Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GEIBX (GE International Equity B) | NA | 15.41% | -5.97% | 1.87% | 2.13% | NA | NA | 3.18% |
Data as of 02/22/2011, AR inception is 02/21/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GEIBX (GE International Equity 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 (%) | 1.43 | 15.41 | -5.97 | 1.87 | 2.13 | NA | NA | 3.18 | 5.64 | 3.52 | 28.47 | -45.43 | 22.08 | 23.17 | 17.44 | 14.41 | 28.59 | -23.92 | -23.42 | -13.55 | 29.76 | 13.19 | 5.25 |
Sharpe Ratio | NA | 0.79 | -0.20 | 0.02 | 0.03 | NA | NA | 0.06 | 3.72 | 0.17 | 0.98 | -1.12 | 1.00 | 1.25 | 1.42 | 1.01 | 2.07 | -1.24 | -1.54 | -1.10 | 1.92 | 0.45 | 0.18 |
Standard Deviation(%) | NA | 19.47 | 31.54 | 27.41 | 22.47 | NA | NA | 20.62 | 13.00 | 20.27 | 29.10 | 41.34 | 19.11 | 16.03 | 10.77 | 13.29 | 13.49 | 20.10 | 16.97 | 16.05 | 13.83 | 21.90 | 14.27 |
Draw Down(%) | NA | 19.35 | 60.81 | 62.06 | 62.06 | NA | NA | 62.06 | 2.38 | 20.15 | 30.90 | 55.60 | 11.99 | 18.77 | 7.49 | 10.90 | 16.14 | 31.18 | 34.97 | 21.90 | 8.75 | 31.14 | 13.42 |
Yield(%) | 0.00 | 0.00 | 4.20 | 6.01 | 3.40 | 4.57 | 3.43 | 4.90 | 0.00 | 0.00 | 3.63 | 9.94 | 12.80 | 0.27 | 0.22 | 0.00 | 0.11 | 0.00 | 0.00 | 9.00 | 5.77 | 20.64 | 3.11 |
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 |
---|---|---|---|---|
GEIBX (GE International Equity B) |
-24.12%
Mar 2000 - Mar 2003 |
-10.73%
Mar 1998 - Mar 2003 |
-3.14%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GEIBX (GE International Equity B) |
28.45%
Mar 2003 - Mar 2006 |
21.86%
Oct 2002 - Oct 2007 |
7.30%
Oct 1997 - Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart