State Farm Equity Fund

Scorecard
2 / 5 Stars
Lipper
2 2 4 2 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.24
Mean 1.15
Sharpe Ratio 0.97
Bear Market Decile Rank 69

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 97.54 98.78
Beta 1.13 1.08
Alpha -2.2 -1.9