Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFEIX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – INSTITUTIONAL SHARES) | NA | -1.87% | 10.62% | 5.87% | 12.32% | 5.61% | NA | … | … |
Data as of 02/01/2019, Common starting date is 04/28/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFEIX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – INSTITUTIONAL SHARES) | 04/28/2003 | 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.87 | 10.62 | 5.87 | 12.32 | 5.61 | NA | … | … | 0.00 | -0.03 | 10.27 | 12.81 | -4.56 | 4.44 | 34.24 | 16.98 | -2.35 | 22.70 | 29.37 | -45.80 | 15.62 | 14.84 | 1.83 | 6.57 | 36.93 |
| Sharpe Ratio | NA | -0.23 | 0.59 | 0.28 | 0.58 | NA | NA | … | … | 0.00 | -0.09 | 0.49 | 0.74 | -0.29 | 0.29 | 2.35 | 1.06 | -0.08 | 0.94 | 0.90 | -1.01 | 0.61 | 0.73 | -0.02 | 0.32 | 3.29 |
| Standard Deviation(%) | NA | 14.16 | 16.62 | 16.47 | 20.80 | NA | NA | … | … | NA | 14.62 | 19.76 | 16.93 | 15.96 | 15.34 | 14.56 | 16.10 | 31.68 | 24.03 | 32.68 | 46.02 | 20.71 | 15.83 | 14.29 | 17.33 | 17.55 |
| Draw Down(%) | NA | 12.78 | 16.99 | 24.05 | 28.05 | NA | NA | … | … | 0.00 | 12.78 | 11.74 | 15.88 | 12.73 | 13.59 | 6.83 | 12.96 | 28.05 | 18.26 | 29.95 | 58.42 | 15.25 | 15.90 | 11.61 | 22.31 | 6.52 |
| Yield(%) | 0.00 | 11.75 | 10.37 | 8.42 | 11.61 | 6.15 | 6.57 | … | … | 0.00 | 11.97 | 12.82 | 0.99 | 3.98 | 11.07 | 12.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.48 | 14.40 | 8.96 | 4.82 | 0.00 | 0.00 |
Data as of 02/01/2019, Common starting date is 04/28/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFEIX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – INSTITUTIONAL SHARES) |
-17.74%
Feb 2006 – Feb 2009 |
-9.09%
Feb 2004 – Feb 2009 |
3.75%
May 2007 – May 2017 |
5.61%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFEIX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – INSTITUTIONAL SHARES) |
27.78%
Feb 2009 – Feb 2012 |
24.53%
Feb 2009 – Feb 2014 |
12.34%
Jan 2009 – Jan 2019 |
7.77%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison Chart