Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SALXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) | 1.24% | 2.07% | 3.10% | 1.87% | NA | NA | NA | 1.20% |
Data as of 08/04/2025, AR inception is 08/30/2016
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SALXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) | 08/30/2016 | 08/04/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 2.07 | 3.10 | 1.87 | NA | NA | NA | 1.20 | 1.24 | 3.66 | 3.55 | 0.96 | 0.00 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 |
Sharpe Ratio | NA | -1.28 | -0.26 | -0.27 | NA | NA | NA | -0.85 | -1.12 | -2.48 | -0.61 | -0.95 | -12.07 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 |
Standard Deviation(%) | NA | 0.84 | 1.05 | 0.82 | NA | NA | NA | 0.62 | 0.81 | 1.18 | 1.15 | 0.44 | 0.00 | 0.16 | NA | NA | NA | NA |
Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | NA | NA | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Yield(%) | 0.00 | 3.19 | 3.98 | 2.43 | 1.24 | 0.83 | 0.62 | 1.55 | 1.23 | 4.85 | 4.70 | 1.38 | 0.00 | 0.26 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/04/2025, AR inception is 08/30/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SALXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) |
0.00%
Sep 2016 - Sep 2019 |
0.05%
Sep 2016 - Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SALXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) |
3.14%
Apr 2022 - Apr 2025 |
1.87%
Apr 2020 - Apr 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart