Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSSJX (SSGA DYNAMIC SMALL CAP FUND CLASS I) | NA | 46.59% | 4.77% | 9.31% | 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 |
|---|---|---|
| SSSJX (SSGA DYNAMIC SMALL CAP FUND CLASS I) | 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 | 46.59 | 4.77 | 9.31 | NA | NA | NA | … | … | 0.00 | 7.61 | 20.49 | -12.16 | 9.04 | 19.54 | 0.42 | 4.28 |
| Sharpe Ratio | NA | 1.65 | 0.14 | 0.36 | NA | NA | NA | … | … | 0.00 | 0.16 | 1.20 | -0.76 | 0.68 | 1.14 | 0.02 | 0.57 |
| Standard Deviation(%) | NA | 25.50 | 28.76 | 24.08 | NA | NA | NA | … | … | NA | 44.79 | 16.09 | 17.78 | 12.34 | 16.88 | 15.89 | 15.85 |
| Draw Down(%) | NA | 11.74 | 45.95 | 45.95 | NA | NA | NA | … | … | 0.00 | 45.95 | 10.71 | 26.54 | 5.75 | 13.86 | 10.85 | 12.19 |
| Yield(%) | 0.00 | 1.63 | 1.30 | 1.26 | 0.85 | 0.56 | 0.42 | … | … | 0.00 | 1.20 | 1.56 | 1.32 | 0.64 | 0.29 | 0.83 | 1.27 |
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 |
|---|---|---|---|---|
| SSSJX (SSGA DYNAMIC SMALL CAP FUND CLASS I) |
-6.40%
Mar 2017 – Mar 2020 |
-1.04%
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 |
|---|---|---|---|---|
| SSSJX (SSGA DYNAMIC SMALL CAP FUND CLASS I) |
14.48%
Aug 2015 – Aug 2018 |
10.63%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart