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State Farm LifePath 2010 B (NLTBX)
On
Nov 20
:
11.32
0.01
(0.09%)
MORE ON NLTBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
3.01%
Worst 1 Yr Total Return
(2008)
:
-17.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NLTBX
Category
Alpha (against Standard Index)
-1.67
-1.52
Beta (against Standard Index)
0.82
0.94
Mean Annual Return
-0.71
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
10.87
12.71
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-3.84
N/A
5 Years
Statistic
NLTBX
Category
Alpha (against Standard Index)
-1.78
-1.86
Beta (against Standard Index)
0.81
0.87
Mean Annual Return
2.58
0.25
R-squared (against Standard Index)
96
94.56
Standard Deviation
8.81
9.57
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.55
N/A
10 Years
Statistic
NLTBX
Category
Alpha (against Standard Index)
N/A
-1.13
Beta (against Standard Index)
N/A
0.65
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
83.17
Standard Deviation
N/A
7.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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