Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSINX (SSgA Intermediate Instl) | NA | -1.74% | 2.53% | 4.30% | 2.00% | 3.31% | NA | … | … |
Data as of 01/30/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSINX (SSgA Intermediate Instl) | 06/21/1996 | 01/30/2014 |
| 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 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.74 | 2.53 | 4.30 | 2.00 | 3.31 | NA | … | … | 0.00 | -2.15 | 5.70 | 4.63 | 6.00 | 7.64 | -0.66 | -5.17 | 3.37 | -0.14 | 2.21 | 2.91 | 8.66 | 8.10 | 10.06 | -0.03 | 7.93 | 7.45 | 4.99 |
| Sharpe Ratio | NA | -0.99 | 0.98 | 1.38 | 0.27 | NA | NA | … | … | 0.00 | -1.18 | 2.23 | 1.52 | 1.81 | 1.75 | -0.28 | -1.82 | 0.04 | -0.90 | 0.36 | 0.55 | 1.97 | 1.46 | 2.32 | -1.10 | 1.56 | 1.62 | 1.89 |
| Standard Deviation(%) | NA | 1.79 | 2.46 | 3.07 | 3.51 | NA | NA | … | … | NA | 1.84 | 2.55 | 3.02 | 3.27 | 4.32 | 5.68 | 4.49 | 2.22 | 2.58 | 3.50 | 4.03 | 3.84 | 4.01 | 2.57 | 2.95 | 2.96 | 2.41 | 3.27 |
| Draw Down(%) | NA | 3.50 | 3.50 | 3.50 | 11.50 | NA | NA | … | … | 0.00 | 3.50 | 0.98 | 1.50 | 2.89 | 2.07 | 7.71 | 7.69 | 1.27 | 2.34 | 4.07 | 4.19 | 2.39 | 3.09 | 2.02 | 2.40 | 2.12 | 1.39 | 1.27 |
| Yield(%) | 0.00 | 0.80 | 1.44 | 2.08 | 2.66 | 3.52 | 3.57 | … | … | 0.00 | 0.91 | 1.50 | 2.02 | 2.58 | 3.04 | 3.81 | 4.59 | 4.30 | 2.60 | 3.79 | 3.00 | 4.99 | 6.55 | 5.79 | 5.43 | 7.02 | 5.70 | 3.47 |
Data as of 01/30/2014, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSINX (SSgA Intermediate Instl) |
-2.46%
Oct 2005 – Oct 2008 |
-1.02%
Oct 2003 – Oct 2008 |
1.99%
Sep 2003 – Sep 2013 |
3.32%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSINX (SSgA Intermediate Instl) |
9.94%
May 2000 – May 2003 |
7.17%
Sep 1996 – Sep 2001 |
5.26%
Aug 1996 – Aug 2006 |
4.33%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart