Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEAAX (GE Aggressive Allocation) | NA | -21.93% | -4.10% | 1.12% | NA | NA | NA | -1.46% |
Data as of 07/28/2009, AR inception is 09/25/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEAAX (GE Aggressive Allocation) | 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 | -21.93 | -4.10 | 1.12 | NA | NA | NA | -1.46 | 9.85 | -35.98 | 12.06 | 14.99 | 6.27 | 7.55 | 20.66 | -19.16 | -8.04 | -4.32 |
| Sharpe Ratio | NA | -0.64 | -0.26 | -0.05 | NA | NA | NA | -0.19 | 0.72 | -1.18 | 0.69 | 1.17 | 0.51 | 0.71 | 1.82 | -1.21 | -0.80 | -1.32 |
| Standard Deviation(%) | NA | 34.88 | 23.05 | 18.90 | NA | NA | NA | 16.52 | 24.69 | 31.31 | 13.22 | 10.00 | 8.09 | 9.36 | 10.96 | 16.70 | 13.23 | 14.84 |
| Draw Down(%) | NA | 43.27 | 48.52 | 48.52 | NA | NA | NA | 48.52 | 21.24 | 44.54 | 7.64 | 10.26 | 5.60 | 7.44 | 11.52 | 24.20 | 20.62 | 6.18 |
| Yield(%) | 0.00 | 0.31 | 1.76 | 1.26 | 0.53 | 0.35 | 0.27 | 0.66 | 0.00 | 0.28 | 2.48 | 2.29 | 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 |
|---|---|---|---|---|
| GEAAX (GE Aggressive Allocation) |
-11.54%
Feb 2006 - Feb 2009 |
-4.23%
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 |
|---|---|---|---|---|
| GEAAX (GE Aggressive Allocation) |
15.13%
Mar 2003 - Mar 2006 |
12.19%
Dec 2002 - Dec 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart