Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSEOX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS I) | NA | -15.60% | -40.72% | -27.68% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 07/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSEOX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS I) | 07/09/2014 | 11/11/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.60 | -40.72 | -27.68 | NA | NA | NA | … | … | -17.13 | -78.63 | 1.33 | 1.52 | -30.35 | 22.13 | -1.00 | -33.17 | -43.59 |
| Sharpe Ratio | NA | -1.30 | -0.43 | -0.39 | NA | NA | NA | … | … | -1.61 | -0.48 | 0.05 | -2.04 | -1.88 | 0.34 | -2.70 | -1.67 | -1.29 |
| Standard Deviation(%) | NA | 12.80 | 95.03 | 73.92 | NA | NA | NA | … | … | 12.87 | 163.24 | 21.34 | 10.67 | 27.57 | 8.53 | 12.94 | 30.94 | 68.54 |
| Draw Down(%) | NA | 20.63 | 82.51 | 82.51 | NA | NA | NA | … | … | 20.63 | 80.81 | 30.26 | 8.39 | 34.56 | 6.79 | 11.81 | 40.17 | 46.56 |
| Yield(%) | 0.00 | 5.83 | 5.97 | 7.36 | 9.56 | 6.37 | 4.78 | … | … | 0.00 | 6.51 | 4.62 | 7.27 | 19.34 | 6.50 | 1.64 | 18.87 | 67.07 |
Data as of 11/11/2022, Common starting date is 07/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEOX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS I) |
-41.63%
Jan 2018 – Jan 2021 |
-27.68%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSEOX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS I) |
17.94%
Nov 2014 – Nov 2017 |
9.25%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart