Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SLIAX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – PREMIER SHARES) | NA | -1.73% | 13.89% | 11.05% | 14.38% | 7.43% | NA | … | … |
Data as of 02/01/2019, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLIAX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – PREMIER SHARES) | 01/02/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.73 | 13.89 | 11.05 | 14.38 | 7.43 | NA | … | … | 0.00 | 3.86 | 21.39 | 11.26 | 0.64 | 12.78 | 31.42 | 15.13 | 1.35 | 14.17 | 25.74 | -37.46 | 4.73 | 14.97 | 2.85 | 10.20 | 27.39 | -22.60 | -10.14 |
| Sharpe Ratio | NA | -0.22 | 1.16 | 0.80 | 0.88 | NA | NA | … | … | 0.00 | 0.17 | 3.09 | 0.84 | 0.04 | 1.12 | 2.82 | 1.19 | 0.06 | 0.77 | 0.94 | -0.94 | 0.11 | 1.17 | 0.06 | 0.83 | 1.57 | -0.91 | -0.59 |
| Standard Deviation(%) | NA | 14.26 | 11.36 | 12.53 | 16.07 | NA | NA | … | … | NA | 14.57 | 6.74 | 13.18 | 15.46 | 11.39 | 11.12 | 12.76 | 23.44 | 18.28 | 27.17 | 40.80 | 16.02 | 10.06 | 10.53 | 11.14 | 16.97 | 26.08 | 21.56 |
| Draw Down(%) | NA | 9.79 | 10.10 | 13.33 | 21.93 | NA | NA | … | … | 0.00 | 10.10 | 2.61 | 10.35 | 12.07 | 7.36 | 5.61 | 9.68 | 18.99 | 15.76 | 27.18 | 48.06 | 9.93 | 7.54 | 7.10 | 7.74 | 13.90 | 33.33 | 29.58 |
| Yield(%) | 0.00 | 6.33 | 5.11 | 4.04 | 5.36 | 3.00 | 2.07 | … | … | 0.00 | 6.69 | 3.07 | 2.62 | 1.55 | 1.21 | 1.43 | 1.58 | 1.35 | 1.29 | 1.45 | 1.55 | 1.68 | 1.21 | 1.05 | 0.00 | 0.78 | 0.49 | 0.50 |
Data as of 02/01/2019, 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 |
|---|---|---|---|---|
| SLIAX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – PREMIER SHARES) |
-15.76%
Feb 2006 – Feb 2009 |
-7.55%
Feb 2004 – Feb 2009 |
1.73%
Jul 2001 – Jul 2011 |
4.20%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLIAX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – PREMIER SHARES) |
24.75%
Feb 2009 – Feb 2012 |
22.15%
Feb 2009 – Feb 2014 |
14.38%
Jan 2009 – Jan 2019 |
9.66%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart