State Street Target Fund Manager Performance Evaluation

SSDJX Fund  USD 16.81  -0.13  -0.77%   
The fund holds a Beta of 0.56, which indicates possible diversification benefits within a given portfolio. With a sub-1 beta, STATE STREET participates in market rallies at a reduced pace while also limiting downside exposure.
Risk-Adjusted Performance
Contained
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on State Street Target rank lower than 5% of all funds and fund portfolios over the last 90 days. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite somewhat strong forward-looking indicators, STATE STREET is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. Learn More
Expense Ratio Date30th of April 2025
Expense Ratio0.2900
  

Relative Risk vs. Return Landscape

If you had invested $ 1,622 in State Street Target on December 14, 2025 and sold it today you would have earned a total of $ 59.00 from holding State Street Target or generated 3.64% return on investment over 90 days. State Street Target is currently producing a 0.0619% return and carries 0.8215% volatility of returns over 90 trading days. Put another way, 7% 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 comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is intended to show how efficiently risk has translated into return over the selected horizon. Assuming a 90-day horizon STATE STREET is expected to generate 1.04 times more return on investment than the market. However, the fund is 1.04 times more volatile than its market benchmark. It trades about 0.08 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.08 per unit of risk.

Target Price Odds to finish over Current Price

Price convergence toward a historical mean is a well-documented pattern for funds like STATE Mutual Fund. Investors have relied on this tendency for decades, though persistent mispricings in some instruments suggest that additional compensation for risk may be needed.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
16.81 90 days 16.81
about 81.42
Our distribution model estimates the likelihood of STATE STREET moving above the current price in 90 days from now at about 81.42 (This State Street Target distribution illustrates the range of expected prices for STATE Mutual Fund over a 90-day period).
Assuming a 90-day horizon STATE STREET has a beta of 0.56. 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 Target is expected to be smaller as well. Additionally, State Street Target has an alpha of 0.077, implying that it can generate a 0.077 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   STATE STREET Price Density   
       Price  

Predictive Modules for STATE STREET

A variety of analytical and quantitative techniques are available for forecasting the direction of State Street Target and the broader fund market. While perfect accuracy is unattainable, the process of applying multiple models and comparing their outputs remains a core part of sound investment analysis.
Statistical evidence for mean reversion in STATE STREET's can be observed through its tendency to revert following periods of extreme overvaluation or undervaluation relative to peers or its own historical range.
Hype
Prediction
LowEstimatedHigh
15.9916.8117.63
Details
Intrinsic
Valuation
LowRealHigh
16.7017.5218.34
Details
Naive
Forecast
LowNextHigh
15.5916.4117.23
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.0017.4817.97
Details
No single-company analysis of State Street Target is complete without peer benchmarking. Comparing STATE STREET's margins, returns, and growth against industry averages reveals competitive strengths and weaknesses not visible in isolation.

Primary Risk Indicators

Significant market corrections and rallies over the last two decades have made the mutual fund market a challenging environment for investors. STATE STREET has experienced these swings firsthand. A hedging strategy that accounts for STATE STREET's changing volatility and elasticity can help investors in State Street Target protect their portfolios.
α
Alpha over Dow Jones
0.08
β
Beta against Dow Jones0.56
σ
Overall volatility
0.47
Ir
Information ratio 0.12

Investor Alerts and Insights

Tracking STATE STREET through automated alerts helps investors focus on the most impactful fund developments. Notifications for State Street Target surface changes in technical patterns and fundamental metrics that could influence investment decisions.
The fund maintains 87.34% of its assets in stocks

STATE STREET Fundamentals Growth

Market participants price STATE Mutual Fund based on their assessment of STATE STREET's financial trajectory. Earnings growth, revenue momentum, profitability ratios, and debt levels are the primary fundamentals that drive STATE Mutual Fund valuation.

Performance Metrics & Calculation Methodology

STATE STREET performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Volatility-adjusted return provides comparability across instruments.

Macroaxis compiles State Street Target metrics from fund disclosures and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Ellen Johnson - Member of Macroaxis Editorial Board