SSgA Enhanced Small Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.77
Mean 1.35
Sharpe Ratio 0.96
Bear Market Decile Rank 29

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 89.16 98.68
Beta 1.27 0.99
Alpha -1.84 1.4

See Also:

Top State Street Global Advisors Funds