Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GEFBX (GE Fixed Income B) | NA | 4.85% | 3.23% | 3.69% | 3.89% | NA | NA | 4.33% |
Data as of 02/22/2011, AR inception is 02/21/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GEFBX (GE Fixed Income B) | 02/21/1997 | 02/22/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.17 | 4.85 | 3.23 | 3.69 | 3.89 | NA | NA | 4.33 | -0.25 | 6.20 | 6.56 | -1.99 | 4.89 | 3.35 | 1.16 | 2.56 | 2.62 | 8.82 | 6.39 | 9.59 | -2.23 | 6.72 | 7.04 |
Sharpe Ratio | NA | 1.54 | 0.66 | 0.56 | 0.63 | NA | NA | 0.57 | -0.59 | 2.00 | 1.43 | -0.52 | 0.53 | 0.02 | -0.35 | 0.42 | 0.45 | 2.02 | 0.95 | 1.60 | -1.33 | 0.62 | 1.29 |
Standard Deviation(%) | NA | 3.09 | 4.43 | 4.06 | 3.94 | NA | NA | 4.04 | 3.12 | 3.05 | 4.54 | 5.58 | 3.51 | 2.93 | 2.91 | 3.82 | 4.32 | 3.83 | 4.33 | 3.47 | 4.12 | 5.49 | 3.65 |
Draw Down(%) | NA | 2.69 | 8.91 | 9.32 | 9.32 | NA | NA | 9.32 | 1.23 | 2.69 | 2.86 | 9.32 | 2.22 | 2.60 | 2.68 | 4.58 | 5.20 | 2.11 | 3.67 | 2.92 | 4.69 | 3.16 | 1.92 |
Yield(%) | 0.00 | 2.27 | 2.77 | 3.32 | 3.77 | 3.87 | 2.91 | 4.15 | 0.00 | 2.56 | 3.00 | 3.27 | 4.24 | 4.06 | 3.56 | 4.21 | 3.87 | 4.46 | 4.73 | 5.65 | 4.62 | 4.41 | 4.80 |
Data as of 02/22/2011, AR inception is 02/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GEFBX (GE Fixed Income B) |
0.44%
May 2003 - May 2006 |
1.25%
Feb 2004 - Feb 2009 |
3.09%
Oct 1998 - Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GEFBX (GE Fixed Income B) |
9.28%
May 2000 - May 2003 |
6.16%
Jan 2000 - Jan 2005 |
4.85%
Mar 1997 - Mar 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart