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SESPX: SSGA ENHANCED SMALL CAP FUND CLASS N (MUTUAL FUND)
Basic Info
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/28/2005 |
Last Dividend Date: | 10/05/2017 |
12-Mo. Yield | 0.36% |
Expenses | 0.75% |
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Performance Analytics (As of 08/14/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/28/2005 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -13.4 | -6.2 | 5.6 | 3.1 | -4.2 | 20.7 | -3.8 | 7.7 | 37.8 | 17.7 | 0.6 | 30.2 | 23.2 | -37.2 | -8.7 | 10.7 | 10.6 |
Sharpe Ratio | NA | -0.33 | 0.18 | 0.65 | 0.26 | 0.23 | -0.32 | 1.11 | -0.23 | 0.27 | 2.53 | 1.04 | 0.02 | 1.18 | 0.64 | -0.83 | -0.54 | 0.38 | 0.7 |
Draw Down(%) | NA | 12.3 | 24.5 | 24.5 | 57.1 | 64.1 | 12.3 | 15.1 | 14.7 | 15.3 | 5.5 | 13.5 | 27.3 | 21.1 | 33.1 | 50.9 | 19.5 | 15.7 | 8.7 |
Standard Deviation(%) | NA | 15.5 | 17.0 | 16.6 | 26.2 | 24.7 | 15.0 | 18.4 | 16.7 | 28.2 | 14.9 | 17.0 | 33.3 | 25.4 | 35.8 | 45.9 | 21.6 | 19.4 | 16.7 |
Treynor Ratio | NA | -0.05 | 0.03 | 0.1 | 0.06 | 0.05 | -0.05 | 0.19 | -0.04 | 0.06 | 0.35 | 0.17 | 0.01 | 0.28 | 0.23 | -0.37 | -0.1 | 0.06 | 0.11 |
Alpha | NA | -0.09 | -0.03 | -0.03 | -0.03 | -0.01 | -0.08 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.02 | 0.0 | -0.04 | 0.0 | -0.04 | -0.02 | -0.01 |
Beta | NA | 1.04 | 1.06 | 1.07 | 1.04 | 1.04 | 1.04 | 1.07 | 1.06 | 1.3 | 1.07 | 1.03 | 1.05 | 1.06 | 1.0 | 1.02 | 1.14 | 1.19 | 1.1 |
RSquared | NA | 0.48 | 0.81 | 0.85 | 0.96 | 0.96 | 0.52 | 0.95 | 0.95 | 0.42 | 0.95 | 0.97 | 0.99 | 0.99 | 0.99 | 0.99 | 0.94 | 0.89 | 0.97 |
Yield(%) | N/A | 0.4 | 3.9 | 7.9 | 4.8 | N/A | 0.4 | 1.4 | 10.4 | 16.4 | 1.8 | 1.1 | 0.7 | 0.6 | 0.9 | 0.9 | 3.9 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -68.2 | -40.9 | 1059.0 | N/A | N/A | -66.7 | -88.5 | -41.6 | 1069.6 | 91.7 | 50.0 | 60.0 | -16.7 | -33.3 | -81.2 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/28/2005
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