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Tuesday, December 1, 2009, 1:15PM ET - U.S. Markets close in 2 hours and 45 minutes. Dow Up 1.25% Nasdaq Up 1.55%
State Farm Small Cap Index B Legacy (SMIBX)On Nov 30: 8.74  Up 0.04 (0.46%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):16.96%
Worst 1 Yr Total Return (2008):-34.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSMIBXCategory
Alpha (against Standard Index)-0.361.01
Beta (against Standard Index)1.201.19
Mean Annual Return-9.80-0.48
R-squared (against Standard Index)8987.23
Standard Deviation24.6824.84
Sharpe Ratio-0.39N/A
Treynor Ratio-10.23N/A
5 Years
StatisticSMIBXCategory
Alpha (against Standard Index)0.221.42
Beta (against Standard Index)1.251.21
Mean Annual Return-0.810.23
R-squared (against Standard Index)8584.16
Standard Deviation21.4021.07
Sharpe Ratio-0.07N/A
Treynor Ratio-3.08N/A
10 Years
StatisticSMIBXCategory
Alpha (against Standard Index)N/A7.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.68
R-squared (against Standard Index)N/A64.84
Standard DeviationN/A20.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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