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Tuesday, December 8, 2009, 8:26PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
State Farm Small Cap Index A (SNRAX)On Dec 8: 9.26  Down 0.09 (0.96%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:0
Number of Years Down:2
Best 1 Yr Total Return (2007):-2.58%
Worst 1 Yr Total Return (2008):-34.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSNRAXCategory
Alpha (against Standard Index)0.051.01
Beta (against Standard Index)1.201.19
Mean Annual Return-9.43-0.48
R-squared (against Standard Index)8987.23
Standard Deviation24.6724.84
Sharpe Ratio-0.37N/A
Treynor Ratio-9.91N/A
5 Years
StatisticSNRAXCategory
Alpha (against Standard Index)0.631.42
Beta (against Standard Index)1.251.21
Mean Annual Return-0.400.23
R-squared (against Standard Index)8584.16
Standard Deviation21.3921.07
Sharpe Ratio-0.05N/A
Treynor Ratio-2.75N/A
10 Years
StatisticSNRAXCategory
Alpha (against Standard Index)N/A7.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.68
R-squared (against Standard Index)N/A64.84
Standard DeviationN/A20.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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