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State Farm Bond A (BNSAX)
On
Dec 1
:
11.06
0.02
(0.18%)
MORE ON BNSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.50%
Worst 1 Yr Total Return
(2008)
:
2.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNSAX
Category
Alpha (against Standard Index)
0.08
-1.72
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
6.51
0.39
R-squared (against Standard Index)
85
59.27
Standard Deviation
4.45
5.93
Sharpe Ratio
0.88
N/A
Treynor Ratio
4.00
N/A
5 Years
Statistic
BNSAX
Category
Alpha (against Standard Index)
-0.28
-1.05
Beta (against Standard Index)
1.03
0.98
Mean Annual Return
4.80
0.33
R-squared (against Standard Index)
88
61.87
Standard Deviation
3.93
4.88
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.73
N/A
10 Years
Statistic
BNSAX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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