Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SILCX (STATE STREET INSTITUTIONAL U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) | NA | 9.16% | 17.71% | 10.62% | 4.87% | NA | NA | … | … |
Data as of 11/26/2014, Common starting date is 12/22/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SILCX (STATE STREET INSTITUTIONAL U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) | 12/22/2000 | 11/26/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.16 | 17.71 | 10.62 | 4.87 | NA | NA | … | … | 6.99 | 28.67 | 12.27 | -5.06 | 11.10 | 19.97 | -44.36 | 6.58 | 23.72 | 9.00 | 16.32 | 27.51 | -14.35 | -22.23 | 2.67 |
| Sharpe Ratio | NA | 0.85 | 1.48 | 0.58 | 0.19 | NA | NA | … | … | 0.71 | 2.52 | 0.87 | -0.20 | 0.55 | 0.81 | -1.16 | 0.20 | 1.37 | 0.65 | 1.15 | 1.77 | -0.75 | -1.42 | 64.03 |
| Standard Deviation(%) | NA | 10.70 | 12.81 | 17.36 | 20.85 | NA | NA | … | … | 10.86 | 11.34 | 14.15 | 25.38 | 19.88 | 24.46 | 38.90 | 18.16 | 15.02 | 10.56 | 13.35 | 15.15 | 20.59 | 17.55 | 6.61 |
| Draw Down(%) | NA | 8.75 | 13.56 | 22.95 | 61.01 | NA | NA | … | … | 8.75 | 8.00 | 13.56 | 22.95 | 16.11 | 25.89 | 53.12 | 13.44 | 16.79 | 7.72 | 8.97 | 17.30 | 25.43 | 32.09 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.54 | 0.55 | 3.24 | 2.13 | 1.60 | … | … | 0.00 | 0.00 | 0.46 | 1.02 | 0.50 | 0.93 | 0.84 | 6.15 | 18.80 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/26/2014, Common starting date is 12/22/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SILCX (STATE STREET INSTITUTIONAL U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) |
-16.92%
Feb 2006 – Feb 2009 |
-7.57%
May 2007 – May 2012 |
0.93%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SILCX (STATE STREET INSTITUTIONAL U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) |
25.73%
Mar 2003 – Mar 2006 |
18.81%
Sep 2002 – Sep 2007 |
7.28%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart