Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) | NA | 0.00% | -5.98% | -1.49% | -0.56% | NA | NA | … | … |
Data as of 12/30/2016, Common starting date is 03/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) | 03/01/2006 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -5.98 | -1.49 | -0.56 | NA | NA | … | … | 0.00 | -12.97 | -4.70 | -4.80 | 17.50 | -18.83 | 19.81 | 70.77 | -56.24 | 41.20 | 16.86 |
| Sharpe Ratio | NA | 0.00 | -0.51 | -0.12 | -0.04 | NA | NA | … | … | 0.00 | -0.77 | -0.40 | -0.35 | 1.11 | -0.72 | 0.95 | 2.42 | -1.21 | 1.63 | 0.88 |
| Standard Deviation(%) | NA | 0.52 | 11.84 | 13.17 | 23.78 | NA | NA | … | … | NA | 16.83 | 11.77 | 13.97 | 15.85 | 26.31 | 20.72 | 29.26 | 47.13 | 23.43 | 19.26 |
| Draw Down(%) | NA | 0.00 | 28.50 | 28.50 | 68.66 | NA | NA | … | … | 0.00 | 25.89 | 17.62 | 18.20 | 17.77 | 30.22 | 17.37 | 22.90 | 65.80 | 18.49 | 25.33 |
| Yield(%) | 0.00 | 0.00 | 15.64 | 11.94 | 7.06 | 5.62 | 4.22 | … | … | 0.00 | 18.84 | 36.19 | 9.66 | 2.20 | 1.49 | 2.13 | 3.54 | 5.59 | 12.79 | 6.92 |
Data as of 12/30/2016, Common starting date is 03/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) |
-8.65%
Apr 2006 – Apr 2009 |
-6.61%
Apr 2011 – Apr 2016 |
0.01%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) |
30.60%
Feb 2009 – Feb 2012 |
15.52%
Feb 2009 – Feb 2014 |
1.60%
May 2006 – May 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart