Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFSAX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – PREMIER SHARES) | NA | -1.81% | 10.46% | 5.69% | 12.09% | 5.36% | NA | … | … |
Data as of 02/01/2019, Common starting date is 12/27/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFSAX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – PREMIER SHARES) | 12/27/2000 | 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.81 | 10.46 | 5.69 | 12.09 | 5.36 | NA | … | … | 0.00 | 0.05 | 10.09 | 12.51 | -4.77 | 4.13 | 33.92 | 16.76 | -2.65 | 22.40 | 29.09 | -45.94 | 15.34 | 14.43 | 1.57 | 6.20 | 39.38 | -26.15 | -2.15 | 1.52 |
| Sharpe Ratio | NA | -0.22 | 0.57 | 0.27 | 0.57 | NA | NA | … | … | 0.00 | -0.09 | 0.46 | 0.73 | -0.30 | 0.27 | 2.34 | 1.04 | -0.08 | 0.93 | 0.89 | -1.02 | 0.60 | 0.71 | -0.04 | 0.31 | 2.13 | -1.06 | -0.15 | 10.21 |
| Standard Deviation(%) | NA | 14.26 | 16.96 | 16.66 | 20.88 | NA | NA | … | … | NA | 14.73 | 20.56 | 16.89 | 15.94 | 15.29 | 14.49 | 16.16 | 31.61 | 24.11 | 32.75 | 46.01 | 20.75 | 15.82 | 14.29 | 16.92 | 18.19 | 25.63 | 29.61 | 55.66 |
| Draw Down(%) | NA | 12.76 | 17.65 | 24.05 | 28.00 | NA | NA | … | … | 0.00 | 12.76 | 12.42 | 15.83 | 12.72 | 13.70 | 6.85 | 13.10 | 28.00 | 18.33 | 30.03 | 58.39 | 15.25 | 15.88 | 11.67 | 22.43 | 15.79 | 41.71 | 33.45 | 1.71 |
| Yield(%) | 0.00 | 12.54 | 10.90 | 8.72 | 11.82 | 6.16 | 4.91 | … | … | 0.00 | 12.78 | 13.56 | 0.95 | 3.93 | 11.52 | 12.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.49 | 14.65 | 9.08 | 4.86 | 0.00 | 0.00 | 0.00 | 0.11 | 0.07 |
Data as of 02/01/2019, Common starting date is 12/27/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFSAX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – PREMIER SHARES) |
-17.98%
Feb 2006 – Feb 2009 |
-9.38%
Feb 2004 – Feb 2009 |
0.94%
Jan 2001 – Jan 2011 |
2.78%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFSAX (STATE FARM SMALL MID CAP EQUITY FUND STATE FARM SMALL MID CAP EQUITY FUND – PREMIER SHARES) |
27.53%
Feb 2009 – Feb 2012 |
24.26%
Feb 2009 – Feb 2014 |
12.13%
Jan 2009 – Jan 2019 |
8.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart