Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/19/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| SSMKX (State Street Small/Mid Cap Equity Index) | nan% | -0.76% | 9.23% | 6.87% | 8.83% | NA | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSMKX (State Street Small/Mid Cap Equity Index) | 08/11/2015 | 05/19/2025 |
The return data shown below all have the same latest date: 05/19/2025.
AR inception is since 08/11/2015.
AR inception is since 08/11/2015.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.38 | 9.23 | 6.87 | 8.83 | NA | NA | NA | nan | -0.76 | 17.20 | 24.09 | -35.42 | 6.00 | 31.37 | -172.61 | -9.01 | 21.02 | 16.20 | -6.38 |
| Sharpe Ratio | NA | 0.15 | 0.10 | 0.29 | NA | NA | NA | NA | -0.14 | 0.59 | 1.06 | -1.09 | 0.30 | 0.77 | NA | -0.60 | 2.03 | 0.95 | -0.80 |
| Standard Deviation(%) | NA | 24.35 | 24.75 | 24.34 | NA | NA | NA | NA | 31.61 | 18.02 | 18.87 | 33.94 | 20.23 | 40.24 | NA | 17.28 | 10.07 | 16.83 | 19.30 |
| Draw Down(%) | NA | 3.90 | 8.77 | 0.00 | NA | NA | NA | 193.80 | 5.32 | 2.41 | 0.63 | 8.77 | 1.42 | 10.44 | 159.36 | 24.44 | 4.77 | 16.02 | 11.66 |
| Yield(%) | 0.00 | 2.28 | 1.87 | 2.70 | 3.71 | 2.48 | 1.86 | 4.13 | 0.00 | 2.46 | 2.05 | 1.10 | 3.77 | 17.51 | 6.96 | 3.20 | 8.78 | 1.51 | 0.63 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSMKX (State Street Small/Mid Cap Equity Index) |
-58.77%
Nov 2016 - Nov 2019 |
5.52%
Dec 2019 - Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSMKX (State Street Small/Mid Cap Equity Index) |
17.80%
Feb 2016 - Feb 2019 |
10.68%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart