Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEFCX (GE Fixed Income C) | NA | 4.94% | 3.23% | 3.21% | NA | NA | NA | 1.29% |
Data as of 02/22/2011, AR inception is 10/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEFCX (GE Fixed Income C) | 10/30/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 4.94 | 3.23 | 3.21 | NA | NA | NA | 1.29 | -0.16 | 6.20 | 6.47 | -1.99 | 4.87 | 0.69 | -2.43 | -1.75 | -1.10 | 4.19 | -2.72 |
| Sharpe Ratio | NA | 1.55 | 0.66 | 0.45 | NA | NA | NA | -0.02 | -0.38 | 2.00 | 1.43 | -0.52 | 0.52 | -0.96 | -1.69 | -0.66 | -0.39 | 0.81 | -2.64 |
| Standard Deviation(%) | NA | 3.13 | 4.43 | 4.04 | NA | NA | NA | 3.99 | 3.36 | 3.06 | 4.47 | 5.59 | 3.54 | 2.73 | 2.72 | 4.08 | 4.59 | 3.80 | 6.24 |
| Draw Down(%) | NA | 2.69 | 8.98 | 9.39 | NA | NA | NA | 11.80 | 1.31 | 2.69 | 2.94 | 9.39 | 2.22 | 4.06 | 4.02 | 5.07 | 5.48 | 2.19 | 4.12 |
| Yield(%) | 0.00 | 2.28 | 2.77 | 2.86 | 1.37 | 0.91 | 0.68 | 1.52 | 0.00 | 2.56 | 3.01 | 3.26 | 4.22 | 1.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/22/2011, AR inception is 10/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEFCX (GE Fixed Income C) |
-3.53%
May 2003 - May 2006 |
-1.17%
Oct 2003 - Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEFCX (GE Fixed Income C) |
4.39%
Jul 2007 - Jul 2010 |
3.44%
Oct 2005 - Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart