Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NFSAX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS A) | NA | -8.46% | 5.10% | 1.90% | 6.28% | NA | NA | … | … |
Data as of 12/13/2018, Common starting date is 05/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NFSAX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS A) | 05/03/2006 | 12/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.46 | 5.10 | 1.90 | 6.28 | NA | NA | … | … | -9.38 | 24.99 | 0.23 | -1.67 | -6.33 | 20.44 | 17.41 | -12.94 | 6.59 | 27.79 | -42.38 | 9.63 | 8.56 |
| Sharpe Ratio | NA | -0.81 | 0.32 | 0.11 | 0.33 | NA | NA | … | … | -0.91 | 3.12 | 0.00 | -0.11 | -0.56 | 1.55 | 1.03 | -0.47 | 0.30 | 0.96 | -1.04 | 0.38 | 0.65 |
| Standard Deviation(%) | NA | 12.07 | 13.24 | 13.39 | 18.59 | NA | NA | … | … | 12.26 | 7.84 | 17.64 | 15.67 | 11.36 | 13.19 | 16.98 | 27.66 | 21.61 | 28.93 | 41.49 | 17.28 | 14.97 |
| Draw Down(%) | NA | 17.26 | 17.26 | 24.24 | 29.51 | NA | NA | … | … | 17.26 | 2.15 | 12.87 | 16.94 | 13.98 | 10.01 | 16.59 | 25.99 | 19.70 | 29.51 | 54.06 | 12.04 | 15.34 |
| Yield(%) | 0.00 | 5.54 | 3.63 | 2.82 | 3.44 | 1.90 | 1.42 | … | … | 3.19 | 2.92 | 2.44 | 1.68 | 2.39 | 2.01 | 2.55 | 2.25 | 1.63 | 2.56 | 1.35 | 3.88 | 3.32 |
Data as of 12/13/2018, Common starting date is 05/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFSAX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS A) |
-14.32%
Jun 2007 – Jun 2010 |
-8.13%
May 2007 – May 2012 |
-0.22%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFSAX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS A) |
18.93%
Feb 2009 – Feb 2012 |
16.79%
Feb 2009 – Feb 2014 |
6.64%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart