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State Farm LifePath 2020 R3 (RAWHX)
On
Dec 8
:
11.87
0.08
(0.67%)
MORE ON RAWHX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.34%
Worst 1 Yr Total Return
(2008)
:
-25.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RAWHX
Category
Alpha (against Standard Index)
-2.89
-3.26
Beta (against Standard Index)
1.12
1.21
Mean Annual Return
-2.74
-0.18
R-squared (against Standard Index)
98
95.60
Standard Deviation
14.88
16.29
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.59
N/A
5 Years
Statistic
RAWHX
Category
Alpha (against Standard Index)
-2.15
-2.86
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
2.53
0.22
R-squared (against Standard Index)
98
94.31
Standard Deviation
12.04
12.71
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.45
N/A
10 Years
Statistic
RAWHX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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