Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSMTX (SSgA Disciplined Equity Instl ) | NA | 11.07% | 16.21% | -1.30% | 3.93% | 3.86% | NA | … | … |
Data as of 06/05/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSMTX (SSgA Disciplined Equity Instl ) | 06/21/1996 | 06/05/2012 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.07 | 16.21 | -1.30 | 3.93 | 3.86 | NA | … | … | 12.02 | 3.32 | 13.02 | 25.00 | -39.42 | 3.45 | 16.14 | 4.52 | 10.13 | 28.19 | -21.65 | -10.01 | -13.77 | 14.83 | 21.87 | 33.98 | 11.84 |
| Sharpe Ratio | NA | 0.43 | 0.85 | -0.07 | 0.13 | NA | NA | … | … | 3.22 | 0.14 | 0.72 | 0.94 | -0.99 | 0.02 | 1.24 | 0.22 | 0.82 | 1.63 | -0.90 | -0.63 | -0.76 | 0.60 | 0.88 | 1.75 | 1.71 |
| Standard Deviation(%) | NA | 22.62 | 18.90 | 26.33 | 21.56 | NA | NA | … | … | 9.49 | 23.51 | 17.97 | 26.36 | 40.60 | 15.94 | 10.32 | 10.29 | 11.16 | 16.85 | 25.36 | 20.24 | 23.70 | 18.96 | 20.83 | 17.26 | 11.70 |
| Draw Down(%) | NA | 18.52 | 18.52 | 57.51 | 57.51 | NA | NA | … | … | 4.19 | 18.52 | 16.69 | 26.92 | 50.23 | 11.44 | 8.27 | 6.93 | 7.81 | 13.48 | 32.00 | 26.26 | 20.10 | 11.18 | 23.39 | 11.14 | 7.36 |
| Yield(%) | 0.00 | 1.42 | 1.70 | 1.19 | 1.57 | 5.71 | 5.43 | … | … | 0.66 | 1.13 | 1.47 | 2.18 | 1.74 | 1.35 | 1.12 | 1.14 | 1.53 | 1.46 | 1.03 | 0.76 | 27.17 | 15.00 | 16.39 | 22.04 | 8.91 |
Data as of 06/05/2012, 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 |
|---|---|---|---|---|
| SSMTX (SSgA Disciplined Equity Instl ) |
-16.67%
Mar 2000 – Mar 2003 |
-7.81%
Feb 2004 – Feb 2009 |
-4.64%
Feb 1999 – Feb 2009 |
3.75%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSMTX (SSgA Disciplined Equity Instl ) |
25.67%
Jul 1996 – Jul 1999 |
14.77%
Sep 2002 – Sep 2007 |
7.38%
Jul 1996 – Jul 2006 |
5.16%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart