Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RIETX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND - CLASS R2 SHARES) | NA | -9.72% | 4.91% | 1.84% | 7.10% | NA | NA | 3.34% |
Data as of 12/13/2018, AR inception is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIETX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND - CLASS R2 SHARES) | 12/28/2004 | 12/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.72 | 4.91 | 1.84 | 7.10 | NA | NA | 3.34 | -10.74 | 33.57 | -5.60 | -0.59 | -6.48 | 17.39 | 18.34 | -13.94 | 11.84 | 35.58 | -47.06 | 10.60 | 18.47 | 16.34 | 0.12 |
| Sharpe Ratio | NA | -0.87 | 0.31 | 0.10 | 0.36 | NA | NA | 0.11 | -0.97 | 4.02 | -0.34 | -0.04 | -0.55 | 1.39 | 1.08 | -0.50 | 0.52 | 1.15 | -1.11 | 0.44 | 1.04 | 1.36 | 0.94 |
| Standard Deviation(%) | NA | 12.66 | 13.22 | 13.48 | 19.04 | NA | NA | 20.86 | 12.87 | 8.23 | 16.96 | 15.77 | 11.83 | 12.52 | 17.14 | 27.87 | 22.39 | 30.87 | 43.12 | 17.15 | 14.67 | 10.40 | 9.91 |
| Draw Down(%) | NA | 19.61 | 19.61 | 23.88 | 27.98 | NA | NA | 62.44 | 19.61 | 2.64 | 14.33 | 17.78 | 13.54 | 9.34 | 15.82 | 27.98 | 17.96 | 26.87 | 58.47 | 11.96 | 16.02 | 7.91 | 0.41 |
| Yield(%) | 0.00 | 5.75 | 2.47 | 1.69 | 2.22 | 2.04 | 1.53 | 2.35 | 3.34 | 3.20 | 0.00 | 0.07 | 0.54 | 1.06 | 0.00 | 1.20 | 1.63 | 0.56 | 1.61 | 8.09 | 1.80 | 1.43 | 0.97 |
Data as of 12/13/2018, 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 |
|---|---|---|---|---|
| RIETX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND - CLASS R2 SHARES) |
-18.14%
Feb 2006 - Feb 2009 |
-7.03%
May 2007 - May 2012 |
-0.71%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIETX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND - CLASS R2 SHARES) |
21.93%
Feb 2009 - Feb 2012 |
17.12%
Feb 2009 - Feb 2014 |
7.50%
Nov 2008 - Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart