Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSGWX (SSgA Cor Opporties ) | NA | -35.95% | -12.71% | -5.94% | -3.33% | NA | NA | 3.38% |
Data as of 01/27/2009, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSGWX (SSgA Cor Opporties ) | 06/20/1996 | 01/27/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -35.95 | -12.71 | -5.94 | -3.33 | NA | NA | 3.38 | 0.00 | -41.42 | 6.80 | 8.54 | 6.74 | 4.80 | 21.67 | -24.48 | -9.61 | -5.76 | 20.72 | 34.87 | 37.50 | 12.00 |
| Sharpe Ratio | NA | -0.88 | -0.56 | -0.36 | -0.25 | NA | NA | -0.12 | 0.00 | -1.04 | 0.23 | 0.48 | 0.44 | 0.33 | 1.24 | -0.98 | -0.54 | -0.42 | 0.97 | 1.46 | -1.02 | 1.80 |
| Standard Deviation(%) | NA | 40.86 | 26.77 | 22.15 | 22.02 | NA | NA | 20.90 | NA | 40.72 | 16.37 | 11.01 | 10.27 | 11.73 | 16.88 | 26.14 | 22.53 | 23.22 | 18.12 | 21.68 | 17.28 | 11.29 |
| Draw Down(%) | NA | 49.80 | 54.17 | 54.17 | 55.38 | NA | NA | 55.38 | 0.00 | 51.01 | 10.12 | 9.45 | 6.61 | 11.73 | 12.80 | 34.21 | 29.22 | 19.26 | 10.39 | 19.39 | 9.35 | 7.55 |
| Yield(%) | 0.00 | 0.62 | 0.53 | 0.57 | 1.40 | 3.91 | 2.93 | 4.88 | 0.00 | 0.58 | 0.43 | 0.49 | 0.48 | 0.66 | 0.36 | 0.07 | 0.00 | 5.15 | 5.40 | 13.58 | 13.22 | 4.00 |
Data as of 01/27/2009, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGWX (SSgA Cor Opporties ) |
-15.88%
Mar 2000 - Mar 2003 |
-5.36%
Aug 2000 - Aug 2005 |
-3.26%
Dec 1998 - Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSGWX (SSgA Cor Opporties ) |
32.42%
Jul 1996 - Jul 1999 |
17.89%
Jul 1996 - Jul 2001 |
8.51%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart