Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SATIX (State Farm LifePath 2010 Inst) | NA | 13.87% | -0.36% | 2.96% | NA | NA | NA | 4.49% |
Data as of 01/05/2010, AR inception is 05/28/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SATIX (State Farm LifePath 2010 Inst) | 05/28/2003 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.87 | -0.36 | 2.96 | NA | NA | NA | 4.49 | 0.00 | 14.56 | -17.20 | 4.04 | 9.89 | 1.81 | 7.23 | 9.92 |
| Sharpe Ratio | NA | 1.15 | -0.13 | 0.10 | NA | NA | NA | 0.25 | 0.00 | 1.20 | -1.06 | 0.14 | 1.10 | -0.06 | 1.02 | 2.84 |
| Standard Deviation(%) | NA | 12.02 | 12.80 | 10.54 | NA | NA | NA | 9.72 | NA | 12.03 | 17.02 | 7.26 | 6.00 | 6.36 | 6.15 | 5.81 |
| Draw Down(%) | NA | 12.97 | 28.56 | 28.56 | NA | NA | NA | 28.56 | 0.00 | 12.97 | 27.62 | 4.84 | 4.74 | 4.91 | 5.62 | 3.20 |
| Yield(%) | 0.00 | 0.00 | 2.76 | 3.18 | 1.83 | 1.22 | 0.91 | 3.04 | 0.00 | 0.00 | 2.91 | 5.37 | 3.82 | 2.76 | 0.00 | 0.45 |
Data as of 01/05/2010, AR inception is 05/28/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SATIX (State Farm LifePath 2010 Inst) |
-5.32%
Feb 2006 - Feb 2009 |
-1.56%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SATIX (State Farm LifePath 2010 Inst) |
7.87%
May 2004 - May 2007 |
5.56%
Jun 2003 - Jun 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart