Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSEOX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – CLASS R1 SHARES) | NA | -1.94% | 10.74% | 5.72% | 11.98% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSEOX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – CLASS R1 SHARES) | 01/26/2005 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.94 | 10.74 | 5.72 | 11.98 | NA | NA | … | … | 0.00 | -0.08 | 11.46 | 12.14 | -5.11 | 3.83 | 33.52 | 16.34 | -3.01 | 22.61 | 28.77 | -46.16 | 15.07 | 14.09 | 7.51 |
| Sharpe Ratio | NA | -0.24 | 0.73 | 0.31 | 0.59 | NA | NA | … | … | 0.00 | -0.10 | 0.97 | 0.71 | -0.32 | 0.25 | 2.31 | 1.02 | -0.10 | 0.94 | 0.89 | -1.02 | 0.58 | 0.69 | 0.42 |
| Standard Deviation(%) | NA | 14.15 | 13.69 | 14.75 | 20.03 | NA | NA | … | … | NA | 14.62 | 11.23 | 16.80 | 15.99 | 15.27 | 14.52 | 16.06 | 31.59 | 24.07 | 32.09 | 45.83 | 20.74 | 15.82 | 14.08 |
| Draw Down(%) | NA | 12.75 | 12.75 | 24.29 | 28.09 | NA | NA | … | … | 0.00 | 12.75 | 6.20 | 15.87 | 12.85 | 13.73 | 6.90 | 13.13 | 28.09 | 18.05 | 30.07 | 58.48 | 15.26 | 16.00 | 11.69 |
| Yield(%) | 0.00 | 12.75 | 11.04 | 8.78 | 11.78 | 6.32 | 4.74 | … | … | 0.00 | 12.99 | 13.81 | 0.98 | 3.93 | 11.78 | 12.67 | 0.00 | 0.00 | 0.48 | 0.00 | 0.49 | 14.65 | 9.06 | 5.05 |
Data as of 02/01/2019, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSEOX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – CLASS R1 SHARES) |
-18.22%
Feb 2006 – Feb 2009 |
-3.59%
May 2007 – May 2012 |
3.21%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSEOX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – CLASS R1 SHARES) |
27.29%
Feb 2009 – Feb 2012 |
23.96%
Feb 2009 – Feb 2014 |
12.00%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart