SSGA Strategic Asset Max Growth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SSGA Strategic Asset Max Growth, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Apr 3, 2019, corresponding to the inception date of XLSR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| SSGA Strategic Asset Max Growth | -6.33% | -6.30% | -7.72% | 5.46% | 11.23% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -9.91% | -6.90% | -9.38% | 6.72% | 14.05% | 11.59% |
SPEM SPDR Portfolio Emerging Markets ETF | -1.64% | -6.93% | -7.05% | 9.32% | 7.35% | 3.49% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | -16.07% | -9.63% | -17.40% | -3.81% | 11.55% | 5.97% |
XLSR SPDR SSGA US Sector Rotation ETF | -11.38% | -8.18% | -10.21% | 0.26% | 10.88% | N/A |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | -11.73% | -7.92% | -13.54% | -1.42% | 13.11% | 7.24% |
GWX SPDR S&P International Small Cap ETF | 5.00% | -1.87% | -0.83% | 7.61% | 8.58% | 3.93% |
SPDW SPDR Portfolio World ex-US ETF | 6.39% | -3.87% | -0.26% | 9.55% | 10.37% | 5.06% |
GLD SPDR Gold Trust | 26.43% | 8.90% | 21.83% | 38.93% | 13.54% | 10.28% |
RWR SPDR Dow Jones REIT ETF | -3.86% | -4.38% | -9.82% | 13.55% | 7.72% | 4.03% |
RWX SPDR DJ Wilshire International Real Estate ETF | 12.74% | 5.42% | -1.18% | 9.31% | 2.55% | -0.59% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of SSGA Strategic Asset Max Growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.91% | -0.98% | -3.65% | -4.60% | -6.33% | ||||||||
| 2024 | -0.28% | 4.22% | 3.32% | -3.59% | 4.30% | 1.54% | 2.05% | 1.60% | 2.22% | -1.66% | 4.37% | -3.06% | 15.61% |
| 2023 | 6.86% | -3.06% | 1.73% | 0.82% | -1.12% | 6.01% | 3.61% | -2.81% | -4.44% | -2.83% | 8.41% | 5.24% | 18.78% |
| 2022 | -4.32% | -2.20% | 1.82% | -7.53% | 0.70% | -7.93% | 6.83% | -3.66% | -9.19% | 6.62% | 7.40% | -4.31% | -16.35% |
| 2021 | -0.06% | 2.77% | 2.55% | 3.98% | 1.76% | 0.68% | 0.25% | 2.49% | -4.02% | 4.55% | -2.11% | 4.84% | 18.74% |
| 2020 | -1.73% | -7.34% | -13.78% | 10.24% | 4.53% | 2.90% | 5.15% | 5.99% | -2.84% | -1.78% | 11.25% | 4.81% | 15.45% |
| 2019 | 1.47% | -5.96% | 6.38% | 0.05% | -1.82% | 1.80% | 2.61% | 2.52% | 3.67% | 10.70% |
Expense Ratio
SSGA Strategic Asset Max Growth has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSGA Strategic Asset Max Growth is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.34 | 0.61 | 1.09 | 0.35 | 1.53 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.35 | 0.62 | 1.08 | 0.36 | 1.07 |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | -0.26 | -0.23 | 0.97 | -0.22 | -0.73 |
XLSR SPDR SSGA US Sector Rotation ETF | 0.03 | 0.18 | 1.03 | 0.03 | 0.10 |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | -0.13 | -0.04 | 1.00 | -0.11 | -0.39 |
GWX SPDR S&P International Small Cap ETF | 0.40 | 0.67 | 1.09 | 0.33 | 1.30 |
SPDW SPDR Portfolio World ex-US ETF | 0.49 | 0.80 | 1.11 | 0.61 | 1.83 |
GLD SPDR Gold Trust | 2.71 | 3.58 | 1.48 | 5.32 | 14.11 |
RWR SPDR Dow Jones REIT ETF | 0.69 | 1.05 | 1.14 | 0.59 | 2.43 |
RWX SPDR DJ Wilshire International Real Estate ETF | 0.54 | 0.87 | 1.11 | 0.25 | 0.82 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
SSGA Strategic Asset Max Growth provided a 1.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.82% | 1.75% | 1.79% | 2.16% | 2.87% | 1.51% | 2.00% | 1.78% | 1.40% | 1.73% | 1.97% | 2.43% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.83% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 2.24% | 1.85% | 1.61% | 1.38% | 1.40% | 1.17% | 1.58% | 1.82% | 1.51% | 1.49% | 2.37% | 1.70% |
XLSR SPDR SSGA US Sector Rotation ETF | 0.75% | 0.66% | 1.04% | 1.79% | 6.06% | 1.25% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.65% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% | 5.71% |
GWX SPDR S&P International Small Cap ETF | 2.58% | 2.71% | 2.64% | 2.71% | 2.75% | 1.74% | 3.41% | 2.94% | 5.18% | 4.21% | 2.67% | 13.53% |
SPDW SPDR Portfolio World ex-US ETF | 3.00% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWR SPDR Dow Jones REIT ETF | 4.00% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% | 3.06% |
RWX SPDR DJ Wilshire International Real Estate ETF | 3.88% | 4.32% | 3.90% | 4.05% | 4.62% | 2.92% | 8.94% | 5.28% | 2.77% | 8.74% | 2.94% | 3.43% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SSGA Strategic Asset Max Growth. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SSGA Strategic Asset Max Growth was 33.02%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current SSGA Strategic Asset Max Growth drawdown is 9.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.02% | Feb 13, 2020 | 28 | Mar 23, 2020 | 110 | Aug 24, 2020 | 138 |
| -24.21% | Jan 5, 2022 | 201 | Oct 12, 2022 | 345 | Feb 7, 2024 | 546 |
| -17.02% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -8.34% | Jul 17, 2024 | 14 | Aug 5, 2024 | 33 | Sep 19, 2024 | 47 |
| -7.53% | Sep 3, 2020 | 15 | Sep 23, 2020 | 13 | Oct 12, 2020 | 28 |
Volatility
Volatility Chart
The current SSGA Strategic Asset Max Growth volatility is 12.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| USD=X | GLD | RWR | SPEM | RWX | SPSM | XLSR | SPY | SPMD | GWX | SPDW | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GLD | 0.00 | 1.00 | 0.13 | 0.23 | 0.25 | 0.08 | 0.10 | 0.10 | 0.09 | 0.27 | 0.23 |
| RWR | 0.00 | 0.13 | 1.00 | 0.42 | 0.63 | 0.68 | 0.60 | 0.63 | 0.70 | 0.55 | 0.58 |
| SPEM | 0.00 | 0.23 | 0.42 | 1.00 | 0.63 | 0.59 | 0.65 | 0.66 | 0.63 | 0.77 | 0.79 |
| RWX | 0.00 | 0.25 | 0.63 | 0.63 | 1.00 | 0.60 | 0.59 | 0.60 | 0.62 | 0.76 | 0.77 |
| SPSM | 0.00 | 0.08 | 0.68 | 0.59 | 0.60 | 1.00 | 0.77 | 0.79 | 0.96 | 0.73 | 0.75 |
| XLSR | 0.00 | 0.10 | 0.60 | 0.65 | 0.59 | 0.77 | 1.00 | 0.97 | 0.83 | 0.76 | 0.80 |
| SPY | 0.00 | 0.10 | 0.63 | 0.66 | 0.60 | 0.79 | 0.97 | 1.00 | 0.85 | 0.77 | 0.81 |
| SPMD | 0.00 | 0.09 | 0.70 | 0.63 | 0.62 | 0.96 | 0.83 | 0.85 | 1.00 | 0.76 | 0.79 |
| GWX | 0.00 | 0.27 | 0.55 | 0.77 | 0.76 | 0.73 | 0.76 | 0.77 | 0.76 | 1.00 | 0.94 |
| SPDW | 0.00 | 0.23 | 0.58 | 0.79 | 0.77 | 0.75 | 0.80 | 0.81 | 0.79 | 0.94 | 1.00 |