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State Farm International Index B (NFSBX)
On
Dec 8
:
10.41
0.19
(1.79%)
MORE ON NFSBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.82%
Worst 1 Yr Total Return
(2008)
:
-42.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NFSBX
Category
Alpha (against Standard Index)
-1.70
-0.52
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-7.06
-0.25
R-squared (against Standard Index)
98
96.20
Standard Deviation
24.72
24.79
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-9.29
N/A
5 Years
Statistic
NFSBX
Category
Alpha (against Standard Index)
-1.98
-0.43
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
3.01
0.55
R-squared (against Standard Index)
98
95.85
Standard Deviation
20.35
20.52
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.01
N/A
10 Years
Statistic
NFSBX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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