Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSHAX (STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO) | NA | 25.24% | 1.21% | 4.25% | NA | NA | NA | … | … |
Data as of 05/18/2021, Common starting date is 02/24/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSHAX (STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO) | 02/24/2016 | 05/18/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.24 | 1.21 | 4.25 | NA | NA | NA | … | … | 9.11 | 1.12 | 27.11 | -20.77 | 16.87 | 6.06 |
| Sharpe Ratio | NA | 2.25 | 0.02 | 0.20 | NA | NA | NA | … | … | 3.02 | 0.03 | 1.36 | -0.95 | 2.42 | 0.65 |
| Standard Deviation(%) | NA | 11.17 | 20.95 | 17.35 | NA | NA | NA | … | … | 8.70 | 27.20 | 18.88 | 23.36 | 6.75 | 10.50 |
| Draw Down(%) | NA | 6.75 | 36.84 | 37.18 | NA | NA | NA | … | … | 4.04 | 30.99 | 7.66 | 30.12 | 4.31 | 6.02 |
| Yield(%) | 0.00 | 3.23 | 3.17 | 2.26 | 1.18 | 0.79 | 0.59 | … | … | 0.00 | 2.84 | 9.08 | 0.00 | 0.00 | 0.00 |
Data as of 05/18/2021, Common starting date is 02/24/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSHAX (STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO) |
-5.91%
Mar 2017 – Mar 2020 |
2.90%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSHAX (STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO STATE STREET DISCIPLINED GLOBAL EQUITY PORTFOLIO) |
3.17%
Dec 2016 – Dec 2019 |
3.45%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart