Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GESDX (GE Total Return Y ) | NA | 15.44% | 0.58% | 3.68% | 4.23% | NA | NA | 7.17% |
Data as of 02/22/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GESDX (GE Total Return Y ) | 06/21/1996 | 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 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.73 | 15.44 | 0.58 | 3.68 | 4.23 | NA | NA | 7.17 | 3.58 | 9.93 | 21.43 | -30.52 | 11.94 | 14.94 | 3.85 | 8.27 | 20.93 | -9.46 | -3.29 | 5.23 | 13.56 | 16.78 | 17.69 | 9.07 |
Sharpe Ratio | NA | 1.28 | 0.02 | 0.14 | 0.21 | NA | NA | 0.15 | 4.10 | 0.78 | 1.38 | -1.22 | 0.72 | 1.44 | 0.26 | 0.98 | 1.98 | -0.79 | -0.54 | 0.11 | 1.11 | 1.13 | -3.88 | 2.17 |
Standard Deviation(%) | NA | 12.01 | 18.74 | 16.25 | 13.52 | NA | NA | 12.40 | 7.01 | 12.57 | 15.45 | 25.79 | 12.44 | 8.09 | 6.47 | 7.48 | 10.22 | 13.43 | 10.59 | 10.48 | 9.34 | 11.86 | 9.65 | 6.62 |
Draw Down(%) | NA | 10.98 | 39.44 | 41.16 | 41.16 | NA | NA | 41.16 | 1.17 | 10.98 | 15.15 | 39.32 | 7.49 | 8.90 | 4.83 | 6.10 | 7.75 | 17.62 | 15.85 | 5.34 | 6.88 | 14.05 | 6.08 | 3.65 |
Yield(%) | 0.00 | 0.94 | 2.84 | 6.08 | 5.31 | 7.28 | 5.46 | 7.80 | 0.00 | 0.91 | 1.89 | 6.18 | 11.46 | 10.92 | 9.17 | 3.75 | 1.61 | 2.09 | 6.16 | 9.56 | 6.48 | 11.61 | 6.03 | 4.09 |
Data as of 02/22/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GESDX (GE Total Return Y ) |
-7.80%
Feb 2006 - Feb 2009 |
-2.22%
Feb 2004 - Feb 2009 |
1.35%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GESDX (GE Total Return Y ) |
17.17%
Jul 1996 - Jul 1999 |
13.00%
Sep 2002 - Sep 2007 |
8.64%
Apr 1997 - Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart