tailieunhanh - State Farm Mutual Fund Trust ANNUAL REPORT 2011

Since such a fund is determined according to a pre-ranking of all fund alphas, a correct inference about its alpha must take into account the entire cross-section of the fund alphas3. In this context, they advocate to use a bootstrap procedure, and conclude that they account for luck in the sense that they correctly compute the p-values of the individual funds4. This definition of luck is not related to the issue of multiple testing investigated in this paper. In fact, we would face a similar multiple testing problem in their setting if we wanted to know how many individual funds corresponding to the various quantiles of the cross-section. | December 31 2011 State Farm Mutual Fund Trust ANNUAL REPORT_. Class A Shares Class B Shares Legacy Class A Shares Legacy Class B Shares Institutional Shares Class R-1 R-2 and R-3 Shares State Farm Equity Fund State Farm Small Mid Cap Equity Fund State Farm International Equity Fund State Farm S P 500 Index Fund State Farm Small Cap Index Fund State Farm International Index Fund State Farm Equity and Bond Fund State Farm Bond Fund State Farm Tax Advantaged Bond Fund State Farm Money Market Fund State Farm LifePath Retirement Fund State Farm LifePath 2020 Fund State Farm LifePath 2030 Fund State Farm LifePath 2040 Fund State Farm LifePath 2050 Fund To enroll in electronic delivery of mutual funds documents go to log into your account scroll down to State Farm Mutual Funds and then click on Electronic Delivery. o- STATE FARM MUTUAL FUND TRUST State Farm Tax Advantaged Bond Fund June 1 2012 Supplement to State Farm Mutual Fund Trust Annual Report dated December 31 2011 The information in this supplement is an amendment to the State Farm Mutual Fund Trust Annual Report dated December 31 2011. On page 48 of the State Farm Mutual Fund Trust Annual Report dated December 31 2011 in the table providing the Fund s Average Annual Total Return as of December 31 2011 for Class B shares the 5 YEAR return was originally reported as . With this amendment the State Farm Tax Advantaged Bond Fund s Average Annual Total Return for Class B shares for the 5 YEAR period ended December 31 2011 should read . Page 1 of

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