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State Farm LifePath 2020 Legacy B (SAWBX)
On
Dec 8
:
11.78
0.08
(0.67%)
MORE ON SAWBX
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Research Reports
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)
:
12.17%
Worst 1 Yr Total Return
(2008)
:
-26.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAWBX
Category
Alpha (against Standard Index)
-3.48
-3.26
Beta (against Standard Index)
1.12
1.21
Mean Annual Return
-3.31
-0.18
R-squared (against Standard Index)
98
95.60
Standard Deviation
14.92
16.29
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-5.10
N/A
5 Years
Statistic
SAWBX
Category
Alpha (against Standard Index)
-2.63
-2.86
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
2.04
0.22
R-squared (against Standard Index)
98
94.31
Standard Deviation
12.09
12.71
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.89
N/A
10 Years
Statistic
SAWBX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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