State Street Corp
Provider: Exchange
| Annualised Return | 12.39% |
| Realised Volatility | 31.5% |
| Downside Volatility | 20.48% |
| Max Drawdown | -71.17% |
| Winning months | 56.79% |
| Sharpe Ratio | 0.39 |
| Sortino Ratio | 0.61 |
| Calmar Ratio | 0.17 |
| Viking Ratio | 0.23 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.1% | -1.71% | -1.6% | 21.57% | 1.83% | 8.97% | 9.13% | 3.92% | -8.77% | -2.25% | 34.72% | ||
| 2025 | 4.34% | -2.35% | -9.78% | -0.75% | 9.28% | 10.45% | 5.84% | 2.88% | 0.9% | 0.43% | 2.91% | 8.39% | 35.54% |
| 2024 | -4.63% | -0.19% | 5.82% | -6.25% | 4.28% | -2.1% | 15.91% | 2.51% | 1.57% | 5.8% | 6.15% | -0.37% | 30.18% |
| 2023 | 17.74% | -2.9% | -13.93% | -4.53% | -5.87% | 8.52% | -1.01% | -5.11% | -1.58% | -3.48% | 12.67% | 7.32% | 3.54% |
| 2022 | 1.61% | -9.7% | 2.73% | -23.13% | 8.24% | -14.19% | 15.23% | -3.79% | -10.11% | 21.69% | 7.66% | -1.85% | -13.75% |
| 2021 | -3.82% | 3.96% | 16.15% | -0.07% | 3.61% | -4.8% | 5.91% | 6.62% | -8.21% | 16.32% | -9.72% | 5.17% | 31.03% |
| 2020 | -4.39% | -9.94% | -20.99% | 18.34% | -3.3% | 5.14% | 0.38% | 6.74% | -12.1% | -0.72% | 19.66% | 4.01% | -4.76% |
| 2019 | 12.41% | 1.37% | -7.78% | 2.81% | -18.34% | 2.33% | 3.62% | -11.67% | 16.37% | 11.62% | 13.67% | 6.02% | 29.35% |
| 2018 | 12.87% | -3.65% | -5.64% | 0.05% | -3.68% | -2.71% | -5.13% | -1.59% | -3.07% | -17.94% | 6.21% | -12.98% | -33.97% |
| 2017 | -1.96% | 4.61% | 0.36% | 5.39% | -2.91% | 10.62% | 3.9% | -0.79% | 3.75% | -3.71% | 3.64% | 2.81% | 27.84% |
| 2016 | -16.02% | -1.7% | 7.45% | 6.46% | 1.22% | -13.92% | 22% | 6.78% | -0.33% | 0.83% | 12.23% | -0.89% | 19.81% |
| 2015 | -8.9% | 4.11% | -0.83% | 4.88% | 1.05% | -0.77% | -0.57% | -6.06% | -6.07% | 2.66% | 5.19% | -8.11% | -13.88% |
| 2014 | -8.78% | -1.91% | 6.31% | -7.17% | 1.1% | 3.51% | 4.73% | 2.26% | 2.61% | 2.51% | 1.68% | 2.69% | 8.69% |
| 2013 | 18.38% | 1.69% | 4.87% | -1.05% | 13.19% | -1.07% | 6.84% | -4.23% | -1.07% | 6.57% | 3.62% | 1.44% | 58.61% |
| 2012 | -2.8% | 7.78% | 8.32% | 1.58% | -10.84% | 8.93% | -9.54% | 3.02% | 1.45% | 6.22% | -0.29% | 6.33% | 19.2% |
| 2011 | 0.82% | -4.28% | 0.9% | 3.58% | -1.68% | -1.08% | -8.03% | -14.35% | -8.95% | 25.59% | -1.83% | 2.12% | -11.41% |
| 2010 | -1.52% | 4.73% | 0.53% | -3.63% | -12.25% | -11.37% | 15.08% | -9.87% | 7.38% | 10.89% | 3.45% | 7.29% | 6.53% |
| 2009 | -40.83% | 8.59% | 21.84% | 10.88% | 36.1% | 1.64% | 6.57% | 4.33% | 0.25% | -20.19% | -1.62% | 5.45% | 10.81% |
| 2008 | 1.13% | -4.35% | 0.86% | -8.68% | -0.17% | -10.83% | 11.96% | -5.54% | -15.61% | -23.79% | -2.86% | -5.97% | -50.72% |
| 2007 | 5.35% | -7.8% | -0.84% | 6.36% | -0.87% | 0.52% | -2% | -8.46% | 11.44% | 17.03% | 0.15% | 1.93% | 21.93% |
| 2006 | 9.05% | 3.34% | -2.97% | 8.09% | -4.93% | -6.13% | 3.39% | 2.9% | 1.29% | 2.93% | -3.21% | 8.81% | 23.23% |
| 2005 | -8.77% | -2.14% | 0.1% | 5.74% | 3.83% | 0.89% | 3.09% | -2.83% | 1.6% | 12.9% | 4.45% | -3.58% | 14.55% |
| 2004 | 3.4% | -0.22% | -2.7% | -6.39% | -0.78% | 1.61% | -12.7% | 5.44% | -5.02% | 5.48% | -1.09% | 10.62% | -4.41% |
| 2003 | 1.51% | -6.92% | -13.81% | 10.75% | 9.36% | 3.21% | 16.5% | -4.25% | 2.71% | 16.36% | -2.67% | 2.49% | 35.38% |
| 2002 | 2.93% | -5.73% | 9.45% | -7.71% | -9.1% | -3.52% | -4.92% | 1.93% | -10.54% | 7.06% | 8.77% | -13.04% | -24.52% |
| 2001 | -9.08% | -11.05% | -6.83% | 11.11% | 5.94% | -9.78% | 8.65% | -9.69% | -6.08% | 0.09% | 14.93% | 0.04% | -15.14% |
| 2000 | 9.75% | -9.12% | 33.15% | 0% | 15.1% | -4.73% | -5.36% | 17.31% | 10.64% | -4.12% | 3.42% | -3.56% | 71.06% |
| 1999 | 1.96% | 7.26% | 7.44% | 6.38% | -12.86% | 12.17% | -16.98% | -15.52% | 8.19% | 17.8% | -3.53% | -0.29% | 5.03% |
| 1998 | -3.76% | 10.38% | 10.31% | 5.05% | -3.58% | 1% | -0.09% | -25.02% | 5.04% | 14.32% | 10.02% | 2.39% | 21.47% |
| 1997 | 13.15% | 9.91% | -13.45% | 13.51% | 13.33% | 3.88% | 21.22% | -11.04% | 22.41% | -8.51% | 6.73% | -2% | 81.69% |
| 1996 | 0.83% | -0.28% | 10.9% | -0.25% | 4.51% | -1.8% | -1.47% | 7.71% | 6.36% | 10.46% | 6.71% | -4.14% | 45.59% |
| 1995 | 14.85% | -3.04% | 0.51% | -0.39% | 5.91% | 10.17% | -4.07% | 4.24% | 8.92% | -2.5% | 15.38% | 0.4% | 60.03% |
| 1994 | 1.33% | -1.97% | -3% | 6.6% | 5.7% | -4.41% | -0.65% | 4.23% | -8.37% | -8.56% | -5.62% | -8.63% | -22.35% |
| 1993 | 1.71% | 6.18% | -5.57% | -20.79% | -12.41% | 7.72% | 4.53% | -1.8% | 5.18% | 8.07% | -1.62% | -0.62% | -13.06% |
| 1992 | -6.03% | 6% | 0.73% | 9.73% | 5.32% | -3.4% | 2.1% | -1.37% | 2.73% | -1.69% | 17.93% | 2.62% | 37.84% |
| 1991 | 2.87% | 14.98% | 10.73% | 4.4% | -1.06% | -4.41% | 10.33% | 12.91% | 0.12% | 7.87% | -1.25% | 8.82% | 86.98% |
| 1990 | -12.97% | 1.43% | 6.81% | -5.65% | 11.62% | 2.95% | -4.61% | -17.1% | -10.77% | -19.3% | 43.48% | 6.23% | -11.28% |