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State Farm LifePath 2040 R3 (RAUHX)
On
Dec 1
:
12.36
0.17
(1.39%)
MORE ON RAUHX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.60%
Worst 1 Yr Total Return
(2008)
:
-35.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RAUHX
Category
Alpha (against Standard Index)
-5.23
-4.79
Beta (against Standard Index)
1.54
1.54
Mean Annual Return
-6.38
-0.33
R-squared (against Standard Index)
97
97.25
Standard Deviation
20.56
20.53
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
RAUHX
Category
Alpha (against Standard Index)
-3.42
-3.60
Beta (against Standard Index)
1.53
1.51
Mean Annual Return
1.46
0.22
R-squared (against Standard Index)
97
96.86
Standard Deviation
16.67
16.57
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.03
N/A
10 Years
Statistic
RAUHX
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
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