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Monday, December 7, 2009, 11:58PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
State Farm Bond R1 (SRBOX)On Dec 7: 11.01  Up 0.03 (0.27%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:0
Best 1 Yr Total Return (2007):6.16%
Worst 1 Yr Total Return (2005):1.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSRBOXCategory
Alpha (against Standard Index)-0.25-1.72
Beta (against Standard Index)1.031.02
Mean Annual Return6.180.39
R-squared (against Standard Index)8559.27
Standard Deviation4.475.93
Sharpe Ratio0.81N/A
Treynor Ratio3.66N/A
5 Years
StatisticSRBOXCategory
Alpha (against Standard Index)-0.58-1.05
Beta (against Standard Index)1.030.98
Mean Annual Return4.490.33
R-squared (against Standard Index)8861.87
Standard Deviation3.934.88
Sharpe Ratio0.37N/A
Treynor Ratio1.43N/A
10 Years
StatisticSRBOXCategory
Alpha (against Standard Index)N/A-0.65
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A71.12
Standard DeviationN/A4.47
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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