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SSgA International Stock Selection R (SSARX)

On Dec 4: 9.74   0.02 (0.20%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 29.86% Worst 1 Yr Total Return (2008): -41.68% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSARX Category Alpha (against Standard Index) -2.92 -0.52 Beta (against Standard Index) 0.98 1.01 Mean Annual Return -7.87 -0.25 R-squared (against Standard Index) 96 96.20 Standard Deviation 23.94 24.79 Sharpe Ratio -0.32 N/A Treynor Ratio -10.50 N/A 5 Years Statistic SSARX Category Alpha (against Standard Index) -0.92 -0.43 Beta (against Standard Index) 0.99 1.01 Mean Annual Return 4.06 0.55 R-squared (against Standard Index) 96 95.85 Standard Deviation 20.04 20.52 Sharpe Ratio 0.15 N/A Treynor Ratio 1.04 N/A 10 Years Statistic SSARX Category Alpha (against Standard Index) -0.10 -0.03 Beta (against Standard Index) 0.99 1.01 Mean Annual Return 1.92 0.31 R-squared (against Standard Index) 96 92.22 Standard Deviation 18.08 19.09 Sharpe Ratio 0.04 N/A Treynor Ratio -1.07 N/A
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