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State Farm Bond R3 (SRBHX)
On
Dec 7
:
11.01
0.02
(0.18%)
MORE ON SRBHX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.59%
Worst 1 Yr Total Return
(2005)
:
1.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SRBHX
Category
Alpha (against Standard Index)
0.25
-1.72
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
6.71
0.39
R-squared (against Standard Index)
85
59.27
Standard Deviation
4.48
5.93
Sharpe Ratio
0.92
N/A
Treynor Ratio
4.18
N/A
5 Years
Statistic
SRBHX
Category
Alpha (against Standard Index)
-0.10
-1.05
Beta (against Standard Index)
1.03
0.98
Mean Annual Return
4.99
0.33
R-squared (against Standard Index)
88
61.87
Standard Deviation
3.94
4.88
Sharpe Ratio
0.49
N/A
Treynor Ratio
1.92
N/A
10 Years
Statistic
SRBHX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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