Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFIIX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – INSTITUTIONAL SHARES) | NA | -9.72% | 5.10% | 2.10% | 7.41% | 4.19% | NA | … | … |
Data as of 12/13/2018, Common starting date is 12/27/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFIIX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY 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 | -9.72 | 5.10 | 2.10 | 7.41 | 4.19 | NA | … | … | -10.77 | 33.79 | -5.20 | -0.29 | -6.19 | 17.81 | 18.97 | -13.68 | 12.00 | 36.31 | -46.91 | 10.92 | 19.04 | 16.20 | 11.86 | 34.56 | 1.24 |
| Sharpe Ratio | NA | -0.87 | 0.33 | 0.12 | 0.37 | NA | NA | … | … | -0.98 | 4.05 | -0.32 | -0.02 | -0.52 | 1.42 | 1.12 | -0.49 | 0.53 | 1.16 | -1.11 | 0.46 | 1.08 | 1.35 | 0.86 | 2.21 | 824.10 |
| Standard Deviation(%) | NA | 12.63 | 13.23 | 13.46 | 19.09 | NA | NA | … | … | 12.85 | 8.22 | 16.99 | 15.69 | 11.83 | 12.54 | 17.07 | 27.79 | 22.42 | 31.32 | 43.08 | 17.17 | 14.65 | 10.37 | 12.72 | 15.34 | 0.45 |
| Draw Down(%) | NA | 19.55 | 19.55 | 23.65 | 27.86 | NA | NA | … | … | 19.55 | 2.53 | 14.29 | 17.58 | 13.47 | 9.33 | 15.72 | 27.86 | 18.10 | 26.75 | 58.35 | 11.95 | 16.03 | 7.80 | 9.83 | 17.10 | 0.00 |
| Yield(%) | 0.00 | 5.92 | 2.70 | 1.95 | 2.57 | 2.64 | 2.65 | … | … | 3.43 | 3.31 | 0.07 | 0.46 | 0.86 | 1.43 | 0.00 | 1.56 | 1.76 | 0.93 | 1.61 | 8.33 | 2.13 | 1.86 | 0.00 | 1.76 | 2.02 |
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 |
|---|---|---|---|---|
| SFIIX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – INSTITUTIONAL SHARES) |
-17.81%
Feb 2006 – Feb 2009 |
-6.71%
May 2007 – May 2012 |
-0.36%
Dec 2006 – Dec 2016 |
4.38%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFIIX (STATE FARM INTERNATIONAL EQUITY FUND STATE FARM INTERNATIONAL EQUITY FUND – INSTITUTIONAL SHARES) |
27.24%
Mar 2003 – Mar 2006 |
18.26%
Mar 2003 – Mar 2008 |
8.10%
Mar 2003 – Mar 2013 |
7.61%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart