Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RSETX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND - CLASS R2 SHARES) | NA | -1.90% | 10.86% | 5.86% | 12.12% | NA | NA | 6.03% |
Data as of 02/01/2019, AR inception is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSETX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND - CLASS R2 SHARES) | 01/26/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.90 | 10.86 | 5.86 | 12.12 | NA | NA | 6.03 | 0.00 | -0.02 | 11.55 | 12.28 | -4.88 | 3.98 | 33.77 | 16.53 | -2.75 | 22.37 | 28.99 | -46.00 | 15.16 | 14.35 | 7.71 |
| Sharpe Ratio | NA | -0.23 | 0.74 | 0.32 | 0.59 | NA | NA | 0.23 | 0.00 | -0.09 | 0.98 | 0.71 | -0.31 | 0.26 | 2.33 | 1.03 | -0.09 | 0.93 | 0.90 | -1.02 | 0.59 | 0.70 | 0.43 |
| Standard Deviation(%) | NA | 14.20 | 13.73 | 14.79 | 20.08 | NA | NA | 22.65 | NA | 14.67 | 11.22 | 16.88 | 15.99 | 15.31 | 14.49 | 16.09 | 31.61 | 24.08 | 32.27 | 45.95 | 20.72 | 15.84 | 14.05 |
| Draw Down(%) | NA | 12.78 | 12.78 | 24.14 | 28.07 | NA | NA | 63.26 | 0.00 | 12.78 | 6.18 | 15.81 | 12.77 | 13.75 | 6.86 | 13.12 | 28.07 | 18.30 | 30.10 | 58.49 | 15.25 | 15.95 | 11.67 |
| Yield(%) | 0.00 | 12.47 | 10.80 | 8.64 | 11.67 | 6.32 | 4.74 | 6.77 | 0.00 | 12.71 | 13.41 | 0.95 | 3.85 | 11.54 | 12.59 | 0.00 | 0.00 | 0.15 | 0.00 | 0.49 | 14.57 | 9.03 | 5.05 |
Data as of 02/01/2019, AR inception is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSETX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND - CLASS R2 SHARES) |
-18.04%
Feb 2006 - Feb 2009 |
-3.46%
May 2007 - May 2012 |
3.39%
May 2007 - May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSETX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND - CLASS R2 SHARES) |
27.41%
Feb 2009 - Feb 2012 |
24.12%
Feb 2009 - Feb 2014 |
12.16%
Jan 2009 - Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart