Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/17/2023.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| GESSX (Ge S & Us Equity) | 10.04% | NA | 6.99% | 14.25% | 11.27% | 12.31% | 9.69% | 9.66% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GESSX (Ge S & Us Equity) | 03/20/1995 | 04/17/2023 |
The return data shown below all have the same latest date: 04/17/2023.
AR inception is since 03/20/1995.
AR inception is since 03/20/1995.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | 6.99 | 14.25 | 11.27 | 12.31 | 9.69 | 9.66 | 10.04 | 8.04 | -26.61 | 13.27 | 23.50 | 32.22 | -3.05 | 20.49 | 10.13 | -2.05 | 13.27 | 35.15 | 16.78 | -2.16 | 10.71 | 32.72 | -35.70 | 8.53 | 16.82 | 2.95 | 5.64 | 23.77 | -18.91 | -8.73 | 0.06 | 19.74 | 23.78 | 33.07 | 23.05 | 26.10 |
| Sharpe Ratio | NA | 0.15 | 0.59 | 0.43 | 0.61 | NA | NA | 0.44 | 1.54 | -0.99 | 1.45 | 0.67 | 2.39 | -0.25 | 2.74 | 0.67 | -0.13 | 1.09 | 3.01 | 1.24 | -0.09 | 0.59 | 1.13 | -0.92 | 0.36 | 1.43 | 0.08 | 0.43 | 1.41 | -0.80 | -0.61 | -0.20 | 0.99 | 1.08 | 1.71 | 1.79 | 4.16 |
| Standard Deviation(%) | NA | 25.93 | 22.59 | 23.58 | 19.13 | NA | NA | 19.32 | 16.71 | 28.27 | 14.50 | 34.43 | 12.88 | 17.51 | 7.28 | 14.69 | 15.99 | 12.21 | 11.68 | 13.61 | 24.16 | 18.11 | 28.82 | 39.81 | 15.23 | 9.53 | 9.53 | 10.79 | 16.37 | 25.15 | 18.28 | 19.85 | 16.65 | 19.01 | 17.17 | 10.82 | 7.35 |
| Draw Down(%) | NA | 18.69 | 30.36 | 32.60 | 32.60 | NA | NA | 51.63 | 9.28 | 27.75 | 4.71 | 32.60 | 7.00 | 19.10 | 2.58 | 12.25 | 13.45 | 9.42 | 5.03 | 10.98 | 20.94 | 16.87 | 24.91 | 47.02 | 8.35 | 7.42 | 6.10 | 7.34 | 13.28 | 30.62 | 24.44 | 9.85 | 11.25 | 18.89 | 10.30 | 6.60 | 2.53 |
| Yield(%) | 0.00 | 7.98 | 6.79 | 7.08 | 9.86 | 8.08 | 9.06 | 10.91 | 0.00 | 7.21 | 1.17 | 7.83 | 7.79 | 8.99 | 13.93 | 6.75 | 10.49 | 14.26 | 11.54 | 2.12 | 1.49 | 1.54 | 1.73 | 1.37 | 12.00 | 8.64 | 8.63 | 0.00 | 1.47 | 1.30 | 2.67 | 9.19 | 24.62 | 15.54 | 16.31 | 12.64 | 13.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GESSX (Ge S & Us Equity) |
-12.48%
Feb 2006 - Feb 2009 |
-5.85%
Feb 2004 - Feb 2009 |
-1.99%
Feb 1999 - Feb 2009 |
4.28%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GESSX (Ge S & Us Equity) |
31.23%
Apr 1995 - Apr 1998 |
24.16%
Apr 1995 - Apr 2000 |
16.62%
Sep 2011 - Sep 2021 |
10.91%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart