Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GECAX (GE Conservative Allocation) | NA | -10.69% | -0.08% | 1.46% | NA | NA | NA | -2.63% |
Data as of 07/28/2009, AR inception is 09/25/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GECAX (GE Conservative 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 | -10.69 | -0.08 | 1.46 | NA | NA | NA | -2.63 | 4.70 | -18.90 | 8.41 | 10.12 | 1.87 | 3.13 | 10.95 | -22.22 | -10.42 | -1.83 |
| Sharpe Ratio | NA | -0.60 | -0.15 | -0.05 | NA | NA | NA | -0.33 | 0.68 | -1.19 | 0.62 | 0.94 | -0.06 | 0.35 | 1.63 | -1.03 | -1.05 | -1.06 |
| Standard Deviation(%) | NA | 18.26 | 12.64 | 10.50 | NA | NA | NA | 12.70 | 12.25 | 16.62 | 8.73 | 7.29 | 5.34 | 6.19 | 6.31 | 22.66 | 12.38 | 10.31 |
| Draw Down(%) | NA | 24.31 | 29.49 | 29.49 | NA | NA | NA | 35.39 | 11.67 | 27.48 | 4.24 | 5.04 | 3.11 | 4.90 | 5.26 | 23.57 | 13.40 | 3.94 |
| Yield(%) | 0.00 | 2.56 | 3.35 | 2.17 | 0.81 | 0.54 | 0.41 | 1.02 | 0.00 | 2.44 | 3.67 | 3.60 | 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 |
|---|---|---|---|---|
| GECAX (GE Conservative Allocation) |
-9.55%
Oct 2000 - Oct 2003 |
-4.67%
Oct 2000 - Oct 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECAX (GE Conservative Allocation) |
7.07%
Sep 2004 - Sep 2007 |
6.88%
Feb 2003 - Feb 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart