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Thursday, December 24, 2009, 9:56AM ET - U.S. Markets close early today in 3 hours and 4 minutes for Christmas Eve. Dow  0.26% Nasdaq  0.38%

SSgA Enhanced Small Cap (SESPX)

On Dec 23: 8.17   0.09 (1.11%)

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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): 18.38% Worst 1 Yr Total Return (2008): -37.17% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SESPX Category Alpha (against Standard Index) -5.72 -0.48 Beta (against Standard Index) 1.16 1.16 Mean Annual Return -12.84 -0.45 R-squared (against Standard Index) 88 86.39 Standard Deviation 24.46 24.75 Sharpe Ratio -0.53 N/A Treynor Ratio -13.08 N/A 5 Years Statistic SESPX Category Alpha (against Standard Index) N/A 0.00 Beta (against Standard Index) N/A 1.17 Mean Annual Return N/A 0.16 R-squared (against Standard Index) N/A 83.41 Standard Deviation N/A 20.64 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic SESPX Category Alpha (against Standard Index) N/A 7.16 Beta (against Standard Index) N/A 1.00 Mean Annual Return N/A 0.66 R-squared (against Standard Index) N/A 64.42 Standard Deviation N/A 20.26 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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