Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIAMX (SSgA IAM Shares Instl) | NA | 12.08% | 10.08% | 9.47% | 6.05% | 3.05% | NA | … | … |
Data as of 04/16/2015, Common starting date is 06/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIAMX (SSgA IAM Shares Instl) | 06/16/1999 | 04/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.08 | 10.08 | 9.47 | 6.05 | 3.05 | NA | … | … | 0.25 | 13.31 | 32.60 | -3.12 | 1.50 | 14.11 | 26.37 | -36.58 | 5.19 | 15.93 | 3.30 | 8.54 | 28.62 | -22.97 | -12.62 | -8.11 | 11.09 |
| Sharpe Ratio | NA | 1.20 | 0.59 | 0.49 | 0.23 | NA | NA | … | … | 0.11 | 1.16 | 2.94 | -0.15 | 0.06 | 0.76 | 0.96 | -0.93 | 0.14 | 1.27 | 0.11 | 0.68 | 1.64 | -0.94 | -0.73 | -0.59 | 1.12 |
| Standard Deviation(%) | NA | 10.08 | 17.09 | 19.37 | 22.32 | NA | NA | … | … | 7.67 | 11.44 | 11.06 | 21.96 | 23.34 | 18.42 | 27.27 | 40.31 | 15.87 | 10.02 | 10.28 | 11.21 | 17.00 | 25.70 | 20.92 | 20.57 | 15.96 |
| Draw Down(%) | NA | 7.40 | 23.64 | 24.27 | 55.60 | NA | NA | … | … | 3.26 | 7.40 | 5.65 | 24.27 | 18.94 | 16.25 | 28.19 | 47.27 | 9.75 | 7.58 | 6.97 | 8.22 | 14.51 | 33.35 | 29.65 | 13.62 | 12.69 |
| Yield(%) | 0.00 | 1.50 | 2.06 | 2.01 | 1.90 | 1.35 | 1.08 | … | … | 0.00 | 1.84 | 2.04 | 2.04 | 1.25 | 1.67 | 2.02 | 1.73 | 1.69 | 1.21 | 1.12 | 1.05 | 1.54 | 0.88 | 0.82 | 0.95 | 0.60 |
Data as of 04/16/2015, Common starting date is 06/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIAMX (SSgA IAM Shares Instl) |
-16.14%
Mar 2000 – Mar 2003 |
-7.30%
Feb 2004 – Feb 2009 |
-2.15%
Aug 2000 – Aug 2010 |
2.60%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIAMX (SSgA IAM Shares Instl) |
25.33%
Feb 2009 – Feb 2012 |
18.47%
Feb 2009 – Feb 2014 |
6.26%
Mar 2003 – Mar 2013 |
3.27%
Sep 1999 – Sep 2014 |
Annualized Rolling Returns Comparison Chart