Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GIECX (GE International Equity C) | NA | 15.55% | -5.88% | 1.93% | NA | NA | NA | 5.39% |
Data as of 02/22/2011, AR inception is 10/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIECX (GE International Equity C) | 10/30/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.43 | 15.55 | -5.88 | 1.93 | NA | NA | NA | 5.39 | 5.72 | 3.77 | 28.55 | -45.48 | 22.12 | 23.21 | 17.28 | 14.53 | 29.20 | -24.15 | 5.35 |
| Sharpe Ratio | NA | 0.79 | -0.20 | 0.02 | NA | NA | NA | 0.17 | 3.63 | 0.18 | 0.98 | -1.12 | 1.00 | 1.25 | 1.40 | 1.01 | 2.12 | -1.25 | 2.49 |
| Standard Deviation(%) | NA | 19.54 | 31.54 | 27.41 | NA | NA | NA | 22.22 | 13.55 | 20.32 | 29.16 | 41.28 | 19.13 | 16.02 | 10.76 | 13.38 | 13.48 | 20.12 | 14.28 |
| Draw Down(%) | NA | 19.33 | 60.84 | 62.08 | NA | NA | NA | 62.08 | 2.30 | 19.93 | 30.90 | 55.62 | 12.00 | 18.82 | 7.46 | 10.79 | 16.07 | 31.18 | 4.76 |
| Yield(%) | 0.00 | 0.36 | 4.27 | 6.08 | 4.43 | 2.96 | 2.22 | 4.93 | 0.00 | 0.34 | 3.03 | 10.24 | 12.98 | 0.18 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/22/2011, AR inception is 10/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIECX (GE International Equity C) |
-15.45%
Feb 2006 - Feb 2009 |
-3.40%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIECX (GE International Equity C) |
28.42%
Mar 2003 - Mar 2006 |
21.92%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart