Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDCQX (SSgA Directional Core Equity Instl ) | NA | 6.12% | 9.05% | -2.18% | NA | NA | NA | … | … |
Data as of 06/05/2012, Common starting date is 05/17/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDCQX (SSgA Directional Core Equity Instl ) | 05/17/2005 | 06/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.12 | 9.05 | -2.18 | NA | NA | NA | … | … | 8.61 | 2.40 | 3.53 | 13.68 | -22.51 | -5.38 | 9.41 | 9.18 |
| Sharpe Ratio | NA | 0.35 | 0.65 | -0.16 | NA | NA | NA | … | … | 2.94 | 0.14 | 0.26 | 0.86 | -1.03 | -0.68 | 0.76 | 1.62 |
| Standard Deviation(%) | NA | 15.85 | 13.92 | 16.58 | NA | NA | NA | … | … | 7.30 | 16.62 | 13.17 | 15.78 | 22.67 | 12.34 | 8.05 | 7.80 |
| Draw Down(%) | NA | 14.07 | 14.07 | 39.42 | NA | NA | NA | … | … | 3.38 | 14.07 | 12.67 | 12.27 | 30.82 | 14.13 | 4.79 | 4.63 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.53 | 0.34 | 0.23 | 0.17 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.80 | 1.17 | 0.00 | 0.00 |
Data as of 06/05/2012, Common starting date is 05/17/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCQX (SSgA Directional Core Equity Instl ) |
-10.18%
Feb 2006 – Feb 2009 |
-3.14%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDCQX (SSgA Directional Core Equity Instl ) |
11.84%
Feb 2009 – Feb 2012 |
-0.04%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart