Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State Street Salary Savings Program Tactical Asset Allocation Moderate | NA | 21.92% | 4.67% | 9.33% | 6.85% | 7.29% | 8.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State Street Salary Savings Program Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.89 | 21.92 | 4.67 | 9.33 | 6.85 | 7.29 | 8.84 | … | … | 0.18 | 9.95 | 15.81 | -12.13 | 12.75 | 18.25 | 20.12 | -11.64 | 12.09 | 8.36 | -0.67 | 4.37 | 10.56 | 11.32 | 2.25 | 9.99 | 15.25 | 1.43 | 16.15 | 18.94 | 12.54 | 14.44 | 19.28 | -3.23 | 7.48 |
| Sharpe Ratio | NA | 0.43 | 0.06 | 0.44 | 0.46 | NA | NA | … | … | 0.01 | 0.34 | 1.38 | -1.02 | 1.15 | 0.93 | 2.72 | -1.21 | 2.04 | 0.90 | -0.08 | 0.58 | 1.32 | 1.46 | 0.14 | 0.79 | 1.23 | 0.08 | 0.83 | 1.22 | 1.15 | 1.32 | 2.20 | -0.64 | 1.04 |
| Standard Deviation(%) | NA | 9.79 | 10.65 | 12.96 | 10.94 | NA | NA | … | … | 11.45 | 9.83 | 8.36 | 13.20 | 11.02 | 19.39 | 6.89 | 10.70 | 5.61 | 9.06 | 9.01 | 7.46 | 7.94 | 7.72 | 15.56 | 12.54 | 12.36 | 6.03 | 15.83 | 12.82 | 9.02 | 10.26 | 8.47 | 6.82 | 4.97 |
| Draw Down(%) | NA | 6.89 | 16.48 | 21.17 | 21.17 | NA | NA | … | … | 1.02 | 6.89 | 6.49 | 17.97 | 5.96 | 21.17 | 3.47 | 18.91 | 2.41 | 5.71 | 8.57 | 5.62 | 5.03 | 5.89 | 13.34 | 8.77 | 6.03 | 6.73 | 9.18 | 13.81 | 6.43 | 10.60 | 5.91 | 6.90 | 3.44 |
| Yield(%) | NA | 2.12 | 2.64 | 2.20 | 2.23 | NA | NA | … | … | NA | 1.37 | 1.92 | 3.50 | 1.03 | 1.81 | 2.15 | 2.12 | 1.21 | 3.67 | 2.28 | 1.90 | 1.45 | 2.65 | 2.81 | 2.53 | 3.86 | 4.18 | 3.15 | 2.97 | 2.56 | 2.35 | 3.33 | 5.29 | 6.50 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State Street Salary Savings Program Tactical Asset Allocation Moderate |
1.64%
Mar 2017 – Mar 2020 |
2.16%
Dec 2013 – Dec 2018 |
5.02%
Mar 2010 – Mar 2020 |
5.98%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State Street Salary Savings Program Tactical Asset Allocation Moderate |
20.64%
Oct 2004 – Oct 2007 |
17.68%
Mar 2003 – Mar 2008 |
12.37%
Jan 2003 – Jan 2013 |
10.75%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart