Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSCRX (SSgA Small Cap R) | NA | 6.58% | 15.29% | -3.14% | NA | NA | NA | … | … |
Data as of 08/02/2012, Common starting date is 05/27/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSCRX (SSgA Small Cap R) | 05/27/2004 | 08/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.12 | 6.58 | 15.29 | -3.14 | NA | NA | NA | … | … | 8.02 | 4.13 | 25.38 | 11.01 | -37.55 | -14.08 | 10.87 | 5.19 | 17.86 |
| Sharpe Ratio | NA | 0.19 | 0.57 | -0.11 | NA | NA | NA | … | … | 0.70 | 0.12 | 0.97 | 0.32 | -0.88 | -0.78 | 0.45 | 0.19 | 1.87 |
| Standard Deviation(%) | NA | 34.66 | 28.18 | 33.69 | NA | NA | NA | … | … | 19.94 | 34.93 | 25.96 | 34.40 | 43.59 | 22.13 | 16.91 | 16.23 | 16.43 |
| Draw Down(%) | NA | 21.13 | 28.36 | 65.50 | NA | NA | NA | … | … | 14.59 | 28.36 | 20.29 | 34.64 | 50.93 | 23.31 | 16.12 | 11.74 | 12.19 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.03 | 2.77 | 1.85 | 1.39 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.96 | 5.19 | 4.31 | 5.06 |
Data as of 08/02/2012, Common starting date is 05/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSCRX (SSgA Small Cap R) |
-25.49%
Feb 2006 – Feb 2009 |
-8.50%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSCRX (SSgA Small Cap R) |
29.26%
Feb 2009 – Feb 2012 |
-2.17%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart