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Sunday, December 6, 2009, 5:11AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
State Farm S&P 500 Index B (SNPBX)On Dec 4: 8.38  Up 0.04 (0.48%)  
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Risk  As of 31-Oct-09Get 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):4.08%
Worst 1 Yr Total Return (2008):-37.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSNPBXCategory
Alpha (against Standard Index)-1.410.38
Beta (against Standard Index)1.001.00
Mean Annual Return-8.33-0.41
R-squared (against Standard Index)9995.50
Standard Deviation19.5720.09
Sharpe Ratio-0.47N/A
Treynor Ratio-10.75N/A
5 Years
StatisticSNPBXCategory
Alpha (against Standard Index)-1.360.26
Beta (against Standard Index)1.001.01
Mean Annual Return-1.030.16
R-squared (against Standard Index)9994.84
Standard Deviation15.9616.47
Sharpe Ratio-0.17N/A
Treynor Ratio-4.05N/A
10 Years
StatisticSNPBXCategory
Alpha (against Standard Index)-1.340.84
Beta (against Standard Index)1.000.97
Mean Annual Return-2.270.11
R-squared (against Standard Index)9991.16
Standard Deviation16.1216.35
Sharpe Ratio-0.24N/A
Treynor Ratio-5.24N/A

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