Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/05/2012.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSLIX (SSgA Life Solutions Income and Gr Instl ) | NA | 3.56% | 8.81% | 1.09% | 3.90% | NA | NA | 4.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSLIX (SSgA Life Solutions Income and Gr Instl ) | 08/19/1997 | 06/05/2012 |
The return data shown below all have the same latest date: 06/05/2012.
AR inception is since 08/19/1997.
AR inception is since 08/19/1997.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.56 | 8.81 | 1.09 | 3.90 | NA | NA | 4.25 | 2.34 | 4.63 | 8.81 | 13.15 | -12.93 | -4.81 | 8.21 | 3.04 | 6.86 | 17.26 | -1.82 | -3.50 | 1.85 | 7.39 | 11.07 | 1.91 |
| Sharpe Ratio | NA | 0.32 | 1.10 | 0.05 | 0.29 | NA | NA | 0.25 | 0.87 | 0.51 | 1.09 | 1.23 | -0.75 | -1.17 | 0.97 | 0.17 | 1.06 | 2.48 | -0.32 | -0.67 | -0.29 | 0.57 | 1.12 | 0.12 |
| Standard Deviation(%) | NA | 9.30 | 7.98 | 11.44 | 9.25 | NA | NA | 8.97 | 6.40 | 9.06 | 7.97 | 10.59 | 18.50 | 6.75 | 5.07 | 5.00 | 5.57 | 6.67 | 8.98 | 8.78 | 7.63 | 7.33 | 6.92 | 15.24 |
| Draw Down(%) | NA | 6.81 | 6.81 | 29.83 | 29.88 | NA | NA | 29.88 | 3.36 | 6.81 | 6.28 | 13.54 | 22.00 | 9.36 | 3.81 | 3.87 | 5.73 | 5.62 | 10.95 | 13.30 | 5.26 | 4.22 | 8.12 | 6.07 |
| Yield(%) | 0.00 | 3.51 | 4.56 | 3.62 | 3.60 | 4.50 | 3.38 | 4.82 | 0.00 | 3.61 | 6.13 | 3.10 | 5.27 | 3.41 | 3.64 | 1.52 | 2.77 | 2.54 | 2.79 | 4.08 | 12.60 | 8.82 | 8.76 | 5.53 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSLIX (SSgA Life Solutions Income and Gr Instl ) |
-6.67%
Feb 2006 - Feb 2009 |
-2.34%
Feb 2004 - Feb 2009 |
1.18%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSLIX (SSgA Life Solutions Income and Gr Instl ) |
13.56%
Feb 2009 - Feb 2012 |
8.03%
Sep 2002 - Sep 2007 |
5.06%
Sep 1997 - Sep 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart