Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SREOX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R1 SHARES) | NA | -3.52% | 13.11% | 10.76% | 13.21% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 12/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SREOX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R1 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 | -3.52 | 13.11 | 10.76 | 13.21 | NA | NA | … | … | 0.00 | 2.81 | 23.77 | 7.40 | 0.54 | 14.45 | 32.16 | 15.60 | -1.15 | 12.67 | 20.21 | -41.64 | -14.06 | 15.57 | 6.49 | 0.22 |
| Sharpe Ratio | NA | -0.34 | 1.07 | 0.76 | 0.81 | NA | NA | … | … | 0.00 | 0.10 | 3.09 | 0.54 | 0.03 | 1.18 | 2.82 | 1.20 | -0.05 | 0.69 | 0.83 | -0.99 | -0.94 | 1.30 | 0.46 | 2.33 |
| Standard Deviation(%) | NA | 14.24 | 11.58 | 12.76 | 15.89 | NA | NA | … | … | NA | 14.60 | 7.53 | 13.28 | 15.28 | 12.28 | 11.39 | 13.02 | 24.52 | 18.34 | 24.20 | 43.02 | 18.24 | 9.49 | 9.48 | 5.78 |
| Draw Down(%) | NA | 10.40 | 10.40 | 15.54 | 21.96 | NA | NA | … | … | 0.00 | 10.40 | 3.13 | 11.33 | 11.49 | 8.75 | 5.82 | 10.63 | 21.96 | 16.87 | 24.15 | 50.53 | 21.42 | 7.65 | 6.35 | 0.36 |
| Yield(%) | 0.00 | 24.70 | 16.20 | 12.21 | 12.71 | 5.26 | 3.94 | … | … | 0.00 | 26.32 | 8.81 | 6.39 | 6.27 | 1.71 | 0.00 | 0.84 | 0.39 | 0.00 | 0.34 | 1.44 | 0.00 | 5.81 | 10.92 | 1.18 |
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 |
|---|---|---|---|---|
| SREOX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R1 SHARES) |
-21.68%
Feb 2006 – Feb 2009 |
-8.87%
Sep 2006 – Sep 2011 |
2.04%
Oct 2006 – Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SREOX (STATE FARM EQUITY FUND STATE FARM EQUITY FUND – CLASS R1 SHARES) |
22.45%
Sep 2011 – Sep 2014 |
19.60%
Feb 2009 – Feb 2014 |
13.18%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart