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STFAX: STATE STREET EQUITY 500 INDEX FUND ADMINISTRATIVE SHARES (MUTUAL FUND)
Basic Info 382.72 3.87(1.02%) April 26
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (82%) |
Start Date: | 04/19/2001 |
Last Dividend Date: | 12/26/2023 |
12-Mo. Yield | 1.20% |
Expenses | 0.62% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/19/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.7 | 7.3 | 27.5 | 8.3 | 24.8 | 18.0 | 18.3 | 12.4 | 10.4 | 26.1 | -18.5 | 28.6 | 1081.4 | -78.7 | -4.5 | 21.4 | 11.8 | 1.1 | 13.4 | 32.0 | 15.8 | 1.8 | 15.1 | 26.2 | -36.8 | 5.3 | 15.5 | 4.7 | 10.6 | 28.4 | -22.3 | -7.8 |
Sharpe Ratio | NA | 1.81 | 2.02 | 0.35 | 0.15 | 0.16 | NA | NA | 0.13 | 1.68 | -0.83 | 2.17 | 4.51 | -0.34 | -0.34 | 3.13 | 0.88 | 0.07 | 1.18 | 2.88 | 1.24 | 0.07 | 0.83 | 0.96 | -0.91 | 0.15 | 1.22 | 0.25 | 0.86 | 1.63 | -0.9 | -0.69 |
Draw Down(%) | NA | 5.4 | 9.9 | 24.5 | 90.0 | 90.0 | NA | NA | 90.0 | 9.9 | 24.5 | 5.1 | 22.3 | 90.0 | 19.4 | 2.6 | 10.3 | 12.0 | 7.3 | 5.6 | 9.6 | 18.8 | 15.4 | 27.2 | 47.6 | 9.9 | 7.5 | 7.0 | 7.5 | 13.8 | 33.1 | 26.2 |
Standard Deviation(%) | NA | 11.6 | 11.8 | 17.3 | 150.3 | 106.6 | NA | NA | 72.0 | 13.1 | 24.2 | 13.2 | 237.0 | 235.6 | 17.1 | 6.7 | 13.1 | 15.5 | 11.3 | 11.1 | 12.8 | 23.4 | 18.1 | 27.2 | 41.2 | 16.0 | 10.1 | 10.3 | 11.2 | 17.0 | 26.0 | 19.0 |
Treynor Ratio | NA | 0.21 | 0.24 | 0.06 | 0.08 | 0.07 | NA | NA | 0.06 | 0.22 | -0.21 | 0.29 | 2.21 | -0.94 | -0.06 | 0.21 | 0.12 | 0.01 | 0.14 | 0.32 | 0.16 | 0.02 | 0.15 | 0.26 | -0.37 | 0.02 | 0.12 | 0.03 | 0.1 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.62 | 0.29 | NA | NA | 0.14 | 0.0 | 0.0 | 0.01 | 3.35 | -0.09 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | NA | NA | NA |
Beta | NA | 0.99 | 0.97 | 0.97 | 2.97 | 2.42 | NA | NA | 1.61 | 0.99 | 0.97 | 0.97 | 4.83 | 0.85 | 1.0 | 0.99 | 0.99 | 1.0 | 0.98 | 1.0 | 0.99 | 0.99 | 0.99 | 1.0 | 1.01 | 1.01 | 0.99 | 1.0 | 0.99 | NA | NA | NA |
RSquared | NA | 1.0 | 0.96 | 0.98 | 0.02 | 0.02 | NA | NA | 0.02 | 1.0 | 0.99 | 0.98 | 0.03 | 0.01 | 1.0 | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.99 | 0.9 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 1.9 | 2.2 | 3.1 | 4.3 | 7.3 | 4.7 | N/A | 2.0 | 1.6 | 3.3 | 19.7 | 5.4 | 4.5 | 6.6 | 2.1 | 1.7 | 2.0 | 2.1 | 2.2 | 1.9 | 2.1 | 2.1 | 1.8 | 1.9 | 1.8 | 1.6 | 2.4 | 1.4 | 1.2 | 0.8 |
Dividend Growth(%) | N/A | -100.0 | 0.9 | -17.5 | 13.9 | 230.4 | N/A | N/A | N/A | 0.9 | -38.4 | 90.4 | -53.6 | 7.4 | -21.1 | 245.0 | 24.8 | -6.8 | 21.5 | 9.4 | 18.8 | -0.5 | 23.7 | -27.6 | -1.3 | 17.9 | 16.6 | -28.2 | 116.2 | -7.1 | 36.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/19/2001
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