Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) | NA | -15.82% | 0.65% | -1.44% | -0.22% | -1.71% | 6.92% | … | … |
Data as of 11/11/2022, Common starting date is 02/28/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) | 02/28/1994 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.82 | 0.65 | -1.44 | -0.22 | -1.71 | 6.92 | … | … | -17.33 | 13.80 | 6.04 | 5.81 | -10.89 | 23.85 | 0.67 | -14.51 | -4.78 | -5.08 | 17.24 | -18.97 | 19.76 | 70.24 | -56.52 | 40.58 | 33.47 | 37.41 | 24.68 | 53.97 | -5.02 | 0.45 | -29.97 | 64.84 | -15.94 | -8.81 | 14.89 | -8.79 | 8.51 |
| Sharpe Ratio | NA | -1.31 | 0.01 | -0.17 | -0.06 | NA | NA | … | … | -1.61 | 1.18 | 0.28 | 0.50 | -1.10 | 3.13 | 0.04 | -0.86 | -0.41 | -0.37 | 1.09 | -0.72 | 0.95 | 2.40 | -1.22 | 1.61 | 1.58 | 2.84 | 1.39 | 4.00 | -0.37 | -0.10 | -1.65 | 3.84 | -0.85 | -0.75 | 1.23 | -0.77 | 0.40 |
| Standard Deviation(%) | NA | 12.90 | 15.63 | 13.71 | 13.30 | NA | NA | … | … | 13.01 | 11.69 | 20.84 | 8.65 | 11.21 | 7.43 | 12.80 | 16.91 | 11.72 | 13.95 | 15.83 | 26.34 | 20.70 | 29.26 | 47.14 | 23.43 | 19.09 | 12.36 | 17.06 | 13.31 | 16.62 | 19.93 | 20.71 | 16.01 | 22.85 | 16.62 | 9.06 | 16.48 | 17.39 |
| Draw Down(%) | NA | 20.54 | 30.85 | 36.88 | 38.45 | NA | NA | … | … | 20.54 | 6.10 | 30.28 | 8.36 | 17.73 | 5.11 | 11.81 | 25.96 | 17.63 | 18.28 | 17.78 | 30.32 | 17.25 | 22.87 | 65.96 | 18.50 | 25.37 | 10.79 | 20.93 | 11.66 | 28.57 | 30.51 | 36.61 | 10.40 | 42.03 | 30.64 | 7.06 | 22.96 | 15.98 |
| Yield(%) | 0.00 | 5.65 | 4.93 | 6.14 | 6.80 | 3.70 | 13.83 | … | … | 0.00 | 6.31 | 4.48 | 4.24 | 19.05 | 1.92 | 1.56 | 18.84 | 35.94 | 9.44 | 1.77 | 1.30 | 2.07 | 3.27 | 5.58 | 12.50 | 7.45 | 10.50 | 4.72 | 3.04 | 0.38 | 0.00 | 0.52 | 2.89 | 2.81 | 3.73 | 1.67 | 1.14 | 0.97 |
Data as of 11/11/2022, Common starting date is 02/28/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) |
-14.66%
Mar 2000 – Mar 2003 |
-7.53%
Sep 1997 – Sep 2002 |
-2.91%
Oct 2007 – Oct 2017 |
-2.42%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) |
47.88%
Oct 2004 – Oct 2007 |
41.08%
Oct 2002 – Oct 2007 |
17.79%
Aug 1998 – Aug 2008 |
11.70%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart