STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX)

Basic Info

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS started on 03/01/2006
STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS is classified as asset class DIVERSIFIED EMERGING MKTS
STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS expense ratio is 1.04%
STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS rating is
Not Rated

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) Dividend Info

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) dividend growth in the last 12 months is NA

The trailing 12-month yield of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS is 0.00%. its dividend history:

DateDividend
12/18/2015 1.989
12/19/2014 6.254
07/02/2014 0.075
12/20/2013 0.237
10/25/2013 1.81
12/21/2012 0.063
10/26/2012 0.345
10/21/2011 0.341
10/22/2010 0.421
10/23/2009 0.42
10/17/2008 1.666
12/14/2007 0.885
10/19/2007 2.13
12/15/2006 0.155
10/20/2006 1.332

Dividend Growth History for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2015
2015 $1.989 18.84% -68.57% -
2014 $6.329 36.19% 209.18% -68.57%
2013 $2.047 9.66% 401.72% -1.43%
2012 $0.408 2.20% 19.65% 69.56%
2011 $0.341 1.49% -19.00% 55.41%
2010 $0.421 2.13% 0.24% 36.42%
2009 $0.42 3.54% -74.79% 29.59%
2008 $1.666 5.59% -44.74% 2.56%
2007 $3.015 12.79% 102.76% -5.07%
2006 $1.487 6.92% - 3.28%

Dividend Growth Chart for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX)

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) Historical Returns And Risk Info

From 03/01/2006 to 12/30/2016, the compound annualized total return (dividend reinvested) of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is 0.988%. Its cumulative total return (dividend reinvested) is 11.236%.

From 03/01/2006 to 12/30/2016, the Maximum Drawdown of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is 79.7%.

From 03/01/2006 to 12/30/2016, the Sharpe Ratio of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is -1.04.

From 03/01/2006 to 12/30/2016, the Annualized Standard Deviation of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is 29.3%.

From 03/01/2006 to 12/30/2016, the Beta of STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is 0.91.

Last 1 Week* 1 Yr 3 Yr 5 Yr 10 Yr Since
03/01/2006		 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006
Annualized Return(%) 0.0 0.0 0.0 -4.9 -9.8 1.0 0.0 -32.2 -40.7 -14.4 15.1 -20.3 17.5 67.0 -61.7 28.4 9.1
Sharpe Ratio NA 0.0 -1.5 -1.39 -1.06 -1.04 0.0 -1.64 -1.23 -1.93 -0.22 -1.48 -0.05 1.65 -1.63 0.25 -0.76
Draw Down(%) NA 0.0 63.9 66.9 79.7 79.7 0.0 40.1 46.5 18.2 17.8 30.2 17.4 22.9 70.0 18.5 25.3
Standard Deviation(%) NA 0.5 33.0 27.7 30.0 29.3 NA 30.8 48.2 17.1 16.1 26.2 20.8 29.4 49.7 25.6 20.4
Treynor Ratio NA -6.81 -0.86 -0.54 -0.35 -0.34 NA -0.52 -0.69 -0.36 -0.04 -0.39 -0.01 0.54 -0.86 0.06 -0.16
Alpha NA -1.11 -0.5 -0.31 -0.1 -0.09 -1.12 -0.13 -0.18 -0.16 -0.01 -0.01 -0.03 -0.01 -0.1 -0.03 -0.03
Beta NA 0.0 0.58 0.71 0.9 0.91 0.0 0.97 0.85 0.91 0.95 1.0 0.96 0.89 0.94 1.0 1.0
RSquare NA 0.0 0.11 0.22 0.67 0.68 0.0 0.38 0.08 0.6 0.93 0.97 0.96 0.98 0.92 0.9 0.85
Yield(%) N/A 0.0 15.6 11.9 7.1 N/A 0.0 18.8 36.2 9.7 2.2 1.5 2.1 3.5 5.6 12.8 6.9
Dividend Growth(%) N/A -100.0 197.5 83.7 N/A N/A -100.0 -68.6 208.8 412.5 17.6 -19.0 0.0 -74.9 -44.5 102.0 N/A

Return Calculator for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX)

Calculate Performance

Start date (MM/dd/yyyy)

End date   (MM/dd/yyyy)


Click here for comparison with other funds, portfolios or stocks

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) Historical Return Chart

Click here for interactive chart

STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 03/01/2006 to 12/30/2016, the worst annualized return of 3-year rolling returns for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is -8.65%.
From 03/01/2006 to 12/30/2016, the worst annualized return of 5-year rolling returns for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is -6.61%.
From 03/01/2006 to 12/30/2016, the worst annualized return of 10-year rolling returns for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is 0.01%.
From 03/01/2006 to 12/30/2016, the worst annualized return of 20-year rolling returns for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (SEMSX) is NA.

Related Articles for STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS(SEMSX)