Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIVSX (State Street International Value Spotlig) | NA | -20.28% | -1.23% | 16.31% | NA | NA | NA | … | … |
Data as of 11/17/2022, Common starting date is 07/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIVSX (State Street International Value Spotlig) | 07/19/2016 | 11/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.28 | -1.23 | 16.31 | NA | NA | NA | … | … | -18.96 | 1.67 | 6.39 | 160.27 | -19.32 | 27.41 | 12.39 |
| Sharpe Ratio | NA | -1.22 | -0.08 | 0.60 | NA | NA | NA | … | … | -1.26 | 0.13 | 0.20 | 3.86 | -1.40 | 2.95 | 1.79 |
| Standard Deviation(%) | NA | 17.41 | 21.38 | 25.73 | NA | NA | NA | … | … | 17.73 | 12.72 | 30.46 | 41.14 | 14.74 | 9.11 | 16.03 |
| Draw Down(%) | NA | 25.15 | 34.55 | 34.55 | NA | NA | NA | … | … | 25.15 | 13.73 | 34.55 | 13.60 | 28.37 | 4.99 | 3.99 |
| Yield(%) | 0.00 | 6.31 | 3.69 | 18.91 | 12.35 | 8.24 | 6.18 | … | … | 4.36 | 2.23 | 1.60 | 96.49 | 16.03 | 15.36 | 0.00 |
Data as of 11/17/2022, Common starting date is 07/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIVSX (State Street International Value Spotlig) |
-0.09%
Oct 2019 – Oct 2022 |
16.05%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIVSX (State Street International Value Spotlig) |
43.77%
Dec 2018 – Dec 2021 |
28.66%
Aug 2016 – Aug 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart