Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SATAX (State Farm LifePath 2010 Legacy A) | NA | 13.86% | -0.57% | 2.73% | NA | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 05/28/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SATAX (State Farm LifePath 2010 Legacy A) | 05/28/2003 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.86 | -0.57 | 2.73 | NA | NA | NA | … | … | 0.00 | 14.43 | -17.36 | 3.70 | 9.78 | 1.65 | 6.90 | 9.30 |
| Sharpe Ratio | NA | 1.14 | -0.15 | 0.08 | NA | NA | NA | … | … | 0.00 | 1.19 | -1.07 | 0.09 | 1.08 | -0.08 | 0.98 | 2.60 |
| Standard Deviation(%) | NA | 12.02 | 12.78 | 10.53 | NA | NA | NA | … | … | NA | 12.04 | 16.97 | 7.23 | 6.01 | 6.23 | 6.10 | 5.90 |
| Draw Down(%) | NA | 13.03 | 28.78 | 28.78 | NA | NA | NA | … | … | 0.00 | 13.03 | 27.74 | 4.95 | 4.77 | 4.86 | 5.65 | 3.30 |
| Yield(%) | 0.00 | 0.00 | 2.59 | 2.96 | 1.68 | 1.12 | 0.84 | … | … | 0.00 | 0.00 | 2.64 | 5.13 | 3.58 | 2.51 | 0.00 | 0.31 |
Data as of 01/05/2010, Common starting date is 05/28/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SATAX (State Farm LifePath 2010 Legacy A) |
-5.53%
Feb 2006 – Feb 2009 |
-1.76%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SATAX (State Farm LifePath 2010 Legacy A) |
7.66%
May 2004 – May 2007 |
5.25%
Jun 2003 – Jun 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart