Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/19/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| SSFEX (STATE STREET AGGREGATE BOND INDEX FUND CLASS K) | 17.65% | 0.65% | 3.51% | 1.12% | -1.60% | 16.15% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSFEX (STATE STREET AGGREGATE BOND INDEX FUND CLASS K) | 09/22/2014 | 05/19/2025 |
The return data shown below all have the same latest date: 05/19/2025.
AR inception is since 09/22/2014.
AR inception is since 09/22/2014.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 3.51 | 1.12 | -1.60 | 16.15 | NA | NA | 17.65 | 0.65 | 1.35 | 5.61 | -13.19 | -3.16 | 14.20 | 40.46 | 28.82 | 28.81 | 24.28 | 58.13 | 7.22 |
| Sharpe Ratio | NA | -0.60 | -0.48 | -0.03 | 0.14 | NA | NA | 0.15 | -0.20 | -0.97 | 0.19 | -0.04 | -0.81 | 1.84 | 4.79 | 3.69 | 3.94 | 3.48 | 1.93 | 4.42 |
| Standard Deviation(%) | NA | 5.29 | 6.73 | 147.34 | 104.68 | NA | NA | 101.46 | 5.52 | 5.39 | 7.28 | 330.07 | 3.92 | 7.56 | 8.15 | 7.49 | 7.17 | 6.92 | 30.08 | 6.46 |
| Draw Down(%) | NA | 4.87 | 9.96 | 91.03 | 91.03 | NA | NA | 91.03 | 2.52 | 4.08 | 7.27 | 90.62 | 3.80 | 6.39 | 2.05 | 1.42 | 0.92 | 2.89 | 1.36 | 1.08 |
| Yield(%) | 0.00 | 2.58 | 2.74 | 2.20 | 26.13 | 18.41 | 13.81 | 27.62 | 0.00 | 3.69 | 3.20 | 2.11 | 1.80 | 25.78 | 29.42 | 27.14 | 24.50 | 21.94 | 44.78 | 5.71 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFEX (STATE STREET AGGREGATE BOND INDEX FUND CLASS K) |
-6.34%
Oct 2020 - Oct 2023 |
-1.35%
Apr 2020 - Apr 2025 |
16.37%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFEX (STATE STREET AGGREGATE BOND INDEX FUND CLASS K) |
38.02%
Nov 2015 - Nov 2018 |
37.27%
Apr 2015 - Apr 2020 |
17.50%
Oct 2014 - Oct 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart