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Tuesday, December 1, 2009, 7:54PM ET - U.S. Markets Closed.
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State Farm Equity & Bond A Legacy (SLBAX)
On
Dec 1
:
7.35
0.04
(0.55%)
MORE ON SLBAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
11.05%
Worst 1 Yr Total Return
(2008)
:
-25.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLBAX
Category
Alpha (against Standard Index)
-7.10
-2.88
Beta (against Standard Index)
0.82
1.08
Mean Annual Return
-6.08
-0.13
R-squared (against Standard Index)
86
93.44
Standard Deviation
11.71
14.69
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-10.30
N/A
5 Years
Statistic
SLBAX
Category
Alpha (against Standard Index)
-4.73
-2.47
Beta (against Standard Index)
0.82
1.06
Mean Annual Return
-0.44
0.23
R-squared (against Standard Index)
85
92.52
Standard Deviation
9.61
11.89
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-4.23
N/A
10 Years
Statistic
SLBAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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