Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GEFRX (GE Fixed Income R) | NA | 5.28% | 3.57% | NA | NA | NA | NA | 3.17% |
Data as of 02/22/2011, AR inception is 01/31/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GEFRX (GE Fixed Income R) | 01/31/2008 | 02/22/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.17 | 5.28 | 3.57 | NA | NA | NA | NA | 3.17 | -0.25 | 6.69 | 6.99 | -3.56 |
Sharpe Ratio | NA | 1.56 | 0.73 | NA | NA | NA | NA | 0.62 | -0.52 | 2.03 | 1.53 | -0.84 |
Standard Deviation(%) | NA | 3.33 | 4.49 | NA | NA | NA | NA | 4.48 | 3.58 | 3.25 | 4.50 | 5.58 |
Draw Down(%) | NA | 2.65 | 8.69 | NA | NA | NA | NA | 9.14 | 1.23 | 2.65 | 2.87 | 9.14 |
Yield(%) | 0.00 | 2.70 | 3.10 | 1.84 | 0.92 | 0.61 | 0.46 | 3.07 | 0.00 | 3.02 | 3.49 | 3.01 |
Data as of 02/22/2011, AR inception is 01/31/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GEFRX (GE Fixed Income R) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GEFRX (GE Fixed Income R) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart