State Street Income Fund Manager Performance Evaluation

SSASX Fund  USD 9.81  -0.08  -0.81%   
The fund maintains a market beta of 0.0371, which implies relatively modest fluctuations relative to the market. Returns on State Street tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
During the last 90 trading days, State Street Income produced negative risk-adjusted performance, which signals weak return efficiency for fund investors. This reading is usually reviewed beside volatility, downside risk, and benchmark-relative behavior before conviction is increased. Despite somewhat strong basic indicators, State Street is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
  

Relative Risk vs. Return Landscape

If you had invested $ 986.00 in State Street Income on December 21, 2025 and sold it today you would have lost $ 5.00 from holding State Street Income or given up 0.51% of portfolio value over 90 days. State Street Income is currently producing negative expected returns and carries 0.2444% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than State, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
This market-relative note looks at return potential and the amount of risk required to get it. It highlights whether the current reward profile compensates for the level of uncertainty assumed. Assuming a 90-day horizon State Street is expected to generate 0.3 times more return on investment than the market. However, the fund is 3.37 times less risky than the market. It trades about -0.03 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.11 per unit of risk.

Target Price Odds to finish over Current Price

For State Mutual Fund, the observed tendency of price to return to a central value is a key input to forecasting models. This mean reversion pattern, however, does not apply uniformly - some funds remain mispriced for extended periods, suggesting that embedded risk premiums affect the speed of correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
9.81 90 days 9.81
about 98.0
According to a normal distribution model, the odds of State Street moving above the current price in 90 days from now are about 98.0 (The density curve for State Street Income shows where State Mutual Fund price is most likely to settle within 90 days).
Assuming a 90-day horizon State Street has a beta of 0.0371. This usually implies as returns on the market go up, State Street's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding State Street Income is expected to be smaller as well. Additionally, State Street Income has a negative alpha, implying that the risk taken by holding this instrument is not justified. The fund is significantly underperforming the Dow Jones Industrial.
   State Street Price Density   
       Price  

Predictive Modules for State Street

A wide range of forecasting techniques can be applied to State Street Income and the broader fund market. While market prediction remains inherently uncertain, combining multiple approaches and evaluating their results is one of the most effective ways to improve the quality of investment decisions.
Mean reversion in State Street is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
Hype
Prediction
LowEstimatedHigh
9.579.8110.05
Details
Intrinsic
Valuation
LowRealHigh
9.619.8510.09
Details
Naive
Forecast
LowNextHigh
9.569.8010.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.849.9610.08
Details
Effective investment decisions about State Street require competitive context. Benchmarking State Street's against peers on earnings quality, growth consistency, and balance sheet strength can materially change the investment conclusion.

Primary Risk Indicators

The mutual fund market's recent history has been defined by volatility, with multiple large corrections and rallies in the last 10-20 years. State Street has participated in these swings. Investors holding State Street Income can protect their portfolios by monitoring State Street's risk indicators and implementing appropriate hedging strategies.
α
Alpha over Dow Jones
-0.0144
β
Beta against Dow Jones0.04
σ
Overall volatility
0.06
Ir
Information ratio 0.33

Investor Alerts and Insights

Investors in State Street benefit from automated alerts that flag material fund changes as they occur. State Street Income notifications cover technical signals, fundamental shifts, and notable headlines that may impact investment timing.
State Street Income generated a negative expected return over the last 90 days
The fund maintains about 6.15% of its assets in cash

State Street Fundamentals Growth

The market prices State Mutual Fund according to State Street's ability to generate revenue growth, maintain healthy margins, and manage debt effectively. These fundamental drivers have a direct and measurable impact on State Mutual Fund performance.

Performance Metrics & Calculation Methodology

State Street performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Liquidity conditions can influence realized performance through spreads and execution cost.

The analytics block for State Street Income relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on March 5th, 2026