Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SREHX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R3 SHARES) | NA | -3.45% | 13.32% | 11.12% | 13.68% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 12/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SREHX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R3 SHARES) | 12/27/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.45 | 13.32 | 11.12 | 13.68 | NA | NA | … | … | 0.00 | 2.84 | 23.91 | 7.88 | 1.10 | 15.15 | 32.54 | 16.41 | -0.65 | 12.99 | 20.91 | -41.36 | -14.03 | 16.01 | 7.16 | 0.27 |
| Sharpe Ratio | NA | -0.34 | 1.09 | 0.79 | 0.84 | NA | NA | … | … | 0.00 | 0.10 | 3.12 | 0.58 | 0.07 | 1.23 | 2.84 | 1.27 | -0.03 | 0.70 | 0.86 | -0.98 | -0.93 | 1.35 | 0.53 | 2.75 |
| Standard Deviation(%) | NA | 14.21 | 11.57 | 12.77 | 15.87 | NA | NA | … | … | NA | 14.58 | 7.50 | 13.24 | 15.34 | 12.33 | 11.45 | 12.99 | 24.53 | 18.33 | 24.10 | 42.92 | 18.50 | 9.46 | 9.48 | 6.13 |
| Draw Down(%) | NA | 10.42 | 10.42 | 15.33 | 21.86 | NA | NA | … | … | 0.00 | 10.42 | 3.11 | 11.36 | 11.41 | 8.69 | 5.79 | 10.74 | 21.86 | 16.78 | 24.10 | 50.27 | 21.62 | 7.62 | 6.34 | 0.36 |
| Yield(%) | 0.00 | 24.62 | 16.40 | 12.57 | 13.46 | 5.59 | 4.19 | … | … | 0.00 | 26.23 | 9.06 | 6.88 | 6.60 | 2.22 | 0.66 | 1.33 | 0.89 | 0.56 | 0.84 | 1.73 | 0.00 | 6.26 | 11.34 | 1.34 |
Data as of 02/01/2019, Common starting date is 12/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SREHX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R3 SHARES) |
-21.44%
Feb 2006 – Feb 2009 |
-8.48%
Sep 2006 – Sep 2011 |
2.51%
Oct 2006 – Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SREHX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R3 SHARES) |
23.03%
Sep 2011 – Sep 2014 |
20.18%
Feb 2009 – Feb 2014 |
13.65%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart