STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND
STATE STREET INSTITUTIONAL INVESTMENT TRUST
Index fund

Average annual returns

No trailing-return data available for this share class.

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
9.09%
Sharpe
1.82
Sortino
3.66
Max drawdown
-20.78%
Best month
13.19%
Worst month
-13.49%
Beta vs VTSAX
0.50
Correlation
0.69

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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