Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 3, 2009, 3:10AM ET - U.S. Markets open in 6 hours and 20 minutes.
Dow
0.18%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
State Farm Bond B (BNSBX)
On
Dec 2
:
11.03
0.03
(0.27%)
MORE ON BNSBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
5.98%
Worst 1 Yr Total Return
(2008)
:
1.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNSBX
Category
Alpha (against Standard Index)
-0.33
-1.72
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
6.06
0.39
R-squared (against Standard Index)
85
59.27
Standard Deviation
4.43
5.93
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.58
N/A
5 Years
Statistic
BNSBX
Category
Alpha (against Standard Index)
-0.69
-1.05
Beta (against Standard Index)
1.02
0.98
Mean Annual Return
4.36
0.33
R-squared (against Standard Index)
88
61.87
Standard Deviation
3.91
4.88
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.31
N/A
10 Years
Statistic
BNSBX
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
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center