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State Farm Equity & Bond A (NBSAX)
On
Dec 4
:
7.27
0.01
(0.14%)
MORE ON NBSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-1.35%
Worst 1 Yr Total Return
(2008)
:
-25.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBSAX
Category
Alpha (against Standard Index)
-7.15
-2.88
Beta (against Standard Index)
0.83
1.08
Mean Annual Return
-6.13
-0.13
R-squared (against Standard Index)
86
93.44
Standard Deviation
11.74
14.69
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-10.35
N/A
5 Years
Statistic
NBSAX
Category
Alpha (against Standard Index)
-4.76
-2.47
Beta (against Standard Index)
0.82
1.06
Mean Annual Return
-0.47
0.23
R-squared (against Standard Index)
85
92.52
Standard Deviation
9.63
11.89
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-4.25
N/A
10 Years
Statistic
NBSAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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