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State Farm Equity R2 (SRETX)

On Feb 9: 4.92   0.06 (1.23%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2009): 20.68% Worst 1 Yr Total Return (2008): -41.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SRETX Category Alpha (against Standard Index) -8.62 0.23 Beta (against Standard Index) 0.93 1.01 Mean Annual Return -14.41 -0.44 R-squared (against Standard Index) 90 95.71 Standard Deviation 19.42 20.52 Sharpe Ratio -0.80 N/A Treynor Ratio -17.71 N/A 5 Years Statistic SRETX Category Alpha (against Standard Index) -4.95 0.14 Beta (against Standard Index) 0.94 1.01 Mean Annual Return -4.57 0.14 R-squared (against Standard Index) 89 95.11 Standard Deviation 15.90 16.67 Sharpe Ratio -0.39 N/A Treynor Ratio -7.99 N/A 10 Years Statistic SRETX Category Alpha (against Standard Index) N/A 0.86 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.12 R-squared (against Standard Index) N/A 91.07 Standard Deviation N/A 16.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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