STATE STREET INTERNATIONAL INDEX SECURITIES LENDING SERIES FUND - CLASS IX

Alpha 1 Year 0.30 Alpha 10 Years 0.16 Alpha 15 Years 0.08 Alpha 20 Years 0.03 Alpha 3 Years 0.26 Alpha 5 Years 0.17 Average Gain 1 Year 5.15 Average Gain 10 Years 3.56 Average Gain 15 Years 4.08 Average Gain 20 Years 3.70 Average Gain 3 Years 4.18 Average Gain 5 Years 4.31 Average Loss 1 Year -3.56 Average Loss 10 Years -3.54 Average Loss 15 Years -3.74 Average Loss 20 Years -3.91 Average Loss 3 Years -4.23 Average Loss 5 Years -4.53 Batting Average 1 Year 58.33 Batting Average 10 Years 57.50 Batting Average 15 Years 52.22 Batting Average 20 Years 46.25 Batting Average 3 Years 50.00 Batting Average 5 Years 58.33 Beta 1 Year 1.00 Beta 10 Years 1.02 Beta 15 Years 1.01 Beta 20 Years 1.01 Beta 3 Years 1.04 Beta 5 Years 1.03 Capture Ratio Down 1 Year 100.92 Capture Ratio Down 10 Years 101.40 Capture Ratio Down 15 Years 101.70 Capture Ratio Down 20 Years 101.15 Capture Ratio Down 3 Years 103.99 Capture Ratio Down 5 Years 103.03 Capture Ratio Up 1 Year 101.39 Capture Ratio Up 10 Years 101.97 Capture Ratio Up 15 Years 101.81 Capture Ratio Up 20 Years 101.14 Capture Ratio Up 3 Years 104.53 Capture Ratio Up 5 Years 103.24 Correlation 1 Year 99.76 Correlation 10 Years 99.59 Correlation 15 Years 99.63 Correlation 20 Years 99.66 Correlation 3 Years 99.59 Correlation 5 Years 99.64 Information Ratio 1 Year 0.30 Information Ratio 10 Years 0.13 Information Ratio 15 Years 0.09 Information Ratio 20 Years 0.04 Information Ratio 3 Years 0.16 Information Ratio 5 Years 0.18 Maximum Loss 1 Year -10.46 Maximum Loss 10 Years -27.51 Maximum Loss 15 Years -27.51 Maximum Loss 20 Years -56.69 Maximum Loss 3 Years -27.51 Maximum Loss 5 Years -27.51 Performance since Inception 231.92 Risk adjusted Return 10 Years 0.31 Risk adjusted Return 3 Years -1.29 Risk adjusted Return 5 Years 0.69 Risk adjusted Return Since Inception 0.10 R-Squared (R²) 1 Year 99.51 R-Squared (R²) 10 Years 99.17 R-Squared (R²) 15 Years 99.26 R-Squared (R²) 20 Years 99.33 R-Squared (R²) 3 Years 99.18 R-Squared (R²) 5 Years 99.28 Sortino Ratio 1 Year 1.46 Sortino Ratio 10 Years 0.40 Sortino Ratio 15 Years 0.66 Sortino Ratio 20 Years 0.46 Sortino Ratio 3 Years 0.27 Sortino Ratio 5 Years 0.64 Tracking Error 1 Year 1.19 Tracking Error 10 Years 1.43 Tracking Error 15 Years 1.50 Tracking Error 20 Years 1.40 Tracking Error 3 Years 1.71 Tracking Error 5 Years 1.64 Trailing Performance 1 Month 5.34 Trailing Performance 1 Week 5.34 Trailing Performance 1 Year 17.62 Trailing Performance 10 Years 54.73 Trailing Performance 2 Years 1.80 Trailing Performance 3 Months 6.69 Trailing Performance 3 Years 13.41 Trailing Performance 4 Years 22.58 Trailing Performance 5 Years 50.03 Trailing Performance 6 Months 5.63 Trailing Return 1 Month 5.34 Trailing Return 1 Year 18.60 Trailing Return 10 Years 4.46 Trailing Return 15 Years 7.06 Trailing Return 2 Months 14.56 Trailing Return 2 Years 0.89 Trailing Return 20 Years 5.64 Trailing Return 3 Months 10.46 Trailing Return 3 Years 4.28 Trailing Return 4 Years 5.22 Trailing Return 5 Years 8.45 Trailing Return 6 Months 5.63 Trailing Return 6 Years 4.40 Trailing Return 7 Years 7.14 Trailing Return 8 Years 6.45 Trailing Return 9 Months 8.95 Trailing Return 9 Years 5.63 Trailing Return Since Inception 4.54 Trailing Return YTD - Year to Date 18.60 Treynor Ratio 1 Year 13.18 Treynor Ratio 10 Years 3.07 Treynor Ratio 15 Years 6.05 Treynor Ratio 20 Years 4.10 Treynor Ratio 3 Years 1.71 Treynor Ratio 5 Years 6.28