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State Farm LifePath 2030 R3 (RAYHX)
On
Nov 30
:
12.01
0.05
(0.42%)
MORE ON RAYHX
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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)
:
14.79%
Worst 1 Yr Total Return
(2008)
:
-31.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RAYHX
Category
Alpha (against Standard Index)
-4.31
-4.33
Beta (against Standard Index)
1.35
1.45
Mean Annual Return
-4.81
-0.29
R-squared (against Standard Index)
98
97.52
Standard Deviation
17.90
19.37
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-5.37
N/A
5 Years
Statistic
RAYHX
Category
Alpha (against Standard Index)
-2.86
-3.36
Beta (against Standard Index)
1.34
1.39
Mean Annual Return
1.95
0.22
R-squared (against Standard Index)
97
97.27
Standard Deviation
14.53
15.19
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.80
N/A
10 Years
Statistic
RAYHX
Category
Alpha (against Standard Index)
N/A
-4.33
Beta (against Standard Index)
N/A
1.37
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
96.60
Standard Deviation
N/A
13.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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