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State Farm LifePath 2040 R1 (RAUOX)
On
Dec 24
:
12.25
0.06
(0.49%)
MORE ON RAUOX
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Research Reports
Risk
As of 30-Nov-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)
:
16.05%
Worst 1 Yr Total Return
(2008)
:
-35.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RAUOX
Category
Alpha (against Standard Index)
-6.32
-5.07
Beta (against Standard Index)
1.52
1.53
Mean Annual Return
-6.54
-0.28
R-squared (against Standard Index)
97
97.22
Standard Deviation
20.46
20.65
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-5.80
N/A
5 Years
Statistic
RAUOX
Category
Alpha (against Standard Index)
-4.28
-3.93
Beta (against Standard Index)
1.51
1.51
Mean Annual Return
0.82
0.21
R-squared (against Standard Index)
97
96.68
Standard Deviation
16.53
16.57
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
RAUOX
Category
Alpha (against Standard Index)
N/A
-5.64
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.09
R-squared (against Standard Index)
N/A
96.15
Standard Deviation
N/A
15.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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