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Saturday, December 5, 2009, 2:43PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
SSgA International Stock Selection (SSAIX)On Dec 4: 9.80  Down 0.02 (0.20%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):30.54%
Worst 1 Yr Total Return (2008):-41.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSSAIXCategory
Alpha (against Standard Index)-2.52-0.52
Beta (against Standard Index)0.981.01
Mean Annual Return-7.51-0.25
R-squared (against Standard Index)9696.20
Standard Deviation23.9924.79
Sharpe Ratio-0.30N/A
Treynor Ratio-10.12N/A
5 Years
StatisticSSAIXCategory
Alpha (against Standard Index)-0.45-0.43
Beta (against Standard Index)0.991.01
Mean Annual Return4.550.55
R-squared (against Standard Index)9695.85
Standard Deviation20.0820.52
Sharpe Ratio0.18N/A
Treynor Ratio1.54N/A
10 Years
StatisticSSAIXCategory
Alpha (against Standard Index)0.35-0.03
Beta (against Standard Index)0.991.01
Mean Annual Return2.370.31
R-squared (against Standard Index)9692.22
Standard Deviation18.1019.09
Sharpe Ratio0.06N/A
Treynor Ratio-0.61N/A

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