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State Farm Equity A Legacy (SLEAX)
On
Dec 4
:
5.27
0.02
(0.38%)
MORE ON SLEAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.00%
Worst 1 Yr Total Return
(2008)
:
-41.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLEAX
Category
Alpha (against Standard Index)
-9.13
0.38
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-14.55
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
18.85
20.09
Sharpe Ratio
-0.86
N/A
Treynor Ratio
-18.51
N/A
5 Years
Statistic
SLEAX
Category
Alpha (against Standard Index)
-5.06
0.26
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
-4.49
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
15.60
16.47
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-8.12
N/A
10 Years
Statistic
SLEAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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