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Sunday, December 27, 2009, 3:32AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

SSgA Disciplined Equity (SSMTX)

On Dec 24: 8.46   0.04 (0.48%)

MORE ON SSMTX

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Risk  As of 30-Nov-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): 16.53% Worst 1 Yr Total Return (2008): -39.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSMTX Category Alpha (against Standard Index) -2.24 0.06 Beta (against Standard Index) 1.01 1.00 Mean Annual Return -8.00 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 20.16 20.42 Sharpe Ratio -0.42 N/A Treynor Ratio -10.18 N/A 5 Years Statistic SSMTX Category Alpha (against Standard Index) -1.28 0.04 Beta (against Standard Index) 1.01 1.01 Mean Annual Return -0.65 0.17 R-squared (against Standard Index) 98 95.19 Standard Deviation 16.38 16.64 Sharpe Ratio -0.14 N/A Treynor Ratio -3.59 N/A 10 Years Statistic SSMTX Category Alpha (against Standard Index) -1.07 0.81 Beta (against Standard Index) 1.00 0.96 Mean Annual Return -1.65 0.14 R-squared (against Standard Index) 98 91.13 Standard Deviation 16.36 16.39 Sharpe Ratio -0.20 N/A Treynor Ratio -4.58 N/A
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