State Street Aggregate Fund Manager Performance Evaluation

SSFEX Fund  USD 86.55  -0.10  -0.12%   
The fund shows a Beta (market volatility) of 0.0297, which alludes to 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
Soft
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on State Street Aggregate rank lower than 1% 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 technical and fundamental 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 $ 8,632 in State Street Aggregate on December 14, 2025 and sold it today you would have earned a total of $ 23.00 from holding State Street Aggregate or generated 0.27% return on investment over 90 days. State Street Aggregate is currently producing a 0.0045% return and carries 0.1901% volatility of returns over 90 trading days. Put another way, 1% 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 most useful when expected return is read together with volatility rather than in isolation. Assuming a 90-day horizon STATE STREET is expected to generate 0.24 times more return on investment than the market. However, the fund is 4.17 times less risky than the market. It trades about 0.02 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.08 per unit of risk.

Historical Prices of State Street Aggregate

Below is the normalized historical share price chart for State Street Aggregate extending back to September 22, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of STATE STREET stands at 86.55, as last reported on the 14th of March 2026, with the highest price reaching 86.55 and the lowest price hitting 86.55 during the day.
Macro event markers
 
Yuan Drop
 
Covid
 
Interest Hikes

Target Price Odds to finish over Current Price

Investors have long observed that STATE Mutual Fund price tends to fluctuate around a central value over time. This mean reversion pattern is a cornerstone of many forecasting models. However, periods of persistent mispricing in some funds suggest that additional risk factors may account for the delayed correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
86.55 90 days 86.55
about 80.13
A normal distribution analysis suggests that the odds of STATE STREET moving above the current price in 90 days from now are about 80.13 (The distribution above shows where STATE Mutual Fund price is most likely to fall within the next 90 days based on historical volatility).
Assuming a 90-day horizon STATE STREET has a beta of 0.0297. 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 Aggregate is expected to be smaller as well. Additionally, State Street Aggregate 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

Forecasting State Street Aggregate involves applying various models to estimate future price behavior. While no method can consistently predict the fund market with certainty, the discipline of building and testing forecasts sharpens investment thinking. Combining several approaches and cross-checking results offers a more balanced view of potential outcomes.
Mean reversion in STATE STREET's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Hype
Prediction
LowEstimatedHigh
86.3686.5586.74
Details
Intrinsic
Valuation
LowRealHigh
86.5586.7486.93
Details
Naive
Forecast
LowNextHigh
85.6585.8486.03
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
86.3187.3088.28
Details
A rigorous investment case for STATE STREET requires more than studying its own financials. Benchmarking STATE STREET's performance, valuation, and risk profile against competitors is essential to validate any investment thesis.

Primary Risk Indicators

The mutual fund market has gone through extended periods of turbulence over the past two decades. STATE STREET has not been immune to these swings. Sudden corrections and sharp rallies have tested many portfolios. Investors can protect against downside risk in State Street Aggregate by monitoring STATE STREET's fundamental risk indicators and maintaining appropriate hedges.
α
Alpha over Dow Jones
-0.0039
β
Beta against Dow Jones0.03
σ
Overall volatility
0.52
Ir
Information ratio 0.21

Investor Alerts and Insights

Setting up alerts on STATE STREET ensures that material changes in technical or fundamental conditions are not missed. These notifications for State Street Aggregate help investors make timely decisions in response to significant fund events.
The fund maintains about 6.23% of its assets in bonds

STATE STREET Fundamentals Growth

STATE STREET's fundamentals serve as the primary lens through which investors evaluate STATE Mutual Fund. Metrics such as earnings growth, revenue consistency, margin trends, and balance sheet strength collectively determine market sentiment toward STATE Mutual Fund.
Total Asset607.72 M

Performance Metrics & Calculation Methodology

STATE STREET performance is typically evaluated through NAV-based returns relative to category peers and stated objectives. Drawdown profile frames downside sensitivity and recovery characteristics.

This section for State Street Aggregate is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Michael Smolkin - Member of Macroaxis Board of Directors