Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) | NA | 0.00% | -5.98% | -1.49% | -0.56% | NA | NA | 1.07% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) | 03/01/2006 | 12/30/2016 |
The return data shown below all have the same latest date: 12/30/2016.
AR inception is since 03/01/2006.
AR inception is since 03/01/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -5.98 | -1.49 | -0.56 | NA | NA | 1.07 | 0.00 | -32.16 | -40.69 | -14.40 | 15.08 | -20.32 | 17.55 | 67.04 | -61.68 | 28.43 | 9.08 |
| Sharpe Ratio | NA | 0.00 | -1.50 | -1.39 | -1.06 | NA | NA | -1.04 | 0.00 | -1.64 | -1.23 | -1.93 | -0.22 | -1.48 | -0.05 | 1.65 | -1.63 | 0.25 | -0.76 |
| Standard Deviation(%) | NA | 0.52 | 32.99 | 27.66 | 29.97 | NA | NA | 29.34 | NA | 30.84 | 48.18 | 17.07 | 16.07 | 26.22 | 20.80 | 29.38 | 49.73 | 25.62 | 20.43 |
| Draw Down(%) | NA | 0.00 | 63.89 | 66.93 | 79.69 | NA | NA | 79.69 | 0.00 | 40.12 | 46.48 | 18.20 | 17.77 | 30.22 | 17.37 | 22.90 | 70.05 | 18.49 | 25.33 |
| Yield(%) | 0.00 | 0.00 | 15.64 | 11.94 | 7.06 | 5.62 | 4.22 | 8.44 | 0.00 | 18.84 | 36.19 | 9.66 | 2.20 | 1.49 | 2.13 | 3.54 | 5.59 | 12.79 | 6.92 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) |
-8.65%
Apr 2006 - Apr 2009 |
-6.61%
Apr 2011 - Apr 2016 |
0.01%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMSX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND SELECT CLASS) |
30.60%
Feb 2009 - Feb 2012 |
15.52%
Feb 2009 - Feb 2014 |
1.60%
May 2006 - May 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart