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Wednesday, December 23, 2009, 8:10PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
State Farm International Equity B Legacy (SFFBX)On Dec 23: 8.81  Up 0.08 (0.92%)  
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Risk  As of 30-Nov-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):18.11%
Worst 1 Yr Total Return (2008):-47.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSFFBXCategory
Alpha (against Standard Index)-1.050.11
Beta (against Standard Index)1.071.02
Mean Annual Return-7.33-0.23
R-squared (against Standard Index)9595.97
Standard Deviation26.0624.84
Sharpe Ratio-0.25N/A
Treynor Ratio-9.01N/A
5 Years
StatisticSFFBXCategory
Alpha (against Standard Index)-1.910.08
Beta (against Standard Index)1.061.01
Mean Annual Return2.000.51
R-squared (against Standard Index)9595.66
Standard Deviation21.2720.38
Sharpe Ratio0.06N/A
Treynor Ratio-0.94N/A
10 Years
StatisticSFFBXCategory
Alpha (against Standard Index)N/A-0.14
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.28
R-squared (against Standard Index)N/A92.61
Standard DeviationN/A18.91
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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