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State Farm International Index B Legacy (SIIBX)

On Dec 23: 10.43   0.07 (0.68%)

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Risk  As of 30-Nov-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): 24.27% Worst 1 Yr Total Return (2008): -42.72% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SIIBX Category Alpha (against Standard Index) -0.92 0.11 Beta (against Standard Index) 1.02 1.02 Mean Annual Return -6.67 -0.23 R-squared (against Standard Index) 98 95.97 Standard Deviation 24.76 24.84 Sharpe Ratio -0.24 N/A Treynor Ratio -8.74 N/A 5 Years Statistic SIIBX Category Alpha (against Standard Index) -1.26 0.08 Beta (against Standard Index) 1.02 1.01 Mean Annual Return 2.78 0.51 R-squared (against Standard Index) 98 95.66 Standard Deviation 20.25 20.38 Sharpe Ratio 0.09 N/A Treynor Ratio -0.21 N/A 10 Years Statistic SIIBX Category Alpha (against Standard Index) N/A -0.14 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.28 R-squared (against Standard Index) N/A 92.61 Standard Deviation N/A 18.91 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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