Ratings & Risk for State Farm Equity B (SNEBX)

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 18.84 -1.21 -0.90
    5-Year 15.59 -0.34 -0.45
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.28 0.83 -7.14
    3-Year 90.67 0.92 -9.83
    5-Year 89.81 0.92 -5.77
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009