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State Farm S&P 500 Index A (SNPAX)

On Dec 3: 8.35   0.07 (0.83%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 1 Number of Years Down: 1 Best 1 Yr Total Return (2007): 4.69% Worst 1 Yr Total Return (2008): -37.51% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SNPAX Category Alpha (against Standard Index) -0.70 0.38 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -7.69 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.60 20.09 Sharpe Ratio -0.43 N/A Treynor Ratio -10.09 N/A 5 Years Statistic SNPAX Category Alpha (against Standard Index) -0.69 0.26 Beta (against Standard Index) 1.00 1.01 Mean Annual Return -0.36 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 15.98 16.47 Sharpe Ratio -0.13 N/A Treynor Ratio -3.38 N/A 10 Years Statistic SNPAX Category Alpha (against Standard Index) -0.65 0.84 Beta (against Standard Index) 1.00 0.97 Mean Annual Return -1.60 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 16.14 16.35 Sharpe Ratio -0.20 N/A Treynor Ratio -4.56 N/A
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