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SSGA Funds - State Street Dynamic Small Cap Fund (SSSKX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★★★
Number of years up4
Number of years down1
Best 1-yr total return (3 Feb 2019)22.06%
Worst 1-yr total return (3 Feb 2019)-10.77%
Risk statistics
3 years
SSSKXCategory average5 years
SSSKXCategory average10 years
SSSKXCategory averageAlpha
-10.36-0.09
-8.23-0.06
-4.74-0.06
BETA
1.220.01
1.240.01
1.220.01
Mean annual return
0.550.01
0.770.01
1.050.01
R-squared
84.970.83
81.580.77
79.130.78
Standard deviation
24.880.26
20.920.21
18.730.19
Sharpe ratio
0.20
0.380.01
0.640.01
Treynor ratio
1.580.08
4.860.1
8.760.09
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