State Street Global Screened Managed Volatility Equity Fund P/ LU0450104905 /
| NAV6/18/2025 | Chg.-0.0114 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 22.5185USD | -0.05% | reinvestment | Equity Worldwide | SSGA Europe ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | - | - | - | - | - | -0.20 | 3.05 | -3.83 | 2.64 | 4.57 | 0.13 | 0.18 | - |
| 2014 | -0.80 | 4.00 | 1.54 | 1.73 | 2.17 | 1.52 | -1.97 | 2.35 | -2.38 | 3.67 | 2.06 | -0.14 | +14.37% |
| 2015 | 1.80 | 1.53 | -0.78 | 0.77 | -0.61 | -2.66 | 3.85 | -4.08 | -0.36 | 5.21 | -0.92 | 0.47 | +3.94% |
| 2016 | -1.31 | 1.53 | 5.83 | -0.56 | 0.61 | 4.21 | 1.61 | -3.02 | 0.23 | -2.90 | -3.38 | 1.82 | +4.29% |
| 2017 | 2.15 | 3.82 | 0.27 | 1.41 | 3.39 | -0.59 | 1.12 | 0.25 | -0.47 | 0.87 | 3.37 | 0.29 | +16.93% |
| 2018 | 2.28 | -4.17 | 0.33 | 0.00 | -0.29 | 0.81 | 2.49 | 0.78 | 0.30 | -3.50 | 3.25 | -5.77 | -3.85% |
| 2019 | 4.87 | 2.57 | 2.02 | 1.06 | -0.69 | 3.49 | 0.60 | 1.80 | 1.77 | -0.51 | -0.43 | 1.78 | +19.76% |
| 2020 | 2.29 | -8.43 | -11.00 | 5.91 | 2.81 | -0.88 | 4.81 | 1.13 | -0.86 | -3.22 | 5.64 | 1.88 | -1.53% |
| 2021 | -1.47 | -3.02 | 5.02 | 2.19 | 1.69 | 0.76 | 2.44 | 1.62 | -4.30 | 2.74 | -2.30 | 6.64 | +12.07% |
| 2022 | -3.38 | -1.39 | 3.83 | -2.00 | 0.91 | -4.55 | 2.69 | -2.60 | -7.36 | 6.02 | 5.97 | -1.34 | -4.08% |
| 2023 | 0.98 | -3.84 | 3.30 | 2.93 | -5.20 | 2.66 | 0.85 | -2.60 | -3.08 | -1.38 | 4.39 | 3.12 | +1.55% |
| 2024 | 0.76 | 0.23 | 2.02 | -2.74 | 1.99 | 0.11 | 4.53 | 4.93 | 0.50 | -2.57 | 3.16 | -5.06 | +7.63% |
| 2025 | 2.57 | 4.48 | 2.01 | 0.63 | 0.28 | -0.74 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 12.19% | 12.04% | 9.87% | 9.58% | 9.57% |
| Sharpe ratio | 1.61 | 1.47 | 1.34 | 0.65 | 0.50 |
| Best month | +4.48% | +4.48% | +4.93% | +6.02% | +6.64% |
| Worst month | -5.06% | -5.06% | -5.06% | -7.36% | -7.36% |
| Maximum loss | -7.24% | -7.24% | -7.24% | -12.30% | -15.40% |
| Outperformance | +6.11% | - | - | - | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| State Street Global Screened Man... | reinvestment | 21.4213 | +8.18% | +18.48% | |
| State Street Global Screened Man... | reinvestment | 29.2057 | +16.33% | +30.42% | |
| State Street Global Screened Man... | reinvestment | 34.1439 | +15.93% | +29.08% | |
| State Street Global Screened Man... | reinvestment | 18.9020 | +15.77% | +28.54% | |
| State Street Global Screened Man... | reinvestment | 22.5185 | +15.25% | +26.88% |
Performance
| YTD | +9.50% | ||
|---|---|---|---|
| 6 Months | +9.41% | ||
| 1 Year | +15.25% | ||
| 3 Years | +26.88% | ||
| 5 Years | +39.24% | ||
| 10 Years | +81.18% | ||
| Since start | +125.19% | ||
| Year | |||
| 2024 | +7.63% | ||
| 2023 | +1.55% | ||
| 2022 | -4.08% | ||
| 2021 | +12.07% | ||
| 2020 | -1.53% | ||
| 2019 | +19.76% | ||
| 2018 | -3.85% | ||
| 2017 | +16.93% | ||
| 2016 | +4.29% | ||
