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Tuesday, December 8, 2009, 10:39PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
State Farm S&P 500 Index R2 (RSPTX)On Dec 8: 8.27  Down 0.09 (1.08%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):14.82%
Worst 1 Yr Total Return (2008):-37.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRSPTXCategory
Alpha (against Standard Index)-0.790.38
Beta (against Standard Index)1.001.00
Mean Annual Return-7.75-0.41
R-squared (against Standard Index)9995.50
Standard Deviation19.5720.09
Sharpe Ratio-0.44N/A
Treynor Ratio-10.18N/A
5 Years
StatisticRSPTXCategory
Alpha (against Standard Index)-0.860.26
Beta (against Standard Index)1.001.01
Mean Annual Return-0.520.16
R-squared (against Standard Index)9994.84
Standard Deviation15.9516.47
Sharpe Ratio-0.14N/A
Treynor Ratio-3.55N/A
10 Years
StatisticRSPTXCategory
Alpha (against Standard Index)-0.760.84
Beta (against Standard Index)1.000.97
Mean Annual Return-1.700.11
R-squared (against Standard Index)9991.16
Standard Deviation16.1216.35
Sharpe Ratio-0.21N/A
Treynor Ratio-4.67N/A

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