State Farm Small/Mid Cap Equity Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.69
Mean 1.12
Sharpe Ratio 0.8
Bear Market Decile Rank 49

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 93.03 98.24
Beta 1.29 0.96
Alpha -4.88 0.06

See Also:

Top State Farm Funds