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State Farm LifePath 2040 B (NLBOX)On Dec 1: 12.08  Up 0.16 (1.34%)  
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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):0.85%
Worst 1 Yr Total Return (2008):-36.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNLBOXCategory
Alpha (against Standard Index)-6.49-4.79
Beta (against Standard Index)1.531.54
Mean Annual Return-7.51-0.33
R-squared (against Standard Index)9797.25
Standard Deviation20.3620.53
Sharpe Ratio-0.40N/A
Treynor Ratio-6.50N/A
5 Years
StatisticNLBOXCategory
Alpha (against Standard Index)-4.47-3.60
Beta (against Standard Index)1.521.51
Mean Annual Return0.390.22
R-squared (against Standard Index)9796.86
Standard Deviation16.5416.57
Sharpe Ratio-0.07N/A
Treynor Ratio-1.74N/A
10 Years
StatisticNLBOXCategory
Alpha (against Standard Index)N/A-5.50
Beta (against Standard Index)N/A1.57
Mean Annual ReturnN/A0.08
R-squared (against Standard Index)N/A96.14
Standard DeviationN/A15.94
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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