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Sunday, December 6, 2009, 3:59PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
State Farm International Equity A Legacy (SFFAX)On Dec 4: 9.11  Down 0.01 (0.11%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):18.67%
Worst 1 Yr Total Return (2008):-47.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSFFAXCategory
Alpha (against Standard Index)-2.32-0.52
Beta (against Standard Index)1.061.01
Mean Annual Return-8.09-0.25
R-squared (against Standard Index)9696.20
Standard Deviation25.8324.79
Sharpe Ratio-0.29N/A
Treynor Ratio-9.94N/A
5 Years
StatisticSFFAXCategory
Alpha (against Standard Index)-2.57-0.43
Beta (against Standard Index)1.051.01
Mean Annual Return2.330.55
R-squared (against Standard Index)9695.85
Standard Deviation21.2220.52
Sharpe Ratio0.08N/A
Treynor Ratio-0.66N/A
10 Years
StatisticSFFAXCategory
Alpha (against Standard Index)N/A-0.03
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A92.22
Standard DeviationN/A19.09
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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