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State Farm International Index R1 (RIIOX)

On Dec 1: 10.68   0.29 (2.79%)

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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): 24.45% Worst 1 Yr Total Return (2008): -42.69% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RIIOX Category Alpha (against Standard Index) -1.29 -0.52 Beta (against Standard Index) 1.02 1.01 Mean Annual Return -6.69 -0.25 R-squared (against Standard Index) 98 96.20 Standard Deviation 24.75 24.79 Sharpe Ratio -0.25 N/A Treynor Ratio -8.92 N/A 5 Years Statistic RIIOX Category Alpha (against Standard Index) -1.54 -0.43 Beta (against Standard Index) 1.02 1.01 Mean Annual Return 3.47 0.55 R-squared (against Standard Index) 98 95.85 Standard Deviation 20.38 20.52 Sharpe Ratio 0.13 N/A Treynor Ratio 0.44 N/A 10 Years Statistic RIIOX 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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