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Tuesday, December 1, 2009, 10:54PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
State Farm International Index A (NFSAX)On Dec 1: 10.72  Up 0.29 (2.78%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):9.63%
Worst 1 Yr Total Return (2008):-42.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNFSAXCategory
Alpha (against Standard Index)-0.99-0.52
Beta (against Standard Index)1.021.01
Mean Annual Return-6.38-0.25
R-squared (against Standard Index)9896.20
Standard Deviation24.6924.79
Sharpe Ratio-0.24N/A
Treynor Ratio-8.64N/A
5 Years
StatisticNFSAXCategory
Alpha (against Standard Index)-1.25-0.43
Beta (against Standard Index)1.011.01
Mean Annual Return3.770.55
R-squared (against Standard Index)9895.85
Standard Deviation20.3320.52
Sharpe Ratio0.14N/A
Treynor Ratio0.74N/A
10 Years
StatisticNFSAXCategory
Alpha (against Standard Index)N/A-0.03
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A92.22
Standard DeviationN/A19.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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