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State Farm LifePath 2030 Legacy A (SAYAX)
On
Dec 4
:
12.07
0.04
(0.33%)
MORE ON SAYAX
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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)
:
14.69%
Worst 1 Yr Total Return
(2008)
:
-31.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAYAX
Category
Alpha (against Standard Index)
-4.58
-4.33
Beta (against Standard Index)
1.34
1.45
Mean Annual Return
-5.06
-0.29
R-squared (against Standard Index)
98
97.52
Standard Deviation
17.87
19.37
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.57
N/A
5 Years
Statistic
SAYAX
Category
Alpha (against Standard Index)
-3.06
-3.36
Beta (against Standard Index)
1.33
1.39
Mean Annual Return
1.75
0.22
R-squared (against Standard Index)
97
97.27
Standard Deviation
14.50
15.19
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
SAYAX
Category
Alpha (against Standard Index)
N/A
-4.33
Beta (against Standard Index)
N/A
1.37
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
96.60
Standard Deviation
N/A
13.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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