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State Farm Small Cap Index B (SNRBX)
On
Dec 4
:
9.25
0.21
(2.32%)
MORE ON SNRBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-3.24%
Worst 1 Yr Total Return
(2008)
:
-35.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNRBX
Category
Alpha (against Standard Index)
-0.63
1.01
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-10.04
-0.48
R-squared (against Standard Index)
89
87.23
Standard Deviation
24.67
24.84
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-10.43
N/A
5 Years
Statistic
SNRBX
Category
Alpha (against Standard Index)
-0.07
1.42
Beta (against Standard Index)
1.24
1.21
Mean Annual Return
-1.09
0.23
R-squared (against Standard Index)
85
84.16
Standard Deviation
21.38
21.07
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.31
N/A
10 Years
Statistic
SNRBX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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