Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SVSCX (SSGA DYNAMIC SMALL CAP FUND CLASS N) | NA | 46.33% | 4.53% | 9.10% | 9.93% | 5.23% | 7.15% | 8.21% |
Data as of 04/12/2021, AR inception is 09/01/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SVSCX (SSGA DYNAMIC SMALL CAP FUND CLASS N) | 09/01/1992 | 04/12/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 46.33 | 4.53 | 9.10 | 9.93 | 5.23 | 7.15 | 8.21 | 0.00 | 7.34 | 21.77 | -11.01 | 8.81 | 19.52 | 0.36 | 2.75 | 44.65 | 20.35 | 4.53 | 25.76 | 11.04 | -37.72 | -13.75 | 10.84 | 5.70 | 19.95 | 42.89 | -15.02 | -0.92 | 4.50 | 3.58 | -7.54 | 23.54 | 28.79 | 39.97 | -6.33 | 7.44 | 12.87 |
| Sharpe Ratio | NA | 1.64 | 0.13 | 0.34 | 0.42 | NA | NA | 0.29 | 0.00 | 0.16 | 1.27 | -0.71 | 0.66 | 1.14 | 0.02 | 0.17 | 2.85 | 1.15 | 0.13 | 0.99 | 0.32 | -0.88 | -0.77 | 0.44 | 0.21 | 1.09 | 2.31 | -0.65 | -0.15 | 0.01 | 0.01 | -0.47 | 1.27 | 1.61 | 3.31 | -0.76 | 0.49 | 4.76 |
| Standard Deviation(%) | NA | 25.52 | 28.76 | 24.10 | 22.73 | NA | NA | 22.37 | NA | 44.80 | 15.99 | 17.49 | 12.48 | 16.93 | 15.87 | 15.84 | 15.64 | 17.79 | 34.74 | 25.93 | 34.47 | 43.70 | 22.14 | 16.91 | 16.23 | 17.37 | 18.22 | 24.70 | 22.29 | 28.73 | 14.71 | 23.46 | 15.62 | 15.46 | 10.88 | 12.36 | 10.73 | 8.73 |
| Draw Down(%) | NA | 11.75 | 45.99 | 45.99 | 45.99 | NA | NA | 67.72 | 0.00 | 45.99 | 10.76 | 25.46 | 5.76 | 13.87 | 10.87 | 13.07 | 5.62 | 14.54 | 28.31 | 20.20 | 34.72 | 51.01 | 23.18 | 16.06 | 11.68 | 12.71 | 13.40 | 31.49 | 25.62 | 16.39 | 19.27 | 44.35 | 12.67 | 12.11 | 6.65 | 14.65 | 8.41 | 4.90 |
| Yield(%) | 0.00 | 1.31 | 1.03 | 1.01 | 1.25 | 1.56 | 2.65 | 4.81 | 0.00 | 0.96 | 1.26 | 1.02 | 0.54 | 0.24 | 0.68 | 0.79 | 0.66 | 1.17 | 0.00 | 0.00 | 0.00 | 0.00 | 10.03 | 5.17 | 4.33 | 5.13 | 0.21 | 0.10 | 0.12 | 0.02 | 0.06 | 0.11 | 9.04 | 8.26 | 0.55 | 1.96 | 2.01 | 1.04 |
Data as of 04/12/2021, AR inception is 09/01/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVSCX (SSGA DYNAMIC SMALL CAP FUND CLASS N) |
-25.55%
Feb 2006 - Feb 2009 |
-11.62%
Feb 2004 - Feb 2009 |
-1.68%
Feb 1999 - Feb 2009 |
2.28%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SVSCX (SSGA DYNAMIC SMALL CAP FUND CLASS N) |
31.42%
Nov 1994 - Nov 1997 |
27.66%
Feb 2009 - Feb 2014 |
16.71%
Feb 2009 - Feb 2019 |
9.78%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart