STATE STREET REAL ASSET NON-LENDING SERIES FUND CLASS C

March 2024 · 3 minute read
Alpha 1 Year-11.44 Alpha 10 Years-1.06 Alpha 3 Years6.22 Alpha 5 Years1.66 Average Gain 1 Year2.60 Average Gain 10 Years2.43 Average Gain 3 Years2.87 Average Gain 5 Years3.06 Average Loss 1 Year-3.34 Average Loss 10 Years-2.59 Average Loss 3 Years-3.66 Average Loss 5 Years-3.37 Batting Average 1 Year25.00 Batting Average 10 Years42.50 Batting Average 3 Years50.00 Batting Average 5 Years43.33 Beta 1 Year0.79 Beta 10 Years0.91 Beta 3 Years0.78 Beta 5 Years0.90 Capture Ratio Down 1 Year134.66 Capture Ratio Down 10 Years100.99 Capture Ratio Down 3 Years73.81 Capture Ratio Down 5 Years91.68 Capture Ratio Up 1 Year66.41 Capture Ratio Up 10 Years90.93 Capture Ratio Up 3 Years108.76 Capture Ratio Up 5 Years98.71 Correlation 1 Year86.48 Correlation 10 Years82.60 Correlation 3 Years75.82 Correlation 5 Years84.25 High 1 Year16.94 Information Ratio 1 Year-2.23 Information Ratio 10 Years-0.26 Information Ratio 3 Years0.72 Information Ratio 5 Years0.14 Low 1 Year15.32 Maximum Loss 1 Year-8.48 Maximum Loss 10 Years-23.99 Maximum Loss 3 Years-14.20 Maximum Loss 5 Years-19.38 Performance since Inception62.28 Risk adjusted Return 10 Years1.05 Risk adjusted Return 3 Years3.53 Risk adjusted Return 5 Years3.94 Risk adjusted Return Since Inception2.41 R-Squared (R²) 1 Year74.80 R-Squared (R²) 10 Years68.23 R-Squared (R²) 3 Years57.48 R-Squared (R²) 5 Years70.99 Sortino Ratio 1 Year-0.40 Sortino Ratio 10 Years0.37 Sortino Ratio 3 Years0.64 Sortino Ratio 5 Years0.69 Tracking Error 1 Year6.48 Tracking Error 10 Years6.45 Tracking Error 3 Years9.02 Tracking Error 5 Years7.53 Trailing Performance 1 Month2.54 Trailing Performance 1 Week2.54 Trailing Performance 1 Year-1.97 Trailing Performance 10 Years44.58 Trailing Performance 2 Years4.14 Trailing Performance 3 Months1.72 Trailing Performance 3 Years26.02 Trailing Performance 4 Years30.04 Trailing Performance 5 Years47.79 Trailing Performance 6 Months2.97 Trailing Return 1 Month2.54 Trailing Return 1 Year1.01 Trailing Return 10 Years3.75 Trailing Return 2 Months6.16 Trailing Return 2 Years2.05 Trailing Return 3 Months3.65 Trailing Return 3 Years8.01 Trailing Return 4 Years6.79 Trailing Return 5 Years8.13 Trailing Return 6 Months2.96 Trailing Return 6 Years5.41 Trailing Return 7 Years5.86 Trailing Return 8 Years6.87 Trailing Return 9 Months0.96 Trailing Return 9 Years4.30 Trailing Return Since Inception3.60 Trailing Return YTD - Year to Date1.01 Treynor Ratio 1 Year-5.59 Treynor Ratio 10 Years2.66 Treynor Ratio 3 Years7.03 Treynor Ratio 5 Years6.80

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