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State Farm LifePath Income A (NILAX)
On
Dec 7
:
10.79
0.00
(0.00%)
MORE ON NILAX
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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)
:
3.96%
Worst 1 Yr Total Return
(2008)
:
-15.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NILAX
Category
Alpha (against Standard Index)
-0.35
-0.74
Beta (against Standard Index)
0.76
0.72
Mean Annual Return
0.74
0.08
R-squared (against Standard Index)
96
91.91
Standard Deviation
10.17
9.84
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.21
N/A
5 Years
Statistic
NILAX
Category
Alpha (against Standard Index)
-1.10
-1.41
Beta (against Standard Index)
0.74
0.66
Mean Annual Return
3.19
0.25
R-squared (against Standard Index)
94
91.03
Standard Deviation
8.15
7.39
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.22
N/A
10 Years
Statistic
NILAX
Category
Alpha (against Standard Index)
N/A
-0.46
Beta (against Standard Index)
N/A
0.50
Mean Annual Return
N/A
0.30
R-squared (against Standard Index)
N/A
83.22
Standard Deviation
N/A
5.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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