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State Farm Small Cap Index B Legacy (SMIBX)
On
Nov 30
:
8.74
0.04
(0.46%)
MORE ON SMIBX
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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)
:
16.96%
Worst 1 Yr Total Return
(2008)
:
-34.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMIBX
Category
Alpha (against Standard Index)
-0.36
1.01
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
-9.80
-0.48
R-squared (against Standard Index)
89
87.23
Standard Deviation
24.68
24.84
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-10.23
N/A
5 Years
Statistic
SMIBX
Category
Alpha (against Standard Index)
0.22
1.42
Beta (against Standard Index)
1.25
1.21
Mean Annual Return
-0.81
0.23
R-squared (against Standard Index)
85
84.16
Standard Deviation
21.40
21.07
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.08
N/A
10 Years
Statistic
SMIBX
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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