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SSgA Small Cap R (SSCRX)

On Jan 5: 16.74   0.08 (0.48%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 2 Number of Years Down: 2 Best 1 Yr Total Return (2006): 10.90% Worst 1 Yr Total Return (2008): -37.55% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSCRX Category Alpha (against Standard Index) -10.97 -0.48 Beta (against Standard Index) 1.16 1.16 Mean Annual Return -17.44 -0.45 R-squared (against Standard Index) 86 86.39 Standard Deviation 24.67 24.75 Sharpe Ratio -0.74 N/A Treynor Ratio -17.04 N/A 5 Years Statistic SSCRX Category Alpha (against Standard Index) -7.42 0.00 Beta (against Standard Index) 1.21 1.17 Mean Annual Return -7.62 0.16 R-squared (against Standard Index) 83 83.41 Standard Deviation 21.21 20.64 Sharpe Ratio -0.40 N/A Treynor Ratio -8.79 N/A 10 Years Statistic SSCRX Category Alpha (against Standard Index) 1.86 7.16 Beta (against Standard Index) 1.05 1.00 Mean Annual Return 0.43 0.66 R-squared (against Standard Index) 70 64.42 Standard Deviation 20.28 20.26 Sharpe Ratio -0.02 N/A Treynor Ratio -2.39 N/A
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