Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 8:02AM ET - U.S. Markets open in 1 hour and 28 minutes.
Dow
1.23%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
State Farm LifePath 2040 B (NLBOX)
On
Dec 1
:
12.08
0.16
(1.34%)
MORE ON NLBOX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
0.85%
Worst 1 Yr Total Return
(2008)
:
-36.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NLBOX
Category
Alpha (against Standard Index)
-6.49
-4.79
Beta (against Standard Index)
1.53
1.54
Mean Annual Return
-7.51
-0.33
R-squared (against Standard Index)
97
97.25
Standard Deviation
20.36
20.53
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-6.50
N/A
5 Years
Statistic
NLBOX
Category
Alpha (against Standard Index)
-4.47
-3.60
Beta (against Standard Index)
1.52
1.51
Mean Annual Return
0.39
0.22
R-squared (against Standard Index)
97
96.86
Standard Deviation
16.54
16.57
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.74
N/A
10 Years
Statistic
NLBOX
Category
Alpha (against Standard Index)
N/A
-5.50
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.08
R-squared (against Standard Index)
N/A
96.14
Standard Deviation
N/A
15.94
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center