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Wednesday, December 2, 2009, 5:52PM ET - U.S. Markets Closed. Dow Down 0.18% Nasdaq Up 0.42%
SSgA Emerging Markets Select (SEMSX)On Dec 2: 19.14  Up 0.12 (0.63%)  
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Risk  As of 31-Oct-09Get 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
StatisticSEMSXCategory
Alpha (against Standard Index)12.5012.35
Beta (against Standard Index)1.301.29
Mean Annual Return2.880.71
R-squared (against Standard Index)8587.52
Standard Deviation33.6733.07
Sharpe Ratio0.19N/A
Treynor Ratio0.36N/A
5 Years
StatisticSEMSXCategory
Alpha (against Standard Index)10.129.15
Beta (against Standard Index)1.341.29
Mean Annual Return15.131.44
R-squared (against Standard Index)8485.78
Standard Deviation29.0227.65
Sharpe Ratio0.54N/A
Treynor Ratio9.04N/A
10 Years
StatisticSEMSXCategory
Alpha (against Standard Index)9.879.81
Beta (against Standard Index)1.251.23
Mean Annual Return10.891.14
R-squared (against Standard Index)7776.71
Standard Deviation25.6125.41
Sharpe Ratio0.42N/A
Treynor Ratio6.36N/A

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