2 60% MSCI World - 40% BC US Aggregate Bond.6.24 0. 0.66..4 8.68 4.69 6.2.6-0.4.6 4..29 0.26 0.0 80% MSCI World - 20% BC US Aggregate Bond. 4.04.6 4. 6. 9.22 0.69 4. 8.28 6. -0.48. 20.0.8-2..4 20% S&P 00-80% BC US Aggregate Bond 0.04...60 4. 4.4..6 2.80 4.0 0.8.48 4.2 6.6.0 8.9 40% S&P 00-60% BC US Aggregate Bond 0. 2.0.0.22.98 6.89 8.9.9 4. 6..0 9.02 0.8 9.0 6.2 0.4 60% S&P 00-40% BC US Aggregate Bond.09.09 9.80.0.9 9.48.08 6..9 8.2.0 0.60 8.62.29 4.40.6 80% S&P 00-20% BC US Aggregate Bond.6..9 4.2 9.2..88.0.9 0.08. 2.2 24.90.0.64.2 Past performance is not indicative of future results. This material is not financial advice or an offer to sell any product. greater or less than its respective benchmark. The indices shown here are commonly used benchmarks for performance comparison. The volatility (beta) of a client s portfolio may be Clark Capital Management Group, Inc. is an investment adviser registered with the U.S. Securities and Exchange Commission. Registration does not imply a certain level of skill or training. can be found in its Form ADV which is available upon request. More information about Clark Capital s advisory services and fees CCM-64 One Liberty Place rd Floor 60 Market Street Philadelphia, PA 90 800.66.2264 www.ccmg.com