Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAMXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) | 1.28% | 2.96% | 3.50% | 2.12% | NA | NA | NA | 1.21% |
Data as of 08/04/2025, AR inception is 07/20/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAMXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) | 07/20/2016 | 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 | 2.96 | 3.50 | 2.12 | NA | NA | NA | 1.21 | 1.28 | 3.81 | 3.68 | 1.06 | 0.00 | 0.34 | 0.00 | 0.00 | 0.00 | 0.00 |
| Sharpe Ratio | NA | -0.19 | 0.11 | 0.02 | NA | NA | NA | -0.57 | -1.00 | -2.27 | -0.48 | -0.68 | -12.07 | 0.56 | 0.00 | 0.00 | 0.00 | 0.00 |
| Standard Deviation(%) | NA | 1.03 | 1.13 | 0.88 | NA | NA | NA | 0.66 | 0.83 | 1.23 | 1.20 | 0.47 | 0.00 | 0.18 | 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 | 3.32 | 4.13 | 2.54 | 1.30 | 0.87 | 0.65 | 1.45 | 1.27 | 5.03 | 4.86 | 1.53 | 0.00 | 0.32 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/04/2025, AR inception is 07/20/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) |
0.00%
Aug 2016 - Aug 2019 |
0.07%
Aug 2016 - Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAMXX (State Street Master Funds - State Street U.S. Government Money Market Portfolio) |
3.55%
Apr 2022 - Apr 2025 |
2.12%
Apr 2020 - Apr 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart