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State Farm LifePath 2010 Inst (SATIX)
On
Nov 20
:
11.41
0.01
(0.09%)
MORE ON SATIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.90%
Worst 1 Yr Total Return
(2008)
:
-17.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SATIX
Category
Alpha (against Standard Index)
-0.78
-1.52
Beta (against Standard Index)
0.82
0.94
Mean Annual Return
0.18
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
10.87
12.71
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.75
N/A
5 Years
Statistic
SATIX
Category
Alpha (against Standard Index)
-0.83
-1.86
Beta (against Standard Index)
0.81
0.87
Mean Annual Return
3.56
0.25
R-squared (against Standard Index)
96
94.56
Standard Deviation
8.82
9.57
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.67
N/A
10 Years
Statistic
SATIX
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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