Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 5:36AM ET - U.S. Markets open in 3 hours and 54 minutes. Dow Down 0.83% Nasdaq  0.00%
State Farm LifePath 2010 Inst (SATIX)On Nov 20: 11.41  Down 0.01 (0.09%)  
MORE ON SATIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticSATIXCategory
Alpha (against Standard Index)-0.78-1.52
Beta (against Standard Index)0.820.94
Mean Annual Return0.18-0.01
R-squared (against Standard Index)9795.51
Standard Deviation10.8712.71
Sharpe Ratio-0.15N/A
Treynor Ratio-2.75N/A
5 Years
StatisticSATIXCategory
Alpha (against Standard Index)-0.83-1.86
Beta (against Standard Index)0.810.87
Mean Annual Return3.560.25
R-squared (against Standard Index)9694.56
Standard Deviation8.829.57
Sharpe Ratio0.10N/A
Treynor Ratio0.67N/A
10 Years
StatisticSATIXCategory
Alpha (against Standard Index)N/A-1.13
Beta (against Standard Index)N/A0.65
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A83.17
Standard DeviationN/A7.05
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center