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Wednesday, December 23, 2009, 10:52AM ET - U.S. Markets close in 5 hours and 8 minutes. Dow Down 0.15% Nasdaq Up 0.32%
State Farm LifePath 2020 B (NLWBX)On Dec 22: 11.89  Up 0.03 (0.25%)  
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Risk  As of 30-Nov-09Get 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):2.30%
Worst 1 Yr Total Return (2008):-26.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNLWBXCategory
Alpha (against Standard Index)-3.82-3.52
Beta (against Standard Index)1.121.20
Mean Annual Return-3.07-0.14
R-squared (against Standard Index)9895.59
Standard Deviation15.0016.36
Sharpe Ratio-0.28N/A
Treynor Ratio-4.77N/A
5 Years
StatisticNLWBXCategory
Alpha (against Standard Index)-2.95-3.06
Beta (against Standard Index)1.111.15
Mean Annual Return1.880.22
R-squared (against Standard Index)9894.00
Standard Deviation12.1112.81
Sharpe Ratio-0.03N/A
Treynor Ratio-1.00N/A
10 Years
StatisticNLWBXCategory
Alpha (against Standard Index)N/A-3.50
Beta (against Standard Index)N/A1.11
Mean Annual ReturnN/A0.18
R-squared (against Standard Index)N/A95.87
Standard DeviationN/A11.36
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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