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State Farm LifePath 2020 Inst (SAWIX)

On Dec 7: 12.00   0.02 (0.17%)

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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): 12.80% Worst 1 Yr Total Return (2008): -25.56% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SAWIX Category Alpha (against Standard Index) -2.89 -3.26 Beta (against Standard Index) 1.12 1.21 Mean Annual Return -2.73 -0.18 R-squared (against Standard Index) 98 95.60 Standard Deviation 14.89 16.29 Sharpe Ratio -0.27 N/A Treynor Ratio -4.59 N/A 5 Years Statistic SAWIX Category Alpha (against Standard Index) -2.02 -2.86 Beta (against Standard Index) 1.11 1.15 Mean Annual Return 2.66 0.22 R-squared (against Standard Index) 98 94.31 Standard Deviation 12.06 12.71 Sharpe Ratio 0.03 N/A Treynor Ratio -0.33 N/A 10 Years Statistic SAWIX 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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