State Street Global ESG Screened Managed Volatility Equity Fund I/ LU0450104814 /
| NAV6/13/2024 | Chg.-0.0242 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 29.3255USD | -0.08% | reinvestment | Equity Worldwide | State Street Gl. Ad. ▶ |
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 | -0.34 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 7.01% | 7.36% | 7.75% | 9.66% | 13.17% |
| Sharpe ratio | 0.15 | 0.17 | 0.07 | -0.16 | -0.02 |
| Best month | +3.17% | +3.17% | +4.44% | +6.70% | +6.70% |
| Worst month | -2.69% | -2.69% | -3.04% | -7.32% | -10.96% |
| Maximum loss | -4.91% | -4.91% | -8.58% | -15.19% | -31.01% |
| 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 | 19.6569 | +4.54% | +19.96% | |
| State Street Global ESG Screened... | reinvestment | 24.9949 | +4.61% | +7.68% | |
| State Street Global ESG Screened... | reinvestment | 29.3255 | +4.24% | +6.58% | |
| State Street Global ESG Screened... | reinvestment | 16.2572 | +4.11% | +6.13% | |
| State Street Global ESG Screened... | reinvestment | 19.4559 | +3.62% | +4.76% |
Performance
| YTD | +2.10% | ||
|---|---|---|---|
| 6 Months | +2.44% | ||
| 1 Year | +4.24% | ||
| 3 Years | +6.58% | ||
| 5 Years | +18.53% | ||
| 10 Years | - | ||
| Since start | +49.14% | ||
| Year | |||
| 2023 | +2.17% | ||
| 2022 | -3.57% | ||
| 2021 | +12.73% | ||
| 2020 | -0.95% | ||
| 2019 | +20.46% | ||
| 2018 | -3.35% | ||
| 2017 | +17.75% | ||
