Skip to search.
 TSX Up0.07% TSX Ventures 0.00%

State Farm Small/Mid Cap Equity R3 (RSEHX)

12.42 Down 0.02(0.16%) May 24


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(2009-12-30):29.18%
Worst 1 Yr Total Return(2008-12-30):-45.83%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRSEHXCategory
Alpha (against Standard Index)-1.48-3.96
Beta (against Standard Index)1.241.25
Mean Annual Return1.301.04
R-squared (against Standard Index)92.6489.43
Standard Deviation19.5519.86
Sharpe Ratio0.800.63
Treynor Ratio11.798.97
5 Years
StatisticRSEHXCategory
Alpha (against Standard Index)-2.171.26
Beta (against Standard Index)1.231.22
Mean Annual Return0.490.80
R-squared (against Standard Index)90.8287.74
Standard Deviation24.3324.49
Sharpe Ratio0.230.38
Treynor Ratio2.115.45
10 Years
StatisticRSEHXCategory
Alpha (against Standard Index)-0.831.48
Beta (against Standard Index)1.281.22
Mean Annual Return0.860.98
R-squared (against Standard Index)85.4183.09
Standard Deviation20.4919.53
Sharpe Ratio0.420.52
Treynor Ratio5.247.10