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State Farm S&P 500 Index R3 (RSPHX)
On
Dec 4
:
8.45
0.05
(0.60%)
MORE ON RSPHX
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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)
:
15.14%
Worst 1 Yr Total Return
(2008)
:
-37.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSPHX
Category
Alpha (against Standard Index)
-0.45
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.47
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.64
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.86
N/A
5 Years
Statistic
RSPHX
Category
Alpha (against Standard Index)
-0.52
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.19
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
16.00
16.47
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
RSPHX
Category
Alpha (against Standard Index)
-0.44
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.39
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.14
16.35
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.36
N/A
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