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Sunday, December 27, 2009, 5:28PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

SSgA Directional Core Equity (SDCQX)

On Dec 24: 9.70   0.02 (0.21%)

MORE ON SDCQX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 1 Number of Years Down: 2 Best 1 Yr Total Return (2006): 11.38% Worst 1 Yr Total Return (2008): -22.49% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SDCQX Category Alpha (against Standard Index) 1.42 1.21 Beta (against Standard Index) -7.01 -3.35 Mean Annual Return -6.05 -0.08 R-squared (against Standard Index) 8 5.48 Standard Deviation 12.27 10.53 Sharpe Ratio -0.63 N/A Treynor Ratio 1.19 N/A 5 Years Statistic SDCQX Category Alpha (against Standard Index) N/A 2.47 Beta (against Standard Index) N/A -4.10 Mean Annual Return N/A 0.20 R-squared (against Standard Index) N/A 4.85 Standard Deviation N/A 9.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic SDCQX Category Alpha (against Standard Index) N/A 2.77 Beta (against Standard Index) N/A -2.54 Mean Annual Return N/A 0.35 R-squared (against Standard Index) N/A 1.71 Standard Deviation N/A 8.34 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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