Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEIVX (U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) | NA | 4.73% | 6.11% | 13.45% | 6.66% | 6.70% | NA | … | … |
Data as of 11/29/2016, Common starting date is 04/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEIVX (U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) | 04/11/2000 | 11/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.25 | 4.73 | 6.11 | 13.45 | 6.66 | 6.70 | NA | … | … | 8.38 | -4.57 | 12.70 | 34.40 | 14.15 | -0.70 | 12.11 | 26.53 | -32.55 | 10.71 | 18.18 | 4.47 | 10.02 | 24.51 | -17.24 | -9.50 | -3.28 |
| Sharpe Ratio | NA | 0.27 | 0.42 | 0.96 | 0.30 | NA | NA | … | … | 0.61 | -0.29 | 1.05 | 2.92 | 1.04 | -0.03 | 0.67 | 0.94 | -0.87 | 0.51 | 1.57 | 0.23 | 0.87 | 1.51 | -0.77 | -0.69 | -0.47 |
| Standard Deviation(%) | NA | 15.31 | 14.29 | 13.99 | 20.80 | NA | NA | … | … | 14.81 | 16.11 | 12.03 | 11.76 | 13.71 | 23.91 | 17.94 | 28.20 | 38.37 | 15.07 | 9.51 | 9.81 | 10.45 | 15.82 | 23.81 | 17.39 | 18.43 |
| Draw Down(%) | NA | 14.97 | 17.87 | 17.87 | 50.33 | NA | NA | … | … | 10.99 | 13.24 | 9.76 | 5.11 | 10.89 | 21.42 | 15.51 | 26.58 | 44.34 | 8.03 | 7.75 | 6.10 | 6.50 | 13.37 | 30.06 | 23.21 | 10.21 |
| Yield(%) | 0.00 | 20.58 | 16.63 | 16.88 | 8.89 | 8.15 | 5.33 | … | … | 0.00 | 20.32 | 18.28 | 24.53 | 14.84 | 2.56 | 1.73 | 1.95 | 2.97 | 10.00 | 10.53 | 1.83 | 2.10 | 1.42 | 1.30 | 0.00 | 0.00 |
Data as of 11/29/2016, Common starting date is 04/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEIVX (U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) |
-10.93%
Feb 2006 – Feb 2009 |
-3.92%
Feb 2004 – Feb 2009 |
0.68%
Aug 2000 – Aug 2010 |
4.83%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEIVX (U.S. LARGE-CAP CORE EQUITY FUND INVESTMENT CLASS) |
23.34%
Sep 2011 – Sep 2014 |
21.60%
Feb 2009 – Feb 2014 |
9.33%
Aug 2004 – Aug 2014 |
7.06%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart