Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REBOX (STATE FARM EQUITY AND BOND FUND STATE FARM EQUITY AND BOND FUND - CLASS R1 SHARES) | NA | -1.77% | 8.27% | 7.15% | 9.27% | NA | NA | 4.58% |
Data as of 02/01/2019, AR inception is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REBOX (STATE FARM EQUITY AND BOND FUND STATE FARM EQUITY AND BOND FUND - CLASS R1 SHARES) | 12/28/2004 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.77 | 8.27 | 7.15 | 9.27 | NA | NA | 4.58 | 0.00 | 1.51 | 15.09 | 5.43 | 0.68 | 10.79 | 17.07 | 10.78 | 2.42 | 10.47 | 16.16 | -25.86 | -12.49 | 18.16 | 4.36 | -0.08 |
| Sharpe Ratio | NA | -0.38 | 1.02 | 0.83 | 0.98 | NA | NA | 0.33 | 0.00 | 0.02 | 3.34 | 0.56 | 0.08 | 1.51 | 2.34 | 1.48 | 0.18 | 0.99 | 1.18 | -1.09 | -1.24 | 1.69 | 0.37 | -10.84 |
| Standard Deviation(%) | NA | 8.34 | 7.38 | 7.73 | 9.23 | NA | NA | 11.19 | NA | 8.57 | 4.34 | 9.22 | 8.75 | 7.15 | 7.28 | 7.31 | 13.64 | 10.44 | 13.63 | 24.44 | 12.53 | 8.82 | 5.91 | 0.76 |
| Draw Down(%) | NA | 6.04 | 6.39 | 8.64 | 11.86 | NA | NA | 43.11 | 0.00 | 6.39 | 1.36 | 5.93 | 7.12 | 4.78 | 5.27 | 5.65 | 11.86 | 8.93 | 14.11 | 34.26 | 12.49 | 4.48 | 4.33 | 0.08 |
| Yield(%) | 0.00 | 23.11 | 12.51 | 8.76 | 7.93 | 4.56 | 3.42 | 4.89 | 0.00 | 23.88 | 5.46 | 4.39 | 1.71 | 1.24 | 0.93 | 1.45 | 1.38 | 1.84 | 1.65 | 6.37 | 0.58 | 7.81 | 2.02 | 2.20 |
Data as of 02/01/2019, AR inception is 12/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBOX (STATE FARM EQUITY AND BOND FUND STATE FARM EQUITY AND BOND FUND - CLASS R1 SHARES) |
-11.63%
Feb 2006 - Feb 2009 |
-3.14%
Dec 2006 - Dec 2011 |
2.66%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBOX (STATE FARM EQUITY AND BOND FUND STATE FARM EQUITY AND BOND FUND - CLASS R1 SHARES) |
15.17%
Feb 2009 - Feb 2012 |
13.67%
Feb 2009 - Feb 2014 |
9.29%
Jan 2009 - Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart