Ratings & Risk for State Farm International Index A (NFSAX)

Morningstar Category: Foreign Large Blend
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    169
    5-Year Below Average Average
    145
    10-Year 105
    Overall Below Average 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 24.69 -0.29 -0.24
    5-Year 20.34 0.48 0.14
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.52 1.10 -4.90
    3-Year 98.14 1.02 -0.99
    5-Year 98.21 1.01 -1.25
    10-Year

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009