Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFFAX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – PREMIER SHARES) | NA | -9.62% | 5.09% | 1.99% | 7.21% | 3.98% | NA | … | … |
Data as of 12/13/2018, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFFAX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – PREMIER SHARES) | 01/02/2001 | 12/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.62 | 5.09 | 1.99 | 7.21 | 3.98 | NA | … | … | -10.64 | 33.75 | -5.35 | -0.48 | -6.43 | 17.53 | 18.68 | -13.90 | 11.72 | 35.90 | -47.04 | 10.66 | 18.67 | 16.02 | 11.80 | 33.61 | -17.17 | -19.02 |
| Sharpe Ratio | NA | -0.87 | 0.33 | 0.12 | 0.36 | NA | NA | … | … | -0.97 | 4.05 | -0.33 | -0.03 | -0.54 | 1.40 | 1.10 | -0.50 | 0.52 | 1.14 | -1.11 | 0.45 | 1.06 | 1.35 | 0.86 | 2.16 | -0.90 | -1.17 |
| Standard Deviation(%) | NA | 12.58 | 13.18 | 13.45 | 19.07 | NA | NA | … | … | 12.79 | 8.22 | 16.93 | 15.72 | 11.87 | 12.47 | 17.01 | 27.77 | 22.48 | 31.29 | 43.15 | 17.16 | 14.63 | 10.25 | 12.59 | 15.23 | 20.41 | 18.60 |
| Draw Down(%) | NA | 19.50 | 19.50 | 23.72 | 27.93 | NA | NA | … | … | 19.50 | 2.61 | 14.27 | 17.68 | 13.49 | 9.33 | 15.69 | 27.93 | 18.08 | 26.82 | 58.42 | 11.98 | 15.97 | 7.88 | 9.79 | 17.27 | 28.79 | 32.44 |
| Yield(%) | 0.00 | 6.02 | 2.63 | 1.81 | 2.34 | 2.41 | 1.59 | … | … | 3.49 | 3.38 | 0.00 | 0.18 | 0.61 | 1.16 | 0.00 | 1.32 | 1.50 | 0.63 | 1.60 | 8.00 | 1.86 | 1.53 | 0.00 | 1.25 | 1.22 | 0.04 |
Data as of 12/13/2018, Common starting date is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFFAX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – PREMIER SHARES) |
-18.05%
Feb 2006 – Feb 2009 |
-6.94%
May 2007 – May 2012 |
-0.60%
Dec 2006 – Dec 2016 |
2.08%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFFAX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – PREMIER SHARES) |
26.96%
Mar 2003 – Mar 2006 |
20.25%
Sep 2002 – Sep 2007 |
7.83%
Mar 2003 – Mar 2013 |
7.37%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart