SSgA Enhanced Small Cap Fund

Class Inst (SESPX)
Scorecard
4 / 5 Stars
Lipper
5 5 3 5 4
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.82
Mean 1.38
Sharpe Ratio 0.98
Bear Market Decile Rank 29

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 88.04 98.22
Beta 1.29 1.02
Alpha -4.3 1.12

See Also:

Top State Street Global Advisors Funds