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State Farm LifePath 2020 B (NLWBX)
On
Dec 22
:
11.89
0.03
(0.25%)
MORE ON NLWBX
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Risk
As of 30-Nov-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)
:
2.30%
Worst 1 Yr Total Return
(2008)
:
-26.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NLWBX
Category
Alpha (against Standard Index)
-3.82
-3.52
Beta (against Standard Index)
1.12
1.20
Mean Annual Return
-3.07
-0.14
R-squared (against Standard Index)
98
95.59
Standard Deviation
15.00
16.36
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.77
N/A
5 Years
Statistic
NLWBX
Category
Alpha (against Standard Index)
-2.95
-3.06
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
1.88
0.22
R-squared (against Standard Index)
98
94.00
Standard Deviation
12.11
12.81
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.00
N/A
10 Years
Statistic
NLWBX
Category
Alpha (against Standard Index)
N/A
-3.50
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.18
R-squared (against Standard Index)
N/A
95.87
Standard Deviation
N/A
11.36
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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