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SSgA Emerging Markets (SSEMX)
On
Dec 4
:
19.15
0.06
(0.31%)
MORE ON SSEMX
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Research Reports
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
(2007)
:
40.96%
Worst 1 Yr Total Return
(2008)
:
-56.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSEMX
Category
Alpha (against Standard Index)
12.27
12.35
Beta (against Standard Index)
1.30
1.29
Mean Annual Return
2.65
0.71
R-squared (against Standard Index)
85
87.52
Standard Deviation
33.66
33.07
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.18
N/A
5 Years
Statistic
SSEMX
Category
Alpha (against Standard Index)
9.96
9.15
Beta (against Standard Index)
1.34
1.29
Mean Annual Return
14.95
1.44
R-squared (against Standard Index)
84
85.78
Standard Deviation
29.01
27.65
Sharpe Ratio
0.53
N/A
Treynor Ratio
8.90
N/A
10 Years
Statistic
SSEMX
Category
Alpha (against Standard Index)
9.79
9.81
Beta (against Standard Index)
1.25
1.23
Mean Annual Return
10.80
1.14
R-squared (against Standard Index)
77
76.71
Standard Deviation
25.60
25.41
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.29
N/A
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