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Saturday, December 5, 2009, 5:01PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

SSgA IAM Shares (SIAMX)

On Dec 4: 8.53   0.05 (0.59%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 16.33% Worst 1 Yr Total Return (2008): -36.60% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SIAMX Category Alpha (against Standard Index) 0.44 0.38 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -6.81 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.96 20.09 Sharpe Ratio -0.37 N/A Treynor Ratio -9.06 N/A 5 Years Statistic SIAMX Category Alpha (against Standard Index) 0.12 0.26 Beta (against Standard Index) 1.02 1.01 Mean Annual Return 0.39 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 16.24 16.47 Sharpe Ratio -0.08 N/A Treynor Ratio -2.59 N/A 10 Years Statistic SIAMX Category Alpha (against Standard Index) -0.09 0.84 Beta (against Standard Index) 1.01 0.97 Mean Annual Return -1.11 0.11 R-squared (against Standard Index) 98 91.16 Standard Deviation 16.43 16.35 Sharpe Ratio -0.16 N/A Treynor Ratio -4.04 N/A
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