Nasdaq - Delayed Quote USD

State Street Small/Mid Cap Equity Index (SSMHX)

311.55
-0.63
(-0.20%)
At close: 8:02:14 PM EDT

Fund Summary

The portfolio uses a passive management strategy designed to track the performance of the index. The index is a float-adjusted, market capitalization index which measures the performance of the Russell 3000® Index companies excluding S&P 500® constituents. Under normal market conditions, it invests at least 80% of its net assets (plus borrowings, if any) in stocks in the index.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 32.46%
Worst 1Y Total Return --
Number of Years Up 7
Number of Years Down 2

Performance & Risk

YTD Return -0.75%
5y Average Return 13.73%
Rank in Category (ytd) 84
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.19
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
SSMHXCategory AverageSSMHXCategory AverageSSMHXCategory Average
Alpha -5.4 -0.06 -4.26 -0.05 -- -0.04
BETA 1.19 0.01 1.17 0.01 -- 0.01
Mean Annual Return 0.75 0.01 1.15 0.01 -- 0.01
R-squared 79.61 0.88 77.9 0.85 -- 0.84
Standard Deviation 21.86 0.23 21.38 0.19 -- 0.17
Sharpe Ratio 0.2 0.01 0.51 0.01 -- 0.01
Treynor Ratio 1.89 0.11 8.03 0.11 -- 0.1

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