Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMSTX (GE Moderate Strategy) | NA | -18.36% | -2.92% | 0.98% | -1.96% | NA | NA | -1.22% |
Data as of 07/28/2009, AR inception is 03/11/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSTX (GE Moderate Strategy) | 03/11/1998 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.36 | -2.92 | 0.98 | -1.96 | NA | NA | -1.22 | 4.61 | -27.55 | 9.54 | 12.54 | 4.44 | 5.94 | 15.97 | -14.54 | -11.41 | -12.02 | 9.26 | 0.09 |
| Sharpe Ratio | NA | -0.67 | -0.26 | -0.07 | -0.28 | NA | NA | -0.24 | 0.41 | -1.13 | 0.59 | 1.10 | 0.35 | 0.66 | 1.76 | -1.16 | -1.07 | -1.00 | 0.61 | -0.22 |
| Standard Deviation(%) | NA | 27.99 | 18.59 | 15.20 | 14.18 | NA | NA | 13.72 | 19.81 | 25.13 | 11.10 | 8.42 | 6.49 | 7.55 | 8.66 | 13.49 | 13.03 | 16.13 | 9.96 | 14.26 |
| Draw Down(%) | NA | 34.88 | 40.23 | 40.23 | 40.23 | NA | NA | 40.23 | 17.28 | 37.30 | 6.20 | 7.92 | 4.37 | 6.04 | 8.61 | 18.58 | 16.31 | 15.54 | 5.73 | 15.91 |
| Yield(%) | 0.00 | 2.34 | 2.69 | 1.85 | 0.72 | 0.51 | 0.39 | 0.70 | 0.46 | 1.85 | 2.72 | 2.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/28/2009, AR inception is 03/11/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSTX (GE Moderate Strategy) |
-13.97%
Mar 2000 - Mar 2003 |
-6.45%
Apr 1998 - Apr 2003 |
-2.89%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSTX (GE Moderate Strategy) |
11.26%
Mar 2003 - Mar 2006 |
9.63%
Feb 2003 - Feb 2008 |
1.10%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart