Nasdaq - Delayed Quote
USD
State Street S&P 500 Index N (SVSPX)
308.10
-1.57
(-0.51%)
At close: 8:07:19 PM EST
Fund Summary
The adviser uses n index tracking management strategy designed to track the performance of the S&P 500® Index (“S&P 500” or “Index”). The index is a well-known stock market index that includes common stocks of 500 companies from a number of sectors and that measures the performance of the large-cap sector of the U.S. equities market. It is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 32.14% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 27 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 11.62% |
| 5y Average Return | 11.89% |
| Rank in Category (ytd) | 35 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.96 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
SVSPX | Category Average | SVSPX | Category Average | SVSPX | Category Average |
|
Alpha
|
0.84 | -0.01 | 1.09 | -0.01 | 0.77 | -0.01 |
|
BETA
|
0.96 | 0.01 | 0.98 | 0.01 | 0.97 | 0.01 |
|
Mean Annual Return
|
1.78 | 0.01 | 1.17 | 0.01 | 1.28 | 0.01 |
|
R-squared
|
99.13 | 0.94 | 99.3 | 0.95 | 99.24 | 0.95 |
|
Standard Deviation
|
12.43 | 0.17 | 15.65 | 0.19 | 15.35 | 0.15 |
|
Sharpe Ratio
|
1.36 | 0 | 0.65 | 0.01 | 0.84 | 0.01 |
|
Treynor Ratio
|
18.74 | 0.03 | 9.83 | 0.1 | 13.08 | 0.1 |
