State Farm S&P 500 Index Fund

Scorecard
3 / 5 Stars
Lipper
2 2 5 1 5
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.48
Mean 1.12
Sharpe Ratio 1.08
Bear Market Decile Rank 35

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 99.99 99.99
Beta 1.0 1.0
Alpha -0.76 -0.76

See Also:

Top State Farm Funds