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SBMRX: SSgA Bond Market R (MUTUAL FUND)
Basic Info
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/27/2004 |
Last Dividend Date: | 06/04/2012 |
12-Mo. Yield | 0.63% |
Expenses | - |
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Performance Analytics (As of 08/02/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 05/27/2004 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | 4.6 | 6.5 | 3.2 | 2.6 | 4.0 | 5.4 | 6.9 | 9.6 | -2.4 | -7.9 | 3.3 | 1.0 | 2.6 |
Sharpe Ratio | NA | 1.24 | 1.82 | 0.55 | 0.31 | 2.23 | 1.4 | 1.85 | 2.22 | -0.51 | -1.97 | 0.0 | -0.39 | 0.83 |
Draw Down(%) | NA | 1.8 | 3.3 | 13.3 | 15.7 | 1.4 | 1.8 | 3.3 | 1.7 | 8.7 | 10.5 | 2.0 | 2.6 | 2.0 |
Standard Deviation(%) | NA | 3.7 | 3.5 | 4.9 | 4.3 | 3.0 | 3.9 | 3.7 | 4.3 | 6.6 | 5.5 | 2.9 | 3.1 | 3.9 |
Treynor Ratio | NA | 0.07 | 0.1 | 0.04 | 0.02 | 0.1 | 0.08 | 0.11 | 0.18 | -0.06 | -0.15 | 0.0 | -0.02 | 0.04 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.05 | 0.0 | 0.0 | -0.01 |
Beta | NA | 0.7 | 0.64 | 0.61 | 0.63 | 0.7 | 0.69 | 0.62 | 0.54 | 0.6 | 0.71 | 0.68 | 0.66 | 0.76 |
RSquared | NA | 0.68 | 0.73 | 0.56 | 0.58 | 0.56 | 0.78 | 0.77 | 0.77 | 0.5 | 0.36 | 0.73 | 0.66 | 0.72 |
Yield(%) | N/A | 1.6 | 2.7 | 3.0 | N/A | 0.9 | 2.3 | 2.7 | 4.2 | 3.3 | 5.4 | 4.7 | 3.5 | 3.3 |
Dividend Growth(%) | N/A | -44.0 | -42.7 | N/A | N/A | -60.0 | -13.0 | -30.3 | 17.9 | -47.2 | 15.2 | 31.4 | 2.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/27/2004
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