Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEFDX (GE Fixed Income Y ) | NA | 5.75% | 4.19% | 4.68% | 4.91% | NA | NA | 5.34% |
Data as of 02/22/2011, AR inception is 02/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEFDX (GE Fixed Income Y ) | 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 | 5.75 | 4.19 | 4.68 | 4.91 | NA | NA | 5.34 | -0.25 | 7.18 | 7.57 | -1.09 | 5.95 | 4.48 | 2.23 | 3.44 | 3.68 | 9.90 | 7.48 | 10.64 | -1.35 | 7.72 | 8.01 |
| Sharpe Ratio | NA | 1.73 | 0.86 | 0.79 | 0.87 | NA | NA | 0.81 | -0.53 | 2.23 | 1.62 | -0.35 | 0.81 | 0.38 | 0.02 | 0.65 | 0.67 | 2.28 | 1.18 | 1.87 | -1.11 | 0.79 | 1.54 |
| Standard Deviation(%) | NA | 3.26 | 4.53 | 4.18 | 4.03 | NA | NA | 4.13 | 3.49 | 3.18 | 4.61 | 5.68 | 3.65 | 3.11 | 2.99 | 3.85 | 4.42 | 3.87 | 4.43 | 3.53 | 4.13 | 5.58 | 3.80 |
| Draw Down(%) | NA | 2.70 | 8.30 | 8.57 | 8.57 | NA | NA | 8.57 | 1.23 | 2.70 | 2.70 | 8.57 | 2.14 | 2.27 | 2.61 | 4.42 | 5.06 | 2.11 | 3.59 | 2.84 | 4.17 | 3.06 | 1.84 |
| Yield(%) | 0.00 | 3.14 | 3.69 | 4.28 | 4.75 | 4.79 | 3.59 | 5.13 | 0.00 | 3.49 | 4.03 | 4.24 | 5.24 | 5.04 | 4.52 | 5.14 | 4.90 | 5.47 | 5.75 | 6.62 | 5.50 | 5.35 | 5.70 |
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 |
|---|---|---|---|---|
| GEFDX (GE Fixed Income Y ) |
1.45%
May 2003 - May 2006 |
2.25%
Feb 2004 - Feb 2009 |
4.10%
Oct 1998 - Oct 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEFDX (GE Fixed Income Y ) |
10.37%
May 2000 - May 2003 |
7.21%
Jan 2000 - Jan 2005 |
5.89%
Mar 1997 - Mar 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart