Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SESPX (SSGA ENHANCED SMALL CAP FUND CLASS N) | NA | -35.74% | -9.52% | 2.54% | 2.77% | NA | NA | … | … |
Data as of 12/28/2017, Common starting date is 03/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SESPX (SSGA ENHANCED SMALL CAP FUND CLASS N) | 03/28/2005 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -32.71 | -35.74 | -9.52 | 2.54 | 2.77 | NA | NA | … | … | -4.18 | 20.66 | -3.84 | 7.69 | 37.83 | 17.67 | 0.55 | 30.16 | 23.16 | -37.17 | -8.71 | 10.71 | 10.64 |
| Sharpe Ratio | NA | -0.33 | 0.18 | 0.65 | 0.26 | NA | NA | … | … | -0.32 | 1.11 | -0.23 | 0.27 | 2.53 | 1.04 | 0.02 | 1.18 | 0.64 | -0.83 | -0.54 | 0.38 | 0.70 |
| Standard Deviation(%) | NA | 15.52 | 17.02 | 16.59 | 26.19 | NA | NA | … | … | 14.96 | 18.37 | 16.69 | 28.23 | 14.94 | 17.03 | 33.28 | 25.42 | 35.79 | 45.88 | 21.64 | 19.37 | 16.74 |
| Draw Down(%) | NA | 12.30 | 24.52 | 24.52 | 57.11 | NA | NA | … | … | 12.30 | 15.06 | 14.68 | 15.28 | 5.50 | 13.55 | 27.27 | 21.08 | 33.14 | 50.91 | 19.47 | 15.73 | 8.70 |
| Yield(%) | 0.00 | 0.36 | 3.93 | 7.90 | 4.76 | 3.75 | 2.81 | … | … | 0.36 | 1.39 | 10.41 | 16.37 | 1.89 | 1.15 | 0.79 | 0.57 | 0.94 | 0.87 | 3.89 | 0.00 | 0.00 |
Data as of 12/28/2017, Common starting date is 03/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SESPX (SSGA ENHANCED SMALL CAP FUND CLASS N) |
-22.69%
Feb 2006 – Feb 2009 |
-4.86%
Aug 2005 – Aug 2010 |
3.87%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SESPX (SSGA ENHANCED SMALL CAP FUND CLASS N) |
31.28%
Feb 2009 – Feb 2012 |
27.63%
Feb 2009 – Feb 2014 |
7.90%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart