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SSAIX: SSGA INTERNATIONAL STOCK SELECTION FUND CLASS N (MUTUAL FUND)
Basic Info 11.45 0(0.0%) December 02
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (100%) |
Start Date: | 10/16/1995 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 5.63% |
Expenses | 0.75% |
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Performance Analytics (As of 11/29/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/20/1996 |
2023 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 9.5 | 14.9 | 5.3 | 5.8 | 4.0 | 4.4 | 4.3 | 3.9 | 17.5 | -13.6 | 12.8 | 2.9 | 16.8 | -17.7 | 22.2 | 0.3 | 0.8 | -3.7 | 23.5 | 16.3 | -15.0 | 7.8 | 22.9 | -41.5 | 6.8 | 30.5 | 17.1 | 21.0 | 42.9 | -13.7 | -20.5 | -16.2 | 32.5 | 13.9 | -10.1 | 3.9 | 5.3 |
Sharpe Ratio | NA | 0.27 | 0.64 | 0.08 | 0.18 | 0.14 | NA | NA | 0.14 | 1.01 | -0.7 | 1.01 | 0.09 | 1.49 | -1.47 | 2.64 | 0.0 | 0.05 | -0.31 | 1.79 | 0.94 | -0.5 | 0.34 | 0.84 | -1.05 | 0.21 | 1.83 | 1.38 | 1.52 | 2.83 | -0.79 | -1.4 | -1.29 | 2.33 | 0.6 | -1.06 | 0.06 | 3.13 |
Draw Down(%) | NA | 9.2 | 9.2 | 29.1 | 36.1 | 41.3 | NA | NA | 61.3 | 10.2 | 29.1 | 7.9 | 36.1 | 9.1 | 24.4 | 2.9 | 12.9 | 15.8 | 13.3 | 9.4 | 17.5 | 28.6 | 19.9 | 28.8 | 52.5 | 12.4 | 15.6 | 7.1 | 9.4 | 14.6 | 25.6 | 29.9 | 21.5 | 7.7 | 25.7 | 19.2 | 6.4 | 2.9 |
Standard Deviation(%) | NA | 13.0 | 12.8 | 16.4 | 19.3 | 16.8 | NA | NA | 18.4 | 13.3 | 21.4 | 12.7 | 30.2 | 10.3 | 12.9 | 8.2 | 18.3 | 16.3 | 12.1 | 13.1 | 17.4 | 29.8 | 22.9 | 27.0 | 40.1 | 17.9 | 15.0 | 10.8 | 13.2 | 14.9 | 18.7 | 16.6 | 15.7 | 12.6 | 17.8 | 12.8 | 7.0 | 7.8 |
Treynor Ratio | NA | 0.04 | 0.1 | 0.01 | 0.04 | 0.03 | NA | NA | 0.03 | 0.15 | -0.16 | 0.15 | 0.03 | 0.18 | -0.21 | 0.23 | 0.0 | 0.01 | -0.04 | 0.25 | 0.16 | -0.14 | 0.07 | 0.25 | -0.45 | 0.04 | 0.29 | 0.18 | 0.21 | 0.48 | -0.18 | -0.33 | -0.2 | 0.33 | 0.13 | -0.16 | 0.01 | 0.25 |
Alpha | NA | 0.02 | 0.02 | 0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.01 | 0.02 | -0.02 | 0.0 | -0.02 | -0.01 | -0.01 | 0.03 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | -0.02 | -0.01 | -0.02 | 0.01 | 0.01 | 0.01 | 0.02 | -0.01 | -0.05 | -0.04 | 0.04 | -0.01 | -0.03 | -0.02 | 0.03 |
Beta | NA | 0.86 | 0.85 | 0.91 | 0.93 | 0.93 | NA | NA | 0.93 | 0.88 | 0.94 | 0.82 | 0.96 | 0.86 | 0.91 | 0.93 | 0.95 | 0.97 | 0.95 | 0.93 | 1.0 | 1.09 | 1.04 | 0.9 | 0.94 | 0.92 | 0.96 | 0.83 | 0.96 | 0.87 | 0.83 | 0.69 | 0.99 | 0.89 | 0.83 | 0.85 | 0.84 | 0.98 |
RSquared | NA | 0.71 | 0.71 | 0.83 | 0.87 | 0.86 | NA | NA | 0.87 | 0.74 | 0.9 | 0.75 | 0.93 | 0.83 | 0.86 | 0.68 | 0.87 | 0.88 | 0.77 | 0.84 | 0.93 | 0.97 | 0.96 | 0.95 | 0.96 | 0.91 | 0.85 | 0.66 | 0.83 | 0.78 | 0.77 | 0.66 | 0.59 | 0.68 | 0.85 | 0.83 | 0.66 | 0.7 |
Yield(%) | N/A | 0.0 | 5.6 | 4.2 | 3.8 | 3.3 | 3.4 | 3.7 | N/A | 6.3 | 2.9 | 4.9 | 1.9 | 3.8 | 4.6 | 4.3 | 2.7 | 2.5 | 2.2 | 3.5 | 4.0 | 3.3 | 2.6 | 3.5 | 1.6 | 4.8 | 4.8 | 4.9 | 2.2 | 2.1 | 1.0 | 0.5 | 10.4 | 1.3 | 11.7 | 5.9 | 2.2 | 5.3 |
Dividend Growth(%) | N/A | -100.0 | 82.1 | 31.3 | 22.1 | 0.4 | N/A | N/A | N/A | 82.1 | -36.4 | 160.6 | -43.1 | -37.0 | 28.0 | 56.6 | 4.6 | 10.1 | -27.0 | -3.8 | 1.2 | 30.4 | -9.2 | 28.6 | -66.9 | 21.8 | 14.0 | 153.4 | 48.8 | 89.6 | 67.5 | -96.8 | 903.2 | -88.3 | 69.3 | 168.1 | -58.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/1996
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