Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STT-PD (State Street Corporation) | NA | 11.38% | 1.73% | 4.42% | 5.60% | NA | NA | … | … |
Data as of 03/14/2024, Common starting date is 02/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STT-PD (State Street Corporation) | 02/28/2014 | 03/14/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.38 | 1.73 | 4.42 | 5.60 | NA | NA | … | … | 1.28 | 10.17 | -6.39 | 1.63 | 8.97 | 18.52 | -5.74 | 11.89 | -1.31 | 13.14 | 6.37 |
| Sharpe Ratio | NA | 0.75 | 0.00 | 0.19 | 0.37 | NA | NA | … | … | 2.17 | 0.54 | -0.65 | 0.20 | 0.30 | 2.04 | -0.97 | 1.54 | -0.15 | 1.95 | 1.32 |
| Standard Deviation(%) | NA | 10.15 | 9.93 | 15.47 | 12.25 | NA | NA | … | … | 1.29 | 11.07 | 11.96 | 8.19 | 28.55 | 8.39 | 7.31 | 7.36 | 10.14 | 6.74 | 5.76 |
| Draw Down(%) | NA | 8.25 | 15.58 | 32.62 | 32.62 | NA | NA | … | … | 0.16 | 11.04 | 13.17 | 5.62 | 32.62 | 3.01 | 10.39 | 4.40 | 13.11 | 5.65 | 3.26 |
| Yield(%) | 0.00 | 6.20 | 5.23 | 5.53 | 5.86 | 3.89 | 2.92 | … | … | 1.47 | 6.10 | 5.42 | 5.23 | 5.34 | 5.90 | 5.48 | 5.71 | 5.31 | 5.69 | 4.53 |
Data as of 03/14/2024, Common starting date is 02/28/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STT-PD (State Street Corporation) |
1.21%
Dec 2019 – Dec 2022 |
2.37%
Mar 2018 – Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STT-PD (State Street Corporation) |
9.49%
Dec 2018 – Dec 2021 |
7.13%
Sep 2014 – Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart