Ratings & Risk for State Farm Equity A (SNEAX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Below Average
    		514
    5-Year Low Below Average
    		442
    10-Year — — — 300
    Overall Low Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 18.82 -1.15 -0.86
    5-Year 15.58 -0.28 -0.41
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.94 0.82 -6.51
    3-Year 90.53 0.91 -9.14
    5-Year 89.71 0.92 -5.06
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009