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SSEMX: STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N (MUTUAL FUND)
Basic Info
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/28/1994 |
Last Dividend Date: | 12/28/2021 |
12-Mo. Yield | 2.72% |
Expenses | 1.20% |
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Performance Analytics (As of 11/11/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/28/1994 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -10.9 | -44.6 | -31.2 | -16.6 | -13.0 | -2.2 | -1.7 | -17.3 | -82.0 | 6.0 | 5.9 | -10.8 | 23.9 | 0.7 | -14.3 | -5.0 | -5.0 | 17.3 | -19.0 | 19.8 | 70.2 | -56.3 | 41.0 | 33.5 | 37.3 | 24.7 | 54.0 | -5.0 | 0.5 | -30.0 | 64.8 | -15.9 | -8.8 | 14.9 | -8.8 | 8.5 |
Sharpe Ratio | NA | -0.84 | -0.42 | -0.38 | -0.28 | NA | NA | -0.08 | -1.6 | -0.44 | 0.28 | 0.52 | -1.08 | 3.16 | 0.04 | -0.85 | -0.42 | -0.36 | 1.1 | -0.72 | 0.95 | 2.4 | -1.21 | 1.63 | 1.59 | 2.84 | 1.39 | 4.0 | -0.37 | -0.1 | -1.64 | 3.85 | -0.84 | -0.74 | 1.25 | -0.77 | 0.41 |
Draw Down(%) | NA | 20.5 | 85.3 | 85.4 | 85.8 | NA | NA | 88.6 | 20.5 | 84.8 | 30.3 | 8.4 | 17.7 | 5.1 | 11.8 | 26.0 | 17.6 | 18.3 | 17.8 | 30.3 | 17.2 | 22.9 | 65.8 | 18.5 | 25.4 | 10.8 | 20.9 | 11.7 | 28.6 | 30.5 | 36.6 | 10.4 | 42.0 | 30.6 | 7.1 | 23.0 | 16.0 |
Standard Deviation(%) | NA | 14.1 | 108.3 | 84.2 | 60.2 | NA | NA | 39.6 | 13.0 | 186.2 | 20.8 | 8.6 | 11.2 | 7.4 | 12.8 | 16.9 | 11.7 | 14.0 | 15.8 | 26.3 | 20.7 | 29.3 | 47.1 | 23.4 | 19.1 | 12.4 | 17.1 | 13.3 | 16.6 | 19.9 | 20.7 | 16.0 | 22.8 | 16.6 | 9.1 | 16.5 | 17.4 |
Treynor Ratio | NA | -0.25 | -0.72 | -0.52 | -0.25 | NA | NA | -0.04 | -0.44 | -1.37 | 0.08 | 0.08 | -0.21 | 0.46 | 0.01 | -0.16 | -0.06 | -0.06 | 0.18 | -0.19 | 0.2 | 0.79 | -0.62 | 0.4 | 0.31 | 0.39 | 0.24 | 0.62 | -0.07 | -0.03 | -0.37 | 0.76 | -0.25 | -0.16 | 0.16 | -0.15 | 0.08 |
Alpha | NA | -0.01 | -0.11 | -0.07 | -0.04 | NA | NA | -0.01 | -0.05 | -0.29 | -0.02 | -0.02 | -0.01 | 0.03 | -0.03 | 0.0 | -0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | -0.06 | 0.01 | 0.01 | 0.03 | 0.0 | 0.02 | 0.0 | 0.01 | -0.02 | 0.04 | -0.01 | 0.02 | 0.01 | -0.04 | 0.0 |
Beta | NA | 0.48 | 0.62 | 0.61 | 0.68 | NA | NA | 0.84 | 0.48 | 0.6 | 0.71 | 0.56 | 0.58 | 0.51 | 0.66 | 0.9 | 0.84 | 0.9 | 0.94 | 1.0 | 0.96 | 0.89 | 0.92 | 0.95 | 0.99 | 0.9 | 0.97 | 0.86 | 0.82 | 0.72 | 0.92 | 0.81 | 0.76 | 0.76 | 0.72 | 0.87 | 0.94 |
RSquared | NA | 0.47 | 0.07 | 0.08 | 0.15 | NA | NA | 0.51 | 0.57 | 0.01 | 0.88 | 0.65 | 0.74 | 0.38 | 0.81 | 0.94 | 0.86 | 0.86 | 0.94 | 0.98 | 0.97 | 0.98 | 0.97 | 0.96 | 0.94 | 0.88 | 0.9 | 0.89 | 0.82 | 0.72 | 0.83 | 0.75 | 0.85 | 0.78 | 0.63 | 0.64 | 0.43 |
Yield(%) | N/A | 5.7 | 4.9 | 6.1 | 6.8 | 3.7 | 13.8 | N/A | 0.0 | 6.4 | 4.5 | 4.2 | 19.1 | 1.9 | 1.6 | 18.8 | 35.9 | 9.4 | 1.8 | 1.3 | 2.1 | 3.3 | 5.6 | 12.5 | 7.5 | 10.5 | 4.8 | 3.1 | 0.3 | 0.0 | 0.5 | 2.9 | 2.8 | 3.7 | 1.6 | 1.2 | 0.9 |
Dividend Growth(%) | N/A | 44.4 | -51.6 | -74.2 | 31.8 | N/A | N/A | N/A | -100.0 | 44.4 | 8.0 | -84.8 | 1161.5 | 18.2 | -94.5 | -68.3 | 215.6 | 503.0 | 10.0 | -26.8 | 5.1 | -76.6 | -43.2 | 102.8 | -8.2 | 159.0 | 134.6 | 766.7 | N/A | -100.0 | -69.6 | -14.8 | -34.1 | 156.2 | 33.3 | 33.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/28/1994
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