Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 3, 2009, 2:00AM ET - U.S. Markets open in 7 hours and 30 minutes.
Dow
0.18%
Nasdaq
0.42%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
State Farm LifePath 2040 R2 (RAUTX)
On
Dec 2
:
12.19
0.02
(0.16%)
MORE ON RAUTX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
16.30%
Worst 1 Yr Total Return
(2008)
:
-35.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RAUTX
Category
Alpha (against Standard Index)
-5.95
-4.79
Beta (against Standard Index)
1.53
1.54
Mean Annual Return
-7.00
-0.33
R-squared (against Standard Index)
97
97.25
Standard Deviation
20.34
20.53
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
RAUTX
Category
Alpha (against Standard Index)
-3.89
-3.60
Beta (against Standard Index)
1.52
1.51
Mean Annual Return
0.97
0.22
R-squared (against Standard Index)
97
96.86
Standard Deviation
16.53
16.57
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.36
N/A
10 Years
Statistic
RAUTX
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
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center