Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSGMX (State Street Global Managed Vol Fund Cla) | NA | 22.97% | 6.64% | 8.97% | NA | NA | NA | … | … |
Data as of 05/18/2021, Common starting date is 02/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSGMX (State Street Global Managed Vol Fund Cla) | 02/18/2016 | 05/18/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.26 | 22.97 | 6.64 | 8.97 | NA | NA | NA | … | … | 7.53 | -5.60 | -13.27 | -14.26 | 17.18 | 6.50 |
| Sharpe Ratio | NA | 2.02 | 0.29 | 0.50 | NA | NA | NA | … | … | 2.38 | -0.21 | -1.11 | -1.68 | -0.32 | -3.08 |
| Standard Deviation(%) | NA | 11.36 | 19.78 | 16.35 | NA | NA | NA | … | … | 9.02 | 28.06 | 32.91 | 21.39 | 6.45 | 10.49 |
| Draw Down(%) | NA | 6.94 | 31.26 | 31.26 | NA | NA | NA | … | … | 4.13 | 31.26 | 27.44 | 19.48 | 3.86 | 5.95 |
| Yield(%) | 0.00 | 6.85 | 13.55 | 11.11 | 5.82 | 3.88 | 2.91 | … | … | 0.00 | 6.01 | 33.03 | 7.82 | 4.05 | 3.36 |
Data as of 05/18/2021, Common starting date is 02/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGMX (State Street Global Managed Vol Fund Cla) |
0.94%
Mar 2017 – Mar 2020 |
7.82%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGMX (State Street Global Managed Vol Fund Cla) |
10.76%
Nov 2016 – Nov 2019 |
8.40%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart