Ratings & Risk for State Farm International Index B (NFSBX)

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 24.72 -0.35 -0.27
    5-Year 20.36 0.42 0.10
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.58 1.10 -5.61
    3-Year 98.15 1.02 -1.70
    5-Year 98.22 1.01 -1.98
    10-Year — — —

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009