Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GVSCX (GE Government Securities C) | NA | 0.32% | 1.37% | 2.57% | NA | NA | NA | 1.35% |
Data as of 02/22/2011, AR inception is 10/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GVSCX (GE Government Securities 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 (%) | 0.11 | 0.32 | 1.37 | 2.57 | NA | NA | NA | 1.35 | -1.46 | 2.35 | -4.20 | 9.64 | 7.18 | -0.58 | -1.24 | -0.11 | -1.66 | 6.49 | -3.20 |
| Sharpe Ratio | NA | 0.06 | 0.19 | 0.24 | NA | NA | NA | -0.01 | -2.08 | 0.59 | -0.71 | 1.33 | 1.04 | -1.34 | -1.06 | -0.26 | -0.45 | 1.09 | -2.16 |
| Standard Deviation(%) | NA | 4.08 | 5.54 | 4.90 | NA | NA | NA | 4.78 | 4.89 | 3.81 | 6.01 | 6.51 | 3.99 | 2.90 | 3.22 | 4.04 | 5.27 | 4.93 | 8.79 |
| Draw Down(%) | NA | 5.12 | 7.10 | 7.10 | NA | NA | NA | 9.83 | 2.02 | 4.27 | 6.51 | 4.36 | 2.37 | 3.98 | 3.46 | 5.59 | 6.84 | 2.80 | 5.61 |
| Yield(%) | 0.00 | 3.25 | 2.55 | 2.50 | 1.24 | 0.83 | 0.62 | 1.38 | 0.00 | 3.34 | 1.78 | 2.72 | 3.30 | 1.01 | 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 |
|---|---|---|---|---|
| GVSCX (GE Government Securities C) |
-2.89%
May 2003 - May 2006 |
-0.04%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GVSCX (GE Government Securities C) |
5.35%
Mar 2006 - Mar 2009 |
3.41%
Oct 2005 - Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart