Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFXIX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – INSTITUTIONAL SHARES) | NA | -1.81% | 13.91% | 11.17% | 14.60% | 7.64% | NA | … | … |
Data as of 02/01/2019, Common starting date is 12/27/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFXIX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – INSTITUTIONAL SHARES) | 12/27/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.81 | 13.91 | 11.17 | 14.60 | 7.64 | NA | … | … | 0.00 | 3.75 | 21.33 | 11.45 | 0.90 | 13.10 | 31.73 | 15.37 | 1.61 | 14.66 | 26.15 | -37.39 | 4.99 | 15.21 | 2.81 | 10.65 | 28.08 | 0.99 |
| Sharpe Ratio | NA | -0.22 | 1.16 | 0.81 | 0.89 | NA | NA | … | … | 0.00 | 0.17 | 3.06 | 0.85 | 0.06 | 1.15 | 2.86 | 1.20 | 0.07 | 0.79 | 0.96 | -0.94 | 0.12 | 1.19 | 0.06 | 0.88 | 1.61 | 31.93 |
| Standard Deviation(%) | NA | 14.23 | 11.36 | 12.52 | 16.08 | NA | NA | … | … | NA | 14.54 | 6.79 | 13.19 | 15.44 | 11.34 | 11.09 | 12.86 | 23.42 | 18.35 | 27.22 | 40.86 | 16.03 | 10.07 | 10.55 | 11.03 | 16.97 | 7.71 |
| Draw Down(%) | NA | 9.77 | 10.12 | 13.17 | 22.05 | NA | NA | … | … | 0.00 | 10.12 | 2.65 | 10.32 | 12.08 | 7.32 | 5.59 | 9.66 | 18.92 | 15.71 | 27.29 | 48.02 | 9.89 | 7.51 | 7.17 | 7.49 | 13.90 | 0.00 |
| Yield(%) | 0.00 | 6.22 | 5.09 | 4.15 | 5.68 | 3.24 | 3.26 | … | … | 0.00 | 6.57 | 3.01 | 2.77 | 1.81 | 1.49 | 1.73 | 1.85 | 1.60 | 1.56 | 1.70 | 1.77 | 1.96 | 1.48 | 1.37 | 0.00 | 1.16 | 0.99 |
Data as of 02/01/2019, 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 |
|---|---|---|---|---|
| SFXIX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – INSTITUTIONAL SHARES) |
-15.55%
Feb 2006 – Feb 2009 |
-7.34%
Feb 2004 – Feb 2009 |
5.93%
Feb 2006 – Feb 2016 |
7.66%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXIX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – INSTITUTIONAL SHARES) |
25.09%
Feb 2009 – Feb 2012 |
22.46%
Feb 2009 – Feb 2014 |
14.60%
Jan 2009 – Jan 2019 |
9.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart