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State Farm International Equity A (SNIAX)
On
Dec 1
:
9.07
0.25
(2.83%)
MORE ON SNIAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.80%
Worst 1 Yr Total Return
(2008)
:
-47.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNIAX
Category
Alpha (against Standard Index)
-2.31
-0.52
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-8.09
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
25.84
24.79
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-9.94
N/A
5 Years
Statistic
SNIAX
Category
Alpha (against Standard Index)
-2.56
-0.43
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
2.34
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
21.22
20.52
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.65
N/A
10 Years
Statistic
SNIAX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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