Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SSARX (SSgA International Stock Selection R) | NA | -12.80% | -0.14% | -8.22% | NA | NA | NA | 2.79% |
Data as of 08/02/2012, AR inception is 05/27/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SSARX (SSgA International Stock Selection R) | 05/27/2004 | 08/02/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 2.59 | -12.80 | -0.14 | -8.22 | NA | NA | NA | 2.79 | 1.46 | -15.43 | 7.32 | 22.47 | -41.70 | 6.23 | 29.87 | 16.28 | 18.16 |
Sharpe Ratio | NA | -0.42 | 0.02 | -0.30 | NA | NA | NA | 0.06 | 0.13 | -0.51 | 0.32 | 0.83 | -1.06 | 0.18 | 1.78 | 1.32 | 2.80 |
Standard Deviation(%) | NA | 30.29 | 24.92 | 29.30 | NA | NA | NA | 24.11 | 19.52 | 30.04 | 22.89 | 26.95 | 40.23 | 17.92 | 15.01 | 10.73 | 11.14 |
Draw Down(%) | NA | 19.99 | 28.79 | 61.46 | NA | NA | NA | 61.46 | 17.65 | 28.79 | 19.92 | 28.83 | 52.58 | 12.52 | 15.65 | 7.30 | 5.71 |
Yield(%) | 0.00 | 2.96 | 2.79 | 2.13 | 3.13 | 2.08 | 1.56 | 3.91 | 0.00 | 2.89 | 2.18 | 3.09 | 1.21 | 4.66 | 4.29 | 4.23 | 2.27 |
Data as of 08/02/2012, AR inception is 05/27/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SSARX (SSgA International Stock Selection R) |
-15.98%
Jun 2007 - Jun 2010 |
-9.67%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SSARX (SSgA International Stock Selection R) |
24.92%
Oct 2004 - Oct 2007 |
5.16%
Sep 2004 - Sep 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart