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State Farm International Equity R1 (RIEOX)

On Dec 4: 8.99   0.01 (0.11%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 18.30% Worst 1 Yr Total Return (2008): -47.18% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RIEOX Category Alpha (against Standard Index) -2.63 -0.52 Beta (against Standard Index) 1.06 1.01 Mean Annual Return -8.40 -0.25 R-squared (against Standard Index) 96 96.20 Standard Deviation 25.86 24.79 Sharpe Ratio -0.30 N/A Treynor Ratio -10.22 N/A 5 Years Statistic RIEOX Category Alpha (against Standard Index) -2.89 -0.43 Beta (against Standard Index) 1.05 1.01 Mean Annual Return 2.00 0.55 R-squared (against Standard Index) 96 95.85 Standard Deviation 21.26 20.52 Sharpe Ratio 0.06 N/A Treynor Ratio -0.98 N/A 10 Years Statistic RIEOX Category Alpha (against Standard Index) N/A -0.03 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 92.22 Standard Deviation N/A 19.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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