Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIESX (STATE STREET INSTITUTIONAL INTERNATIONAL EQUITY FUND SERVICE CLASS) | NA | -18.45% | 3.53% | 3.58% | 4.42% | -1.02% | 2.69% | … | … |
Data as of 05/06/2022, Common starting date is 01/04/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIESX (STATE STREET INSTITUTIONAL INTERNATIONAL EQUITY FUND SERVICE CLASS) | 01/04/2001 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.45 | 3.53 | 3.58 | 4.42 | -1.02 | 2.69 | … | … | -20.00 | 2.16 | 12.67 | 27.85 | -16.11 | 22.39 | -2.90 | -0.61 | -7.97 | 19.75 | 18.36 | -17.95 | 3.82 | 24.72 | -52.63 | 13.54 | 22.39 | 17.65 | 14.47 | 38.58 | -21.27 | -20.83 |
| Sharpe Ratio | NA | -0.63 | 0.13 | 0.14 | 0.23 | NA | NA | … | … | -1.02 | 0.16 | 0.45 | 2.29 | -1.15 | 2.66 | -0.17 | -0.04 | -0.70 | 1.49 | 1.11 | -0.68 | 0.18 | 0.85 | -1.20 | 0.51 | 1.21 | 1.45 | 1.02 | 2.51 | -1.05 | -1.30 |
| Standard Deviation(%) | NA | 29.47 | 24.36 | 20.45 | 17.75 | NA | NA | … | … | 47.05 | 13.69 | 27.70 | 11.53 | 15.13 | 8.22 | 17.72 | 15.38 | 11.38 | 13.26 | 16.62 | 26.40 | 20.17 | 28.96 | 44.62 | 20.54 | 15.91 | 10.66 | 13.23 | 15.11 | 21.23 | 18.24 |
| Draw Down(%) | NA | 32.61 | 32.61 | 32.61 | 32.61 | NA | NA | … | … | 30.42 | 11.99 | 31.86 | 6.30 | 24.36 | 2.95 | 15.29 | 17.93 | 12.18 | 9.36 | 15.17 | 28.40 | 19.93 | 30.73 | 55.26 | 14.11 | 18.36 | 7.12 | 10.72 | 16.60 | 29.97 | 34.27 |
| Yield(%) | 0.00 | 12.48 | 6.78 | 4.89 | 3.48 | 1.29 | 1.92 | … | … | 6.88 | 6.24 | 1.91 | 2.11 | 1.88 | 1.43 | 0.00 | 1.14 | 2.33 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/06/2022, Common starting date is 01/04/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIESX (STATE STREET INSTITUTIONAL INTERNATIONAL EQUITY FUND SERVICE CLASS) |
-21.44%
Feb 2006 – Feb 2009 |
-12.67%
Oct 2007 – Oct 2012 |
-3.85%
Oct 2007 – Oct 2017 |
-0.86%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIESX (STATE STREET INSTITUTIONAL INTERNATIONAL EQUITY FUND SERVICE CLASS) |
31.28%
Mar 2003 – Mar 2006 |
23.53%
Sep 2002 – Sep 2007 |
7.70%
Sep 2011 – Sep 2021 |
5.39%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart