Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSSDX (SSGA DYNAMIC SMALL CAP FUND CLASS A) | NA | 46.22% | 4.43% | 8.99% | NA | NA | NA | … | … |
Data as of 04/12/2021, Common starting date is 07/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSSDX (SSGA DYNAMIC SMALL CAP FUND CLASS A) | 07/10/2014 | 04/12/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 46.22 | 4.43 | 8.99 | NA | NA | NA | … | … | 0.00 | 7.21 | 20.40 | -12.12 | 8.75 | 19.25 | 0.17 | 3.97 |
| Sharpe Ratio | NA | 1.64 | 0.12 | 0.34 | NA | NA | NA | … | … | 0.00 | 0.16 | 1.19 | -0.76 | 0.66 | 1.12 | 0.01 | 0.53 |
| Standard Deviation(%) | NA | 25.49 | 28.76 | 24.08 | NA | NA | NA | … | … | NA | 44.80 | 16.08 | 17.69 | 12.35 | 16.88 | 15.87 | 15.83 |
| Draw Down(%) | NA | 11.75 | 45.99 | 45.99 | NA | NA | NA | … | … | 0.00 | 45.99 | 10.77 | 26.36 | 5.79 | 13.88 | 10.89 | 12.19 |
| Yield(%) | 0.00 | 0.62 | 0.85 | 0.86 | 0.60 | 0.40 | 0.30 | … | … | 0.00 | 0.45 | 1.25 | 1.01 | 0.55 | 0.23 | 0.77 | 0.91 |
Data as of 04/12/2021, Common starting date is 07/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSSDX (SSGA DYNAMIC SMALL CAP FUND CLASS A) |
-6.70%
Mar 2017 – Mar 2020 |
-1.32%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSSDX (SSGA DYNAMIC SMALL CAP FUND CLASS A) |
14.21%
Aug 2015 – Aug 2018 |
10.30%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart