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SSgA Emerging Markets Select (SEMSX)
On
Dec 2
:
19.14
0.12
(0.63%)
MORE ON SEMSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
41.20%
Worst 1 Yr Total Return
(2008)
:
-56.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SEMSX
Category
Alpha (against Standard Index)
12.50
12.35
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
2.88
0.71
R-squared (against Standard Index)
85
87.52
Standard Deviation
33.67
33.07
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.36
N/A
5 Years
Statistic
SEMSX
Category
Alpha (against Standard Index)
10.12
9.15
Beta (against Standard Index)
1.34
1.29
Mean Annual Return
15.13
1.44
R-squared (against Standard Index)
84
85.78
Standard Deviation
29.02
27.65
Sharpe Ratio
0.54
N/A
Treynor Ratio
9.04
N/A
10 Years
Statistic
SEMSX
Category
Alpha (against Standard Index)
9.87
9.81
Beta (against Standard Index)
1.25
1.23
Mean Annual Return
10.89
1.14
R-squared (against Standard Index)
77
76.71
Standard Deviation
25.61
25.41
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.36
N/A
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