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SSGLX: STATE STREET GLOBAL EQUITY EX-U.S. INDEX FUND CLASS K (MUTUAL FUND)
Basic Info 105.95 0.19(0.18%) March 27
Asset Class: | INTERNATIONAL EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/18/2014 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 2.52% |
Expenses | 0.26% |
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Performance Analytics (As of 03/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 09/18/2014 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 4.2 | 16.5 | 2.1 | 18.7 | 40.2 | 12.3 | -16.4 | 8.4 | 11.1 | 114.4 | 249.9 | 99.4 | 21.8 | 16.1 | -2.7 |
Sharpe Ratio | NA | 1.5 | 1.14 | -0.06 | 0.55 | 0.72 | 0.64 | -0.91 | 0.68 | 0.36 | 1.94 | 1.76 | 2.17 | 0.95 | 0.59 | -0.57 |
Draw Down(%) | NA | 4.2 | 11.9 | 30.1 | 35.0 | 35.0 | 11.9 | 28.6 | 7.3 | 35.0 | 7.8 | 22.3 | 2.4 | 11.6 | 19.1 | 10.8 |
Standard Deviation(%) | NA | 10.3 | 11.5 | 14.9 | 31.5 | 54.6 | 12.5 | 19.7 | 12.2 | 29.8 | 58.3 | 141.2 | 45.8 | 22.7 | 27.4 | 16.0 |
Treynor Ratio | NA | 0.17 | 0.14 | -0.01 | 0.18 | 0.41 | 0.09 | -0.19 | 0.09 | 0.11 | 0.97 | 3.97 | 1.03 | 0.22 | 0.14 | -0.1 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.06 | 0.2 | -0.01 | -0.01 | 0.0 | 0.0 | 0.29 | 1.2 | 0.23 | 0.07 | 0.09 | 0.06 |
Beta | NA | 0.91 | 0.92 | 0.93 | 0.98 | 0.96 | 0.91 | 0.95 | 0.88 | 1.0 | 1.17 | 0.63 | 0.96 | 0.96 | 1.13 | 0.87 |
RSquared | NA | 0.81 | 0.83 | 0.89 | 0.21 | 0.02 | 0.78 | 0.94 | 0.81 | 0.98 | 0.02 | 0.0 | 0.01 | 0.47 | 0.34 | 0.49 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/18/2014
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