SEMSX: STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS (MUTUAL FUND)
Basic Info
| Asset Class: | DIVERSIFIED EMERGING MKTS |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/01/2006 |
| Last Dividend Date: | 12/18/2015 |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.04% |
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Performance Analytics (As of 09/09/2020)
Not up-to-date? Try| 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 |
| RSquared | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2006
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See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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