Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 6, 2009, 12:04AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

State Farm S&P 500 Index B Legacy (SLIBX)

On Dec 4: 8.40   0.04 (0.48%)

MORE ON SLIBX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.42% Worst 1 Yr Total Return (2008): -37.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SLIBX Category Alpha (against Standard Index) -1.11 0.38 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -8.05 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.57 20.09 Sharpe Ratio -0.45 N/A Treynor Ratio -10.47 N/A 5 Years Statistic SLIBX Category Alpha (against Standard Index) -1.13 0.26 Beta (against Standard Index) 1.00 1.01 Mean Annual Return -0.80 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 15.97 16.47 Sharpe Ratio -0.16 N/A Treynor Ratio -3.82 N/A 10 Years Statistic SLIBX Category Alpha (against Standard Index) -1.14 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -2.08 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.12 16.35 Sharpe Ratio -0.23 N/A Treynor Ratio -5.05 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center