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State Farm Equity R3 (SREHX)

On Dec 4: 5.11   0.03 (0.59%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2006): 16.01% Worst 1 Yr Total Return (2008): -41.36% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SREHX Category Alpha (against Standard Index) -8.99 0.38 Beta (against Standard Index) 0.92 1.00 Mean Annual Return -14.42 -0.41 R-squared (against Standard Index) 90 95.50 Standard Deviation 18.85 20.09 Sharpe Ratio -0.85 N/A Treynor Ratio -18.39 N/A 5 Years Statistic SREHX Category Alpha (against Standard Index) -4.89 0.26 Beta (against Standard Index) 0.92 1.01 Mean Annual Return -4.32 0.16 R-squared (against Standard Index) 89 94.84 Standard Deviation 15.59 16.47 Sharpe Ratio -0.40 N/A Treynor Ratio -7.96 N/A 10 Years Statistic SREHX Category Alpha (against Standard Index) N/A 0.84 Beta (against Standard Index) N/A 0.97 Mean Annual Return N/A 0.11 R-squared (against Standard Index) N/A 91.16 Standard Deviation N/A 16.35 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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