Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GGVBX (GE Short-Term Government B) | NA | 1.25% | 2.05% | 3.03% | 2.85% | NA | NA | 3.49% |
Data as of 02/22/2011, AR inception is 02/21/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GGVBX (GE Short-Term Government 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 (%) | 0.17 | 1.25 | 2.05 | 3.03 | 2.85 | NA | NA | 3.49 | 0.00 | 1.78 | 1.43 | 4.30 | 4.63 | 3.15 | 1.12 | -0.05 | 0.96 | 5.89 | 6.64 | 7.02 | 2.13 | 5.47 | 4.78 |
Sharpe Ratio | NA | 1.01 | 0.85 | 0.85 | 0.67 | NA | NA | 0.72 | -0.09 | 1.45 | 0.78 | 1.11 | 0.93 | -0.10 | -0.67 | -0.58 | 0.07 | 2.45 | 1.91 | 1.74 | -0.68 | 1.01 | 1.03 |
Standard Deviation(%) | NA | 1.14 | 2.08 | 1.92 | 2.15 | NA | NA | 2.07 | 1.07 | 1.17 | 1.71 | 3.02 | 1.72 | 1.51 | 1.56 | 1.72 | 3.66 | 1.95 | 2.29 | 1.71 | 1.62 | 2.13 | 1.99 |
Draw Down(%) | NA | 0.67 | 1.59 | 1.59 | 2.89 | NA | NA | 2.89 | 0.34 | 0.67 | 0.70 | 1.59 | 0.53 | 0.63 | 0.88 | 1.74 | 2.89 | 0.90 | 1.63 | 0.70 | 0.79 | 1.25 | 0.51 |
Yield(%) | 0.00 | 0.38 | 1.22 | 2.19 | 2.89 | 3.25 | 2.43 | 3.48 | 0.00 | 0.48 | 0.90 | 2.63 | 3.73 | 3.44 | 3.85 | 2.64 | 3.40 | 4.17 | 4.63 | 5.42 | 4.27 | 4.83 | 4.90 |
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 |
---|---|---|---|---|
GGVBX (GE Short-Term Government B) |
0.63%
May 2003 - May 2006 |
1.88%
Oct 2001 - Oct 2006 |
2.85%
Jan 2001 - Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GGVBX (GE Short-Term Government B) |
6.51%
Dec 1999 - Dec 2002 |
5.52%
Sep 1997 - Sep 2002 |
3.82%
Mar 1997 - Mar 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart