Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSFIX (STATE STREET INSTITUTIONAL INCOME FUND INVESTMENT CLASS) | NA | -7.20% | 1.06% | 1.56% | 0.83% | 0.85% | 0.45% | … | … |
Data as of 05/06/2022, Common starting date is 11/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSFIX (STATE STREET INSTITUTIONAL INCOME FUND INVESTMENT CLASS) | 11/24/1997 | 05/06/2022 |
| 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 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.20 | 1.06 | 1.56 | 0.83 | 0.85 | 0.45 | … | … | -7.83 | -2.87 | 6.26 | 7.72 | -0.56 | 2.41 | 2.59 | -0.81 | 3.23 | -3.42 | -0.10 | 2.66 | 3.63 | 3.18 | -6.38 | 0.43 | -0.85 | -2.18 | -2.03 | -1.60 | 3.41 | -1.02 | 3.93 | -6.92 | 0.60 | 0.50 |
| Sharpe Ratio | NA | -1.61 | 0.15 | 0.22 | 0.12 | NA | NA | … | … | -3.63 | -0.82 | 1.20 | 1.20 | -0.63 | 0.66 | 0.77 | -0.23 | 1.52 | -1.19 | -0.04 | 0.67 | 0.87 | 0.69 | -1.29 | -0.77 | -1.60 | -1.55 | -0.71 | -0.52 | 0.59 | -0.69 | -0.03 | -2.54 | -0.68 | 0.65 |
| Standard Deviation(%) | NA | 4.53 | 4.36 | 3.82 | 3.57 | NA | NA | … | … | 5.87 | 3.51 | 4.98 | 5.25 | 3.00 | 2.72 | 3.08 | 3.64 | 2.12 | 2.90 | 4.18 | 3.90 | 4.05 | 4.48 | 5.66 | 3.38 | 2.60 | 2.80 | 4.20 | 4.37 | 3.92 | 4.90 | 3.45 | 4.00 | 4.01 | 2.38 |
| Draw Down(%) | NA | 9.35 | 9.35 | 9.35 | 9.35 | NA | NA | … | … | 7.83 | 3.61 | 7.24 | 4.02 | 3.11 | 1.70 | 4.42 | 3.31 | 1.04 | 5.17 | 3.99 | 2.24 | 4.02 | 3.49 | 12.58 | 3.18 | 4.01 | 4.11 | 5.06 | 5.50 | 2.24 | 6.70 | 3.36 | 7.20 | 4.39 | 0.50 |
| Yield(%) | 0.00 | 2.27 | 3.66 | 3.28 | 2.02 | 1.41 | 1.02 | … | … | 0.76 | 2.18 | 4.11 | 4.84 | 3.12 | 1.44 | 1.64 | 2.75 | 0.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/06/2022, Common starting date is 11/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFIX (STATE STREET INSTITUTIONAL INCOME FUND INVESTMENT CLASS) |
-3.67%
May 2003 – May 2006 |
-3.04%
Oct 2003 – Oct 2008 |
-1.84%
Oct 1998 – Oct 2008 |
-0.71%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFIX (STATE STREET INSTITUTIONAL INCOME FUND INVESTMENT CLASS) |
6.02%
Jul 2018 – Jul 2021 |
4.25%
Dec 2015 – Dec 2020 |
2.24%
Dec 2010 – Dec 2020 |
1.62%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart