Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NFSBX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS B) | NA | -8.56% | 4.74% | 1.43% | 5.68% | NA | NA | … | … |
Data as of 12/13/2018, Common starting date is 05/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NFSBX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS B) | 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 | -8.56 | 4.74 | 1.43 | 5.68 | NA | NA | … | … | -9.49 | 24.77 | -0.51 | -2.29 | -6.93 | 19.82 | 16.63 | -13.54 | 5.80 | 26.98 | -42.89 | 8.82 | 8.03 |
| Sharpe Ratio | NA | -0.82 | 0.29 | 0.08 | 0.30 | NA | NA | … | … | -0.92 | 3.06 | -0.04 | -0.15 | -0.61 | 1.50 | 0.98 | -0.49 | 0.26 | 0.93 | -1.05 | 0.34 | 0.60 |
| Standard Deviation(%) | NA | 12.05 | 13.24 | 13.39 | 18.63 | NA | NA | … | … | 12.23 | 7.92 | 17.62 | 15.66 | 11.42 | 13.22 | 17.07 | 27.68 | 21.63 | 29.04 | 41.51 | 17.32 | 14.93 |
| Draw Down(%) | NA | 17.30 | 17.30 | 25.07 | 29.47 | NA | NA | … | … | 17.30 | 2.15 | 12.93 | 17.12 | 14.16 | 10.03 | 16.78 | 26.28 | 19.96 | 29.47 | 54.40 | 12.14 | 15.41 |
| Yield(%) | 0.00 | 3.26 | 2.22 | 1.82 | 2.25 | 1.31 | 0.99 | … | … | 1.04 | 2.73 | 1.77 | 0.88 | 1.76 | 1.42 | 1.80 | 1.56 | 0.95 | 1.78 | 0.79 | 3.06 | 2.80 |
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 |
|---|---|---|---|---|
| NFSBX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS B) |
-14.96%
Jun 2007 – Jun 2010 |
-8.80%
May 2007 – May 2012 |
-0.91%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NFSBX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – CLASS B) |
18.14%
Feb 2009 – Feb 2012 |
16.04%
Feb 2009 – Feb 2014 |
6.04%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart