Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFFFX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – INSTITUTIONAL SHARES) | NA | -8.43% | 5.24% | 2.07% | 6.50% | 4.61% | NA | … | … |
Data as of 12/13/2018, Common starting date is 12/27/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFFFX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – INSTITUTIONAL SHARES) | 12/27/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.43 | 5.24 | 2.07 | 6.50 | 4.61 | NA | … | … | -9.35 | 25.04 | 0.52 | -1.45 | -6.11 | 20.75 | 17.77 | -12.72 | 6.81 | 28.18 | -42.38 | 9.94 | 24.99 | 11.40 | 19.77 | 37.79 | 2.01 |
| Sharpe Ratio | NA | -0.81 | 0.33 | 0.12 | 0.34 | NA | NA | … | … | -0.91 | 3.09 | 0.02 | -0.09 | -0.54 | 1.56 | 1.05 | -0.46 | 0.31 | 0.97 | -1.04 | 0.40 | 1.55 | 0.89 | 1.45 | 2.52 | 233.42 |
| Standard Deviation(%) | NA | 12.03 | 13.25 | 13.38 | 18.63 | NA | NA | … | … | 12.21 | 7.92 | 17.65 | 15.61 | 11.38 | 13.25 | 17.07 | 27.73 | 21.58 | 29.02 | 41.57 | 17.34 | 14.05 | 10.40 | 12.99 | 14.74 | 4.81 |
| Draw Down(%) | NA | 17.23 | 17.23 | 23.93 | 29.43 | NA | NA | … | … | 17.23 | 2.15 | 12.85 | 16.90 | 13.88 | 9.91 | 16.57 | 25.94 | 19.68 | 29.43 | 54.08 | 12.07 | 15.34 | 7.29 | 9.56 | 16.09 | 0.00 |
| Yield(%) | 0.00 | 5.61 | 3.82 | 3.01 | 3.72 | 3.40 | 3.47 | … | … | 3.21 | 3.00 | 2.72 | 1.90 | 2.59 | 2.24 | 2.79 | 2.47 | 1.84 | 2.79 | 1.53 | 4.04 | 3.76 | 2.09 | 0.00 | 1.89 | 1.68 |
Data as of 12/13/2018, Common starting date is 12/27/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFFFX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – INSTITUTIONAL SHARES) |
-16.15%
Feb 2006 – Feb 2009 |
-7.95%
May 2007 – May 2012 |
0.01%
Dec 2006 – Dec 2016 |
4.86%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFFFX (STATE FARM INTERNATIONAL INDEX FUND STATE FARM INTERNATIONAL INDEX FUND – INSTITUTIONAL SHARES) |
29.73%
Mar 2003 – Mar 2006 |
20.19%
Mar 2003 – Mar 2008 |
8.82%
Mar 2003 – Mar 2013 |
7.96%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart