Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GAGSX (GE Aggressive Strategy) | NA | -23.18% | -4.75% | 0.64% | NA | NA | NA | -2.72% |
Data as of 07/28/2009, AR inception is 09/25/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GAGSX (GE Aggressive Strategy) | 09/25/2000 | 07/28/2009 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -23.18 | -4.75 | 0.64 | NA | NA | NA | -2.72 | 5.47 | -33.46 | 10.21 | 14.50 | 6.13 | 7.72 | 20.74 | -17.68 | -13.01 | -8.37 |
Sharpe Ratio | NA | -0.63 | -0.27 | -0.07 | NA | NA | NA | -0.24 | 0.39 | -1.01 | 0.54 | 1.14 | 0.50 | 0.73 | 1.81 | -1.16 | -1.01 | -1.64 |
Standard Deviation(%) | NA | 37.20 | 24.26 | 19.78 | NA | NA | NA | 17.42 | 25.14 | 33.80 | 13.47 | 9.87 | 7.96 | 9.29 | 11.04 | 16.17 | 15.37 | 19.63 |
Draw Down(%) | NA | 41.97 | 47.43 | 47.43 | NA | NA | NA | 47.43 | 21.36 | 43.82 | 7.74 | 10.28 | 5.56 | 7.59 | 11.51 | 24.33 | 20.48 | 9.75 |
Yield(%) | 0.00 | 6.76 | 3.92 | 2.81 | 1.09 | 0.73 | 0.55 | 1.36 | 0.27 | 6.04 | 2.23 | 2.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2009, AR inception is 09/25/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GAGSX (GE Aggressive Strategy) |
-11.06%
Feb 2006 - Feb 2009 |
-3.95%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GAGSX (GE Aggressive Strategy) |
15.13%
Mar 2003 - Mar 2006 |
12.04%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart