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State Farm LifePath 2010 Legacy A (SATAX)
On
Nov 20
:
11.34
0.02
(0.18%)
MORE ON SATAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.79%
Worst 1 Yr Total Return
(2008)
:
-17.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SATAX
Category
Alpha (against Standard Index)
-0.99
-1.52
Beta (against Standard Index)
0.82
0.94
Mean Annual Return
-0.04
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
10.86
12.71
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-3.01
N/A
5 Years
Statistic
SATAX
Category
Alpha (against Standard Index)
-1.10
-1.86
Beta (against Standard Index)
0.81
0.87
Mean Annual Return
3.29
0.25
R-squared (against Standard Index)
96
94.56
Standard Deviation
8.80
9.57
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
SATAX
Category
Alpha (against Standard Index)
N/A
-1.13
Beta (against Standard Index)
N/A
0.65
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
83.17
Standard Deviation
N/A
7.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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