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State Farm LifePath Income B (NILBX)
On
Dec 8
:
10.80
0.04
(0.37%)
MORE ON NILBX
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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)
:
3.32%
Worst 1 Yr Total Return
(2008)
:
-16.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NILBX
Category
Alpha (against Standard Index)
-1.05
-0.74
Beta (against Standard Index)
0.76
0.72
Mean Annual Return
0.04
0.08
R-squared (against Standard Index)
96
91.91
Standard Deviation
10.16
9.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.13
N/A
5 Years
Statistic
NILBX
Category
Alpha (against Standard Index)
-1.81
-1.41
Beta (against Standard Index)
0.74
0.66
Mean Annual Return
2.46
0.25
R-squared (against Standard Index)
94
91.03
Standard Deviation
8.14
7.39
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.77
N/A
10 Years
Statistic
NILBX
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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