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State Farm Small Cap Index A Legacy (SMIAX)

On Dec 3: 9.03   0.11 (1.20%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 17.46% Worst 1 Yr Total Return (2008): -34.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMIAX Category Alpha (against Standard Index) 0.06 1.01 Beta (against Standard Index) 1.19 1.19 Mean Annual Return -9.41 -0.48 R-squared (against Standard Index) 89 87.23 Standard Deviation 24.67 24.84 Sharpe Ratio -0.37 N/A Treynor Ratio -9.91 N/A 5 Years Statistic SMIAX Category Alpha (against Standard Index) 0.64 1.42 Beta (against Standard Index) 1.24 1.21 Mean Annual Return -0.39 0.23 R-squared (against Standard Index) 85 84.16 Standard Deviation 21.38 21.07 Sharpe Ratio -0.05 N/A Treynor Ratio -2.74 N/A 10 Years Statistic SMIAX Category Alpha (against Standard Index) N/A 7.80 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.68 R-squared (against Standard Index) N/A 64.84 Standard Deviation N/A 20.31 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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