Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSFSX (STATE STREET INSTITUTIONAL INCOME FUND SERVICE CLASS) | NA | -7.45% | 1.42% | 1.65% | 0.86% | 1.01% | NA | … | … |
Data as of 05/06/2022, Common starting date is 04/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSFSX (STATE STREET INSTITUTIONAL INCOME FUND SERVICE CLASS) | 04/03/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.45 | 1.42 | 1.65 | 0.86 | 1.01 | NA | … | … | -7.91 | -3.25 | 6.12 | 9.41 | -0.87 | 2.29 | 2.39 | -0.91 | 3.25 | -3.45 | -0.10 | 2.81 | 3.45 | 3.34 | -6.46 | 2.56 | 0.75 |
| Sharpe Ratio | NA | -1.68 | 0.23 | 0.24 | 0.13 | NA | NA | … | … | -3.76 | -0.92 | 1.19 | 1.38 | -0.76 | 0.61 | 0.72 | -0.27 | 1.45 | -1.20 | -0.04 | 0.70 | 0.81 | 0.73 | -1.30 | -0.12 | -0.90 |
| Standard Deviation(%) | NA | 4.50 | 4.43 | 3.85 | 3.57 | NA | NA | … | … | 5.72 | 3.55 | 4.90 | 5.79 | 2.90 | 2.72 | 3.02 | 3.53 | 2.22 | 2.91 | 4.08 | 3.97 | 4.17 | 4.44 | 5.66 | 3.96 | 2.63 |
| Draw Down(%) | NA | 9.48 | 9.54 | 9.54 | 9.54 | NA | NA | … | … | 7.91 | 3.75 | 7.25 | 3.50 | 3.10 | 1.66 | 4.45 | 3.30 | 1.12 | 5.25 | 3.91 | 2.29 | 4.14 | 3.53 | 12.53 | 3.07 | 2.15 |
| Yield(%) | 0.00 | 1.97 | 3.86 | 3.29 | 1.99 | 1.42 | 1.07 | … | … | 0.65 | 1.90 | 3.97 | 5.93 | 2.74 | 1.35 | 1.47 | 2.57 | 0.20 | 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 04/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFSX (STATE STREET INSTITUTIONAL INCOME FUND SERVICE CLASS) |
-1.40%
Nov 2012 – Nov 2015 |
-0.18%
Jul 2012 – Jul 2017 |
0.28%
Feb 2008 – Feb 2018 |
1.01%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFSX (STATE STREET INSTITUTIONAL INCOME FUND SERVICE CLASS) |
6.35%
Jul 2018 – Jul 2021 |
4.39%
Dec 2015 – Dec 2020 |
2.32%
Dec 2010 – Dec 2020 |
1.80%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart