Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SLIBX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – LEGACY CLASS B SHARES) | NA | -1.81% | 13.63% | 10.72% | 13.98% | 7.06% | NA | … | … |
Data as of 02/01/2019, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SLIBX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – LEGACY CLASS B 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 | -1.81 | 13.63 | 10.72 | 13.98 | 7.06 | NA | … | … | 0.00 | 3.75 | 21.15 | 10.73 | 0.22 | 12.35 | 30.97 | 14.63 | 0.87 | 13.84 | 25.25 | -37.78 | 4.41 | 14.42 | 2.91 | 9.73 | 27.19 | -23.00 | -10.42 |
| Sharpe Ratio | NA | -0.22 | 1.13 | 0.78 | 0.85 | NA | NA | … | … | 0.00 | 0.17 | 3.05 | 0.79 | 0.01 | 1.08 | 2.77 | 1.15 | 0.04 | 0.74 | 0.92 | -0.94 | 0.09 | 1.11 | 0.07 | 0.80 | 1.55 | -0.93 | -0.60 |
| Standard Deviation(%) | NA | 14.20 | 11.35 | 12.55 | 16.09 | NA | NA | … | … | NA | 14.52 | 6.77 | 13.22 | 15.48 | 11.44 | 11.16 | 12.75 | 23.34 | 18.47 | 27.22 | 40.84 | 16.02 | 10.06 | 10.35 | 11.03 | 17.07 | 25.97 | 21.55 |
| Draw Down(%) | NA | 9.77 | 10.12 | 13.53 | 22.05 | NA | NA | … | … | 0.00 | 10.12 | 2.69 | 10.38 | 12.18 | 7.39 | 5.74 | 9.75 | 19.07 | 15.87 | 27.39 | 48.33 | 10.05 | 7.65 | 7.10 | 7.86 | 13.92 | 33.48 | 29.77 |
| Yield(%) | 0.00 | 6.11 | 4.62 | 3.46 | 4.34 | 2.38 | 1.62 | … | … | 0.00 | 6.45 | 2.67 | 1.91 | 0.99 | 0.64 | 0.80 | 0.94 | 0.76 | 0.75 | 1.00 | 1.14 | 1.26 | 0.77 | 0.66 | 0.00 | 0.41 | 0.21 | 0.21 |
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 |
|---|---|---|---|---|
| SLIBX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – LEGACY CLASS B SHARES) |
-16.09%
Feb 2006 – Feb 2009 |
-7.83%
Feb 2004 – Feb 2009 |
1.38%
Feb 2001 – Feb 2011 |
3.82%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SLIBX (STATE FARM S & P 500 INDEX FUND STATE FARM S & P 500 INDEX FUND – LEGACY CLASS B SHARES) |
24.20%
Feb 2009 – Feb 2012 |
21.63%
Feb 2009 – Feb 2014 |
13.98%
Jan 2009 – Jan 2019 |
9.27%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart