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State Farm Interim (SFITX)

On Dec 4: 10.26   0.02 (0.19%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2008): 8.03% Worst 1 Yr Total Return (2004): 1.32% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SFITX Category Alpha (against Standard Index) 1.64 1.08 Beta (against Standard Index) 0.33 0.37 Mean Annual Return 5.40 0.41 R-squared (against Standard Index) 30 48.77 Standard Deviation 2.48 2.20 Sharpe Ratio 1.19 N/A Treynor Ratio 9.09 N/A 5 Years Statistic SFITX Category Alpha (against Standard Index) 0.24 -0.02 Beta (against Standard Index) 0.39 0.39 Mean Annual Return 4.06 0.31 R-squared (against Standard Index) 41 53.98 Standard Deviation 2.22 1.94 Sharpe Ratio 0.46 N/A Treynor Ratio 2.66 N/A 10 Years Statistic SFITX Category Alpha (against Standard Index) 0.20 -0.11 Beta (against Standard Index) 0.52 0.46 Mean Annual Return 4.92 0.36 R-squared (against Standard Index) 63 65.31 Standard Deviation 2.53 2.21 Sharpe Ratio 0.77 N/A Treynor Ratio 3.73 N/A
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