Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/30/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSBMX (SSgA Bond Market Instl) | NA | -2.99% | 2.99% | 5.30% | 2.24% | 3.49% | NA | 4.42% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSBMX (SSgA Bond Market Instl) | 07/15/1996 | 01/30/2014 |
The return data shown below all have the same latest date: 01/30/2014.
AR inception is since 07/15/1996.
AR inception is since 07/15/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.99 | 2.99 | 5.30 | 2.24 | 3.49 | NA | 4.42 | 0.00 | -3.80 | 6.97 | 6.47 | 7.36 | 9.68 | -1.86 | -7.89 | 3.54 | 0.92 | 3.15 | 2.86 | 10.00 | 7.84 | 10.84 | -1.34 | 8.38 | 8.94 | 5.24 |
| Sharpe Ratio | NA | -1.14 | 0.89 | 1.46 | 0.28 | NA | NA | 0.04 | 0.00 | -1.41 | 2.11 | 1.68 | 1.95 | 2.20 | -0.43 | -1.96 | 0.09 | -0.42 | 0.55 | 0.49 | 2.24 | 1.28 | 1.96 | -1.17 | 1.40 | -14.06 | 1.96 |
| Standard Deviation(%) | NA | 2.65 | 3.27 | 3.59 | 4.15 | NA | NA | 4.05 | NA | 2.72 | 3.31 | 3.84 | 3.72 | 4.36 | 6.51 | 5.60 | 2.84 | 2.97 | 4.01 | 4.45 | 3.97 | 4.40 | 3.47 | 3.90 | 3.62 | 3.28 | 4.12 |
| Draw Down(%) | NA | 5.22 | 5.22 | 5.22 | 15.23 | NA | NA | 15.23 | 0.00 | 5.22 | 1.36 | 1.80 | 3.27 | 1.60 | 8.11 | 10.52 | 1.96 | 2.67 | 4.57 | 4.86 | 2.12 | 3.74 | 2.82 | 4.11 | 2.89 | 2.14 | 1.78 |
| Yield(%) | 0.00 | 1.22 | 2.27 | 3.09 | 3.23 | 3.99 | 4.02 | 4.73 | 0.00 | 1.23 | 2.55 | 3.07 | 3.35 | 4.24 | 3.79 | 5.41 | 4.53 | 3.33 | 4.50 | 3.73 | 6.34 | 5.80 | 6.38 | 5.29 | 7.56 | 6.05 | 3.10 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSBMX (SSgA Bond Market Instl) |
-3.66%
Oct 2005 - Oct 2008 |
-1.40%
Oct 2003 - Oct 2008 |
2.25%
Oct 1998 - Oct 2008 |
3.51%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSBMX (SSgA Bond Market Instl) |
10.46%
May 2000 - May 2003 |
7.56%
Aug 1996 - Aug 2001 |
5.77%
Aug 1996 - Aug 2006 |
4.66%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart