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SSgA Tuckerman Active REIT (SSREX)

On Dec 4: 8.47   0.24 (2.92%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 37.40% Worst 1 Yr Total Return (2008): -41.67% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SSREX Category Alpha (against Standard Index) -2.57 0.21 Beta (against Standard Index) 1.61 1.63 Mean Annual Return -18.43 -0.83 R-squared (against Standard Index) 68 67.53 Standard Deviation 38.11 38.84 Sharpe Ratio -0.39 N/A Treynor Ratio -12.94 N/A 5 Years Statistic SSREX Category Alpha (against Standard Index) 2.50 2.84 Beta (against Standard Index) 1.60 1.61 Mean Annual Return -1.86 0.30 R-squared (against Standard Index) 66 66.12 Standard Deviation 31.31 31.52 Sharpe Ratio 0.01 N/A Treynor Ratio -3.05 N/A 10 Years Statistic SSREX Category Alpha (against Standard Index) 11.22 10.64 Beta (against Standard Index) 0.87 0.89 Mean Annual Return 9.14 0.94 R-squared (against Standard Index) 33 35.37 Standard Deviation 24.32 24.16 Sharpe Ratio 0.37 N/A Treynor Ratio 7.14 N/A
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