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Tuesday, December 8, 2009, 9:20PM ET - U.S. Markets Closed. Dow  1.00% Nasdaq  0.76%

SSgA Small Cap (SVSCX)

On Dec 8: 15.87   0.16 (1.00%)

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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: 2 Best 1 Yr Total Return (2004): 20.01% Worst 1 Yr Total Return (2008): -37.72% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SVSCX Category Alpha (against Standard Index) -9.56 1.01 Beta (against Standard Index) 1.17 1.19 Mean Annual Return -17.69 -0.48 R-squared (against Standard Index) 87 87.23 Standard Deviation 24.58 24.84 Sharpe Ratio -0.76 N/A Treynor Ratio -17.13 N/A 5 Years Statistic SVSCX Category Alpha (against Standard Index) -5.60 1.42 Beta (against Standard Index) 1.24 1.21 Mean Annual Return -6.48 0.23 R-squared (against Standard Index) 83 84.16 Standard Deviation 21.57 21.07 Sharpe Ratio -0.34 N/A Treynor Ratio -7.67 N/A 10 Years Statistic SVSCX Category Alpha (against Standard Index) 2.59 7.80 Beta (against Standard Index) 1.05 1.01 Mean Annual Return 0.72 0.68 R-squared (against Standard Index) 70 64.84 Standard Deviation 20.29 20.31 Sharpe Ratio -0.01 N/A Treynor Ratio -2.14 N/A
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