Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEEDX (GE US Equity Y ) | NA | 19.67% | 2.88% | 4.09% | 2.85% | NA | NA | … | … |
Data as of 02/22/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEEDX (GE US Equity Y ) | 06/21/1996 | 02/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.10 | 19.67 | 2.88 | 4.09 | 2.85 | NA | NA | … | … | 7.64 | 10.62 | 32.20 | -35.83 | 8.24 | 16.12 | 2.58 | 8.29 | 23.42 | -19.39 | -8.57 | 0.01 | 19.73 | 23.69 | 30.97 | 12.01 |
| Sharpe Ratio | NA | 1.13 | 0.09 | 0.11 | 0.07 | NA | NA | … | … | 6.77 | 0.58 | 1.12 | -0.92 | 0.35 | 1.37 | 0.04 | 0.71 | 1.39 | -0.81 | -0.60 | -0.20 | 0.99 | 1.07 | -1.39 | 1.92 |
| Standard Deviation(%) | NA | 17.32 | 30.26 | 25.15 | 21.54 | NA | NA | … | … | 10.32 | 18.11 | 28.74 | 39.67 | 15.09 | 9.42 | 9.53 | 10.41 | 16.36 | 25.20 | 18.38 | 19.88 | 16.72 | 19.00 | 17.37 | 10.65 |
| Draw Down(%) | NA | 16.80 | 49.33 | 51.80 | 51.80 | NA | NA | … | … | 1.77 | 16.80 | 24.97 | 47.07 | 8.37 | 7.40 | 6.18 | 7.40 | 13.36 | 30.92 | 24.83 | 9.84 | 11.39 | 18.85 | 10.34 | 6.49 |
| Yield(%) | 0.00 | 1.01 | 1.36 | 5.65 | 3.77 | 7.45 | 5.58 | … | … | 0.00 | 0.99 | 1.54 | 2.02 | 11.88 | 13.21 | 6.48 | 1.01 | 1.02 | 0.92 | 1.36 | 6.77 | 13.05 | 10.38 | 11.07 | 11.63 |
Data as of 02/22/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEEDX (GE US Equity Y ) |
-12.81%
Feb 2006 – Feb 2009 |
-5.68%
Feb 2004 – Feb 2009 |
-1.99%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEEDX (GE US Equity Y ) |
27.77%
Jul 1996 – Jul 1999 |
16.30%
Jul 1996 – Jul 2001 |
9.09%
Aug 1996 – Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart