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State Farm Equity A (SNEAX)
On
Jan 7
:
5.24
0.01
(0.19%)
MORE ON SNEAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-6.37%
Worst 1 Yr Total Return
(2008)
:
-41.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNEAX
Category
Alpha (against Standard Index)
-8.78
0.06
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-13.24
-0.33
R-squared (against Standard Index)
90
95.82
Standard Deviation
19.22
20.42
Sharpe Ratio
-0.75
N/A
Treynor Ratio
-16.85
N/A
5 Years
Statistic
SNEAX
Category
Alpha (against Standard Index)
-4.91
0.04
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
-4.02
0.17
R-squared (against Standard Index)
89
95.19
Standard Deviation
15.75
16.64
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-7.56
N/A
10 Years
Statistic
SNEAX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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