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State Farm Equity R2 (SRETX)

On Dec 29: 5.18   0.01 (0.19%)

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Risk  As of 30-Nov-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): 15.78% Worst 1 Yr Total Return (2008): -41.62% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SRETX Category Alpha (against Standard Index) -8.93 0.06 Beta (against Standard Index) 0.93 1.00 Mean Annual Return -13.41 -0.33 R-squared (against Standard Index) 90 95.82 Standard Deviation 19.32 20.42 Sharpe Ratio -0.76 N/A Treynor Ratio -16.95 N/A 5 Years Statistic SRETX Category Alpha (against Standard Index) -5.04 0.04 Beta (against Standard Index) 0.93 1.01 Mean Annual Return -4.16 0.17 R-squared (against Standard Index) 89 95.19 Standard Deviation 15.81 16.64 Sharpe Ratio -0.38 N/A Treynor Ratio -7.69 N/A 10 Years Statistic SRETX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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