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State Farm S&P 500 Index R1 (RSPOX)

On Dec 7: 8.37   0.02 (0.24%)

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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): 14.64% Worst 1 Yr Total Return (2008): -37.76% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RSPOX Category Alpha (against Standard Index) -1.01 0.38 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -7.95 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.57 20.09 Sharpe Ratio -0.45 N/A Treynor Ratio -10.38 N/A 5 Years Statistic RSPOX Category Alpha (against Standard Index) -1.03 0.26 Beta (against Standard Index) 1.00 1.01 Mean Annual Return -0.69 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 15.96 16.47 Sharpe Ratio -0.15 N/A Treynor Ratio -3.72 N/A 10 Years Statistic RSPOX Category Alpha (against Standard Index) -0.95 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -1.89 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.12 16.35 Sharpe Ratio -0.22 N/A Treynor Ratio -4.86 N/A
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