Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RIEOX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – CLASS R1 SHARES) | NA | -9.74% | 4.82% | 1.70% | 6.92% | NA | NA | … | … |
Data as of 12/13/2018, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIEOX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – CLASS R1 SHARES) | 12/28/2004 | 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 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.74 | 4.82 | 1.70 | 6.92 | NA | NA | … | … | -10.79 | 33.53 | -5.73 | -0.85 | -6.71 | 17.15 | 18.28 | -14.17 | 11.61 | 35.31 | -47.17 | 10.43 | 18.30 | 15.86 | 0.07 |
| Sharpe Ratio | NA | -0.88 | 0.31 | 0.09 | 0.35 | NA | NA | … | … | -0.98 | 4.04 | -0.35 | -0.06 | -0.57 | 1.36 | 1.07 | -0.51 | 0.51 | 1.14 | -1.11 | 0.43 | 1.03 | 1.33 | 0.43 |
| Standard Deviation(%) | NA | 12.61 | 13.18 | 13.45 | 19.01 | NA | NA | … | … | 12.82 | 8.18 | 16.93 | 15.73 | 11.88 | 12.54 | 17.11 | 27.67 | 22.39 | 30.92 | 43.26 | 17.19 | 14.67 | 10.31 | 10.23 |
| Draw Down(%) | NA | 19.55 | 19.55 | 23.96 | 27.99 | NA | NA | … | … | 19.55 | 2.58 | 14.31 | 17.78 | 13.62 | 9.39 | 15.76 | 27.99 | 17.93 | 26.80 | 58.52 | 12.00 | 16.06 | 7.92 | 0.47 |
| Yield(%) | 0.00 | 5.38 | 2.29 | 1.49 | 1.96 | 1.85 | 1.39 | … | … | 3.00 | 3.15 | 0.00 | 0.00 | 0.25 | 0.85 | 0.00 | 1.02 | 1.37 | 0.34 | 1.61 | 7.76 | 1.58 | 1.27 | 0.91 |
Data as of 12/13/2018, Common starting date is 12/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIEOX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – CLASS R1 SHARES) |
-18.30%
Feb 2006 – Feb 2009 |
-7.21%
May 2007 – May 2012 |
-0.90%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIEOX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – CLASS R1 SHARES) |
21.70%
Feb 2009 – Feb 2012 |
16.90%
Feb 2009 – Feb 2014 |
7.33%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart