Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRETX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R2 SHARES) | NA | -3.50% | 13.18% | 10.90% | 13.39% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 12/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRETX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R2 SHARES) | 12/27/2004 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.50 | 13.18 | 10.90 | 13.39 | NA | NA | … | … | 0.00 | 2.86 | 23.75 | 7.57 | 0.71 | 14.86 | 32.35 | 15.82 | -0.93 | 12.79 | 20.68 | -41.63 | -14.27 | 15.78 | 6.79 | 0.16 |
| Sharpe Ratio | NA | -0.35 | 1.08 | 0.78 | 0.83 | NA | NA | … | … | 0.00 | 0.11 | 3.10 | 0.56 | 0.04 | 1.20 | 2.80 | 1.22 | -0.04 | 0.70 | 0.85 | -0.99 | -0.94 | 1.32 | 0.48 | 1.73 |
| Standard Deviation(%) | NA | 14.10 | 11.51 | 12.71 | 15.87 | NA | NA | … | … | NA | 14.47 | 7.49 | 13.20 | 15.29 | 12.32 | 11.54 | 13.06 | 24.44 | 18.20 | 24.34 | 42.96 | 18.37 | 9.48 | 9.55 | 5.32 |
| Draw Down(%) | NA | 10.35 | 10.35 | 15.43 | 21.84 | NA | NA | … | … | 0.00 | 10.35 | 3.13 | 11.35 | 11.41 | 8.76 | 5.83 | 10.65 | 21.84 | 16.87 | 24.15 | 50.47 | 21.69 | 7.64 | 6.35 | 0.36 |
| Yield(%) | 0.00 | 24.82 | 16.36 | 12.41 | 13.07 | 5.40 | 4.05 | … | … | 0.00 | 26.45 | 8.98 | 6.56 | 6.45 | 1.97 | 0.43 | 1.04 | 0.62 | 0.31 | 0.52 | 1.51 | 0.00 | 6.02 | 11.10 | 1.24 |
Data as of 02/01/2019, Common starting date is 12/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRETX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R2 SHARES) |
-21.71%
Feb 2006 – Feb 2009 |
-8.76%
Sep 2006 – Sep 2011 |
2.20%
Oct 2006 – Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRETX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R2 SHARES) |
22.71%
Sep 2011 – Sep 2014 |
19.89%
Feb 2009 – Feb 2014 |
13.39%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart