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State Farm Equity B Legacy (SLEBX)
On
Dec 1
:
5.24
0.07
(1.35%)
MORE ON SLEBX
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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)
:
15.47%
Worst 1 Yr Total Return
(2008)
:
-41.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLEBX
Category
Alpha (against Standard Index)
-9.61
0.38
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-14.95
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
18.85
20.09
Sharpe Ratio
-0.89
N/A
Treynor Ratio
-18.97
N/A
5 Years
Statistic
SLEBX
Category
Alpha (against Standard Index)
-5.47
0.26
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-4.88
0.16
R-squared (against Standard Index)
89
94.84
Standard Deviation
15.60
16.47
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-8.55
N/A
10 Years
Statistic
SLEBX
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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