STATE STREET U.S. INFLATION PROTECTED BOND INDEX SECURITIES LENDING SERIES FUND CLASS II

Alpha 1 Year-0.07 Alpha 10 Years0.04 Alpha 15 Years0.02 Alpha 3 Years-0.04 Alpha 5 Years0.12 Average Gain 1 Year1.28 Average Gain 10 Years1.08 Average Gain 15 Years1.12 Average Gain 3 Years1.50 Average Gain 5 Years1.32 Average Loss 1 Year-1.24 Average Loss 10 Years-1.11 Average Loss 15 Years-1.16 Average Loss 3 Years-1.70 Average Loss 5 Years-1.50 Batting Average 1 Year58.33 Batting Average 10 Years45.00 Batting Average 15 Years45.00 Batting Average 3 Years41.67 Batting Average 5 Years45.00 Beta 1 Year0.98 Beta 10 Years0.99 Beta 15 Years1.00 Beta 3 Years1.00 Beta 5 Years0.99 Capture Ratio Down 1 Year99.23 Capture Ratio Down 10 Years99.15 Capture Ratio Down 15 Years99.40 Capture Ratio Down 3 Years100.30 Capture Ratio Down 5 Years98.52 Capture Ratio Up 1 Year99.33 Capture Ratio Up 10 Years99.87 Capture Ratio Up 15 Years99.77 Capture Ratio Up 3 Years100.07 Capture Ratio Up 5 Years100.14 Correlation 1 Year99.90 Correlation 10 Years99.89 Correlation 15 Years99.92 Correlation 3 Years99.95 Correlation 5 Years99.86 Information Ratio 1 Year-0.04 Information Ratio 10 Years0.16 Information Ratio 15 Years0.07 Information Ratio 3 Years-0.11 Information Ratio 5 Years0.37 Maximum Loss 1 Year-3.42 Maximum Loss 10 Years-13.58 Maximum Loss 15 Years-13.58 Maximum Loss 3 Years-13.58 Maximum Loss 5 Years-13.58 Performance Current Year0.84 Performance since Inception84.12 Risk adjusted Return 10 Years0.07 Risk adjusted Return 3 Years-5.11 Risk adjusted Return 5 Years-0.51 Risk adjusted Return Since Inception-1.14 R-Squared (R²) 1 Year99.80 R-Squared (R²) 10 Years99.78 R-Squared (R²) 15 Years99.85 R-Squared (R²) 3 Years99.90 R-Squared (R²) 5 Years99.72 Sortino Ratio 1 Year-0.68 Sortino Ratio 10 Years0.12 Sortino Ratio 15 Years0.60 Sortino Ratio 3 Years-0.76 Sortino Ratio 5 Years0.02 Tracking Error 1 Year0.26 Tracking Error 10 Years0.24 Tracking Error 15 Years0.20 Tracking Error 3 Years0.22 Tracking Error 5 Years0.34 Trailing Performance 1 Month2.52 Trailing Performance 1 Week0.80 Trailing Performance 1 Year2.69 Trailing Performance 10 Years21.33 Trailing Performance 2 Years1.23 Trailing Performance 3 Months1.60 Trailing Performance 3 Years-4.01 Trailing Performance 4 Years2.20 Trailing Performance 5 Years12.34 Trailing Performance 6 Months3.40 Trailing Return 1 Month0.80 Trailing Return 1 Year2.69 Trailing Return 10 Years1.95 Trailing Return 15 Years3.13 Trailing Return 2 Months2.52 Trailing Return 2 Years0.61 Trailing Return 3 Months0.86 Trailing Return 3 Years-1.35 Trailing Return 4 Years0.54 Trailing Return 5 Years2.20 Trailing Return 6 Months0.84 Trailing Return 6 Years2.62 Trailing Return 7 Years2.54 Trailing Return 8 Years2.14 Trailing Return 9 Months5.43 Trailing Return 9 Years2.37 Trailing Return Since Inception3.55 Trailing Return YTD - Year to Date0.84 Treynor Ratio 1 Year-2.97 Treynor Ratio 10 Years0.34 Treynor Ratio 15 Years2.03 Treynor Ratio 3 Years-4.80 Treynor Ratio 5 Years-0.12

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