State Street Global ESG Screened Managed Volatility Equity Fund I/ LU0450104814 /
| NAV5/14/2025 | Chg.-0.1905 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 33.2099USD | -0.57% | reinvestment | Equity Worldwide | SSGA Europe ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | - | - | 1.66 | -2.98 | 0.28 | -2.86 | -3.34 | 1.86 | - |
| 2017 | 2.20 | 3.86 | 0.32 | 1.46 | 3.44 | -0.54 | 1.16 | 0.29 | -0.43 | 0.96 | 3.42 | 0.44 | +17.75% |
| 2018 | 2.23 | -4.13 | 0.38 | 0.07 | -0.24 | 0.86 | 2.55 | 0.83 | 0.34 | -3.46 | 3.30 | -5.72 | -3.35% |
| 2019 | 4.92 | 2.61 | 2.07 | 1.11 | -0.64 | 3.54 | 0.65 | 1.85 | 1.82 | -0.46 | -0.38 | 1.83 | +20.46% |
| 2020 | 2.34 | -8.39 | -10.96 | 5.96 | 2.86 | -0.83 | 4.87 | 1.18 | -0.81 | -3.17 | 5.69 | 1.93 | -0.95% |
| 2021 | -1.42 | -2.97 | 5.07 | 2.24 | 1.74 | 0.81 | 2.49 | 1.67 | -4.25 | 2.79 | -2.25 | 6.70 | +12.73% |
| 2022 | -3.33 | -1.34 | 3.89 | -1.95 | 0.95 | -4.55 | 2.75 | -2.55 | -7.32 | 6.07 | 6.03 | -1.29 | -3.57% |
| 2023 | 1.04 | -3.80 | 3.35 | 2.97 | -5.15 | 2.71 | 0.90 | -2.55 | -3.04 | -1.33 | 4.44 | 3.17 | +2.17% |
| 2024 | 0.81 | 0.28 | 2.06 | -2.69 | 2.05 | 0.16 | 4.59 | 4.99 | 0.55 | -2.52 | 3.20 | -5.01 | +8.26% |
| 2025 | 2.62 | 4.53 | 2.06 | 0.68 | -3.10 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 12.83% | 11.77% | 9.78% | 9.93% | 9.72% |
| Sharpe ratio | 1.36 | 0.52 | 1.04 | 0.35 | 0.60 |
| Best month | +4.53% | +4.53% | +4.99% | +6.07% | +6.70% |
| Worst month | -5.01% | -5.01% | -5.01% | -7.32% | -7.32% |
| Maximum loss | -7.24% | -7.24% | -7.24% | -12.22% | -15.19% |
| Outperformance | -5.56% | - | -15.80% | -22.42% | -31.34% |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| State Street Global ESG Screened... | reinvestment | 21.3834 | +8.42% | +9.19% | |
| State Street Global ESG Screened... | reinvestment | 28.3973 | +12.71% | +18.92% | |
| State Street Global ESG Screened... | reinvestment | 33.2099 | +12.31% | +17.70% | |
| State Street Global ESG Screened... | reinvestment | 18.3874 | +12.16% | +17.21% | |
| State Street Global ESG Screened... | reinvestment | 21.9149 | +11.65% | +15.70% |
Performance
| YTD | +6.80% | ||
|---|---|---|---|
| 6 Months | +4.01% | ||
| 1 Year | +12.31% | ||
| 3 Years | +17.70% | ||
| 5 Years | +46.66% | ||
| 10 Years | - | ||
| Since start | +68.90% | ||
| Year | |||
| 2024 | +8.26% | ||
| 2023 | +2.17% | ||
| 2022 | -3.57% | ||
| 2021 | +12.73% | ||
| 2020 | -0.95% | ||
| 2019 | +20.46% | ||
| 2018 | -3.35% | ||
| 2017 | +17.75% | ||
