Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSHYX (SSGA HIGH YIELD BOND FUND CLASS N) | NA | 1.52% | 3.29% | 3.27% | 6.85% | 6.35% | NA | … | … |
Data as of 05/04/2018, Common starting date is 06/01/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSHYX (SSGA HIGH YIELD BOND FUND CLASS N) | 06/01/1998 | 05/04/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.52 | 3.29 | 3.27 | 6.85 | 6.35 | NA | … | … | -1.74 | 6.62 | 11.85 | -2.35 | 1.59 | 6.95 | 15.01 | 3.63 | 14.94 | 51.26 | -23.65 | 2.64 | 7.82 | 0.02 | 7.57 | 17.83 | 2.18 | 1.00 | -2.42 | 8.19 | 5.46 |
| Sharpe Ratio | NA | 0.26 | 0.68 | 0.71 | 1.23 | NA | NA | … | … | -2.05 | 2.57 | 2.24 | -0.55 | 0.31 | 2.04 | 4.90 | 0.63 | 3.08 | 8.00 | -2.60 | -0.15 | 2.38 | -0.70 | 2.14 | 5.37 | 0.31 | -0.24 | -1.72 | 2.18 | 1.51 |
| Standard Deviation(%) | NA | 2.36 | 4.19 | 4.26 | 5.41 | NA | NA | … | … | 3.01 | 2.33 | 5.20 | 4.35 | 5.15 | 3.39 | 3.08 | 5.73 | 4.82 | 6.39 | 9.45 | 3.47 | 1.85 | 3.23 | 3.07 | 3.19 | 3.34 | 6.16 | 3.86 | 2.21 | 4.05 |
| Draw Down(%) | NA | 2.39 | 10.15 | 10.15 | 30.48 | NA | NA | … | … | 2.39 | 2.05 | 4.21 | 7.43 | 6.84 | 5.90 | 3.09 | 10.69 | 6.27 | 7.42 | 30.48 | 6.03 | 2.04 | 4.83 | 5.13 | 3.98 | 6.58 | 10.32 | 10.21 | 3.28 | 3.72 |
| Yield(%) | 0.00 | 4.85 | 5.39 | 6.20 | 7.21 | 6.66 | 6.06 | … | … | 1.31 | 5.43 | 5.62 | 6.08 | 7.87 | 10.18 | 6.89 | 6.64 | 8.55 | 12.49 | 7.31 | 7.05 | 6.81 | 5.59 | 5.97 | 5.89 | 6.62 | 10.06 | 9.49 | 7.65 | 4.13 |
Data as of 05/04/2018, Common starting date is 06/01/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSHYX (SSGA HIGH YIELD BOND FUND CLASS N) |
-7.47%
Nov 2005 – Nov 2008 |
-2.90%
Nov 2003 – Nov 2008 |
1.05%
Nov 1998 – Nov 2008 |
5.55%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSHYX (SSGA HIGH YIELD BOND FUND CLASS N) |
22.74%
Nov 2008 – Nov 2011 |
18.39%
Nov 2008 – Nov 2013 |
8.48%
Oct 2002 – Oct 2012 |
7.41%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart