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State Farm LifePath 2030 Inst (SAYIX)
On
Dec 29
:
12.29
0.01
(0.08%)
MORE ON SAYIX
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Research Reports
Risk
As of 30-Nov-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)
:
14.87%
Worst 1 Yr Total Return
(2008)
:
-31.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAYIX
Category
Alpha (against Standard Index)
-4.42
-4.59
Beta (against Standard Index)
1.34
1.44
Mean Annual Return
-4.21
-0.24
R-squared (against Standard Index)
98
97.48
Standard Deviation
18.02
19.48
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.83
N/A
5 Years
Statistic
SAYIX
Category
Alpha (against Standard Index)
-2.88
-3.68
Beta (against Standard Index)
1.33
1.40
Mean Annual Return
2.13
0.21
R-squared (against Standard Index)
97
96.99
Standard Deviation
14.55
15.33
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.64
N/A
10 Years
Statistic
SAYIX
Category
Alpha (against Standard Index)
N/A
-4.51
Beta (against Standard Index)
N/A
1.37
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
96.58
Standard Deviation
N/A
13.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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