SSGHX
State Street Global All Cap Equity ex-U.S. Index Fund
STATE STREET INSTITUTIONAL INVESTMENT TRUST
Index fund

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
-27.02%
3 year
-4.23%
5 year
-4.65%
10 year
1.82%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

81 months through March 31, 2026
Volatility (ann.)
12.47%
Sharpe
-3.12
Sortino
-2.12
Max drawdown
-97.72%
Best month
7.22%
Worst month
-20.67%
Beta vs VTSAX
0.58
Correlation
0.59

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

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.