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Friday, January 8, 2010, 6:23AM ET - U.S. Markets open in 3 hours and 7 minutes. Dow Up 0.31% Nasdaq  0.00%
State Farm Equity A (SNEAX)On Jan 7: 5.24  Up 0.01 (0.19%)  
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Risk  As of 30-Nov-09Get 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
StatisticSNEAXCategory
Alpha (against Standard Index)-8.780.06
Beta (against Standard Index)0.921.00
Mean Annual Return-13.24-0.33
R-squared (against Standard Index)9095.82
Standard Deviation19.2220.42
Sharpe Ratio-0.75N/A
Treynor Ratio-16.85N/A
5 Years
StatisticSNEAXCategory
Alpha (against Standard Index)-4.910.04
Beta (against Standard Index)0.931.01
Mean Annual Return-4.020.17
R-squared (against Standard Index)8995.19
Standard Deviation15.7516.64
Sharpe Ratio-0.37N/A
Treynor Ratio-7.56N/A
10 Years
StatisticSNEAXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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