Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 5, 2009, 3:53AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

State Farm International Index Instl (SFFFX)

On Dec 4: 10.73   0.01 (0.09%)

MORE ON SFFFX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 24.99% Worst 1 Yr Total Return (2008): -42.38% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SFFFX Category Alpha (against Standard Index) -0.76 -0.52 Beta (against Standard Index) 1.02 1.01 Mean Annual Return -6.19 -0.25 R-squared (against Standard Index) 98 96.20 Standard Deviation 24.72 24.79 Sharpe Ratio -0.23 N/A Treynor Ratio -8.43 N/A 5 Years Statistic SFFFX Category Alpha (against Standard Index) -1.00 -0.43 Beta (against Standard Index) 1.02 1.01 Mean Annual Return 4.02 0.55 R-squared (against Standard Index) 98 95.85 Standard Deviation 20.37 20.52 Sharpe Ratio 0.15 N/A Treynor Ratio 0.98 N/A 10 Years Statistic SFFFX Category Alpha (against Standard Index) N/A -0.03 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 92.22 Standard Deviation N/A 19.09 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center